CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5578 |
1.5527 |
-0.0051 |
-0.3% |
1.5185 |
| High |
1.5608 |
1.5576 |
-0.0032 |
-0.2% |
1.5674 |
| Low |
1.5482 |
1.5486 |
0.0004 |
0.0% |
1.5171 |
| Close |
1.5549 |
1.5575 |
0.0026 |
0.2% |
1.5549 |
| Range |
0.0126 |
0.0090 |
-0.0036 |
-28.6% |
0.0503 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
8,672 |
14,587 |
5,915 |
68.2% |
27,137 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5816 |
1.5785 |
1.5625 |
|
| R3 |
1.5726 |
1.5695 |
1.5600 |
|
| R2 |
1.5636 |
1.5636 |
1.5592 |
|
| R1 |
1.5605 |
1.5605 |
1.5583 |
1.5621 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5553 |
| S1 |
1.5515 |
1.5515 |
1.5567 |
1.5531 |
| S2 |
1.5456 |
1.5456 |
1.5559 |
|
| S3 |
1.5366 |
1.5425 |
1.5550 |
|
| S4 |
1.5276 |
1.5335 |
1.5526 |
|
|
| 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 |
1.5264 |
0.0410 |
2.6% |
0.0138 |
0.9% |
76% |
False |
False |
7,590 |
| 10 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0136 |
0.9% |
85% |
False |
False |
4,767 |
| 20 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0126 |
0.8% |
85% |
False |
False |
2,543 |
| 40 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0102 |
0.7% |
85% |
False |
False |
1,295 |
| 60 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0091 |
0.6% |
85% |
False |
False |
877 |
| 80 |
1.5674 |
1.4830 |
0.0844 |
5.4% |
0.0081 |
0.5% |
88% |
False |
False |
658 |
| 100 |
1.5992 |
1.4830 |
0.1162 |
7.5% |
0.0065 |
0.4% |
64% |
False |
False |
529 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.2% |
0.0055 |
0.4% |
52% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5959 |
|
2.618 |
1.5812 |
|
1.618 |
1.5722 |
|
1.000 |
1.5666 |
|
0.618 |
1.5632 |
|
HIGH |
1.5576 |
|
0.618 |
1.5542 |
|
0.500 |
1.5531 |
|
0.382 |
1.5520 |
|
LOW |
1.5486 |
|
0.618 |
1.5430 |
|
1.000 |
1.5396 |
|
1.618 |
1.5340 |
|
2.618 |
1.5250 |
|
4.250 |
1.5104 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5560 |
1.5559 |
| PP |
1.5546 |
1.5542 |
| S1 |
1.5531 |
1.5526 |
|