CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5633 |
1.5671 |
0.0038 |
0.2% |
1.5185 |
| High |
1.5691 |
1.5728 |
0.0037 |
0.2% |
1.5674 |
| Low |
1.5623 |
1.5637 |
0.0014 |
0.1% |
1.5171 |
| Close |
1.5667 |
1.5687 |
0.0020 |
0.1% |
1.5549 |
| Range |
0.0068 |
0.0091 |
0.0023 |
33.8% |
0.0503 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
63,071 |
88,538 |
25,467 |
40.4% |
27,137 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5957 |
1.5913 |
1.5737 |
|
| R3 |
1.5866 |
1.5822 |
1.5712 |
|
| R2 |
1.5775 |
1.5775 |
1.5704 |
|
| R1 |
1.5731 |
1.5731 |
1.5695 |
1.5753 |
| PP |
1.5684 |
1.5684 |
1.5684 |
1.5695 |
| S1 |
1.5640 |
1.5640 |
1.5679 |
1.5662 |
| S2 |
1.5593 |
1.5593 |
1.5670 |
|
| S3 |
1.5502 |
1.5549 |
1.5662 |
|
| S4 |
1.5411 |
1.5458 |
1.5637 |
|
|
| 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 |
1.5728 |
1.5482 |
0.0246 |
1.6% |
0.0101 |
0.6% |
83% |
True |
False |
45,476 |
| 10 |
1.5728 |
1.5131 |
0.0597 |
3.8% |
0.0127 |
0.8% |
93% |
True |
False |
24,751 |
| 20 |
1.5728 |
1.4999 |
0.0729 |
4.6% |
0.0125 |
0.8% |
94% |
True |
False |
12,722 |
| 40 |
1.5728 |
1.4999 |
0.0729 |
4.6% |
0.0104 |
0.7% |
94% |
True |
False |
6,397 |
| 60 |
1.5728 |
1.4999 |
0.0729 |
4.6% |
0.0095 |
0.6% |
94% |
True |
False |
4,279 |
| 80 |
1.5728 |
1.4830 |
0.0898 |
5.7% |
0.0084 |
0.5% |
95% |
True |
False |
3,210 |
| 100 |
1.5840 |
1.4830 |
0.1010 |
6.4% |
0.0068 |
0.4% |
85% |
False |
False |
2,570 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.2% |
0.0057 |
0.4% |
60% |
False |
False |
2,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6115 |
|
2.618 |
1.5966 |
|
1.618 |
1.5875 |
|
1.000 |
1.5819 |
|
0.618 |
1.5784 |
|
HIGH |
1.5728 |
|
0.618 |
1.5693 |
|
0.500 |
1.5683 |
|
0.382 |
1.5672 |
|
LOW |
1.5637 |
|
0.618 |
1.5581 |
|
1.000 |
1.5546 |
|
1.618 |
1.5490 |
|
2.618 |
1.5399 |
|
4.250 |
1.5250 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5686 |
1.5665 |
| PP |
1.5684 |
1.5642 |
| S1 |
1.5683 |
1.5620 |
|