CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5399 |
1.5578 |
0.0179 |
1.2% |
1.5185 |
| High |
1.5674 |
1.5608 |
-0.0066 |
-0.4% |
1.5674 |
| Low |
1.5377 |
1.5482 |
0.0105 |
0.7% |
1.5171 |
| Close |
1.5599 |
1.5549 |
-0.0050 |
-0.3% |
1.5549 |
| Range |
0.0297 |
0.0126 |
-0.0171 |
-57.6% |
0.0503 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
0.1% |
0.0000 |
| Volume |
9,839 |
8,672 |
-1,167 |
-11.9% |
27,137 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5924 |
1.5863 |
1.5618 |
|
| R3 |
1.5798 |
1.5737 |
1.5584 |
|
| R2 |
1.5672 |
1.5672 |
1.5572 |
|
| R1 |
1.5611 |
1.5611 |
1.5561 |
1.5579 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5530 |
| S1 |
1.5485 |
1.5485 |
1.5537 |
1.5453 |
| S2 |
1.5420 |
1.5420 |
1.5526 |
|
| S3 |
1.5294 |
1.5359 |
1.5514 |
|
| S4 |
1.5168 |
1.5233 |
1.5480 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6974 |
1.6764 |
1.5826 |
|
| R3 |
1.6471 |
1.6261 |
1.5687 |
|
| R2 |
1.5968 |
1.5968 |
1.5641 |
|
| R1 |
1.5758 |
1.5758 |
1.5595 |
1.5863 |
| PP |
1.5465 |
1.5465 |
1.5465 |
1.5517 |
| S1 |
1.5255 |
1.5255 |
1.5503 |
1.5360 |
| S2 |
1.4962 |
1.4962 |
1.5457 |
|
| S3 |
1.4459 |
1.4752 |
1.5411 |
|
| S4 |
1.3956 |
1.4249 |
1.5272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5674 |
1.5171 |
0.0503 |
3.2% |
0.0159 |
1.0% |
75% |
False |
False |
5,427 |
| 10 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0134 |
0.9% |
81% |
False |
False |
3,350 |
| 20 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0128 |
0.8% |
81% |
False |
False |
1,821 |
| 40 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0101 |
0.6% |
81% |
False |
False |
930 |
| 60 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0090 |
0.6% |
81% |
False |
False |
634 |
| 80 |
1.5674 |
1.4830 |
0.0844 |
5.4% |
0.0079 |
0.5% |
85% |
False |
False |
476 |
| 100 |
1.6041 |
1.4830 |
0.1211 |
7.8% |
0.0064 |
0.4% |
59% |
False |
False |
383 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0054 |
0.3% |
50% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6144 |
|
2.618 |
1.5938 |
|
1.618 |
1.5812 |
|
1.000 |
1.5734 |
|
0.618 |
1.5686 |
|
HIGH |
1.5608 |
|
0.618 |
1.5560 |
|
0.500 |
1.5545 |
|
0.382 |
1.5530 |
|
LOW |
1.5482 |
|
0.618 |
1.5404 |
|
1.000 |
1.5356 |
|
1.618 |
1.5278 |
|
2.618 |
1.5152 |
|
4.250 |
1.4947 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5548 |
1.5526 |
| PP |
1.5546 |
1.5502 |
| S1 |
1.5545 |
1.5479 |
|