CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5671 |
1.5706 |
0.0035 |
0.2% |
1.5527 |
| High |
1.5728 |
1.5709 |
-0.0019 |
-0.1% |
1.5728 |
| Low |
1.5637 |
1.5608 |
-0.0029 |
-0.2% |
1.5486 |
| Close |
1.5687 |
1.5693 |
0.0006 |
0.0% |
1.5693 |
| Range |
0.0091 |
0.0101 |
0.0010 |
11.0% |
0.0242 |
| ATR |
0.0117 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
88,538 |
112,803 |
24,265 |
27.4% |
331,512 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5973 |
1.5934 |
1.5749 |
|
| R3 |
1.5872 |
1.5833 |
1.5721 |
|
| R2 |
1.5771 |
1.5771 |
1.5712 |
|
| R1 |
1.5732 |
1.5732 |
1.5702 |
1.5701 |
| PP |
1.5670 |
1.5670 |
1.5670 |
1.5655 |
| S1 |
1.5631 |
1.5631 |
1.5684 |
1.5600 |
| S2 |
1.5569 |
1.5569 |
1.5674 |
|
| S3 |
1.5468 |
1.5530 |
1.5665 |
|
| S4 |
1.5367 |
1.5429 |
1.5637 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6362 |
1.6269 |
1.5826 |
|
| R3 |
1.6120 |
1.6027 |
1.5760 |
|
| R2 |
1.5878 |
1.5878 |
1.5737 |
|
| R1 |
1.5785 |
1.5785 |
1.5715 |
1.5832 |
| PP |
1.5636 |
1.5636 |
1.5636 |
1.5659 |
| S1 |
1.5543 |
1.5543 |
1.5671 |
1.5590 |
| S2 |
1.5394 |
1.5394 |
1.5649 |
|
| S3 |
1.5152 |
1.5301 |
1.5626 |
|
| S4 |
1.4910 |
1.5059 |
1.5560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5728 |
1.5486 |
0.0242 |
1.5% |
0.0096 |
0.6% |
86% |
False |
False |
66,302 |
| 10 |
1.5728 |
1.5171 |
0.0557 |
3.5% |
0.0127 |
0.8% |
94% |
False |
False |
35,864 |
| 20 |
1.5728 |
1.4999 |
0.0729 |
4.6% |
0.0124 |
0.8% |
95% |
False |
False |
18,346 |
| 40 |
1.5728 |
1.4999 |
0.0729 |
4.6% |
0.0106 |
0.7% |
95% |
False |
False |
9,216 |
| 60 |
1.5728 |
1.4999 |
0.0729 |
4.6% |
0.0095 |
0.6% |
95% |
False |
False |
6,158 |
| 80 |
1.5728 |
1.4830 |
0.0898 |
5.7% |
0.0084 |
0.5% |
96% |
False |
False |
4,620 |
| 100 |
1.5840 |
1.4830 |
0.1010 |
6.4% |
0.0069 |
0.4% |
85% |
False |
False |
3,698 |
| 120 |
1.6231 |
1.4830 |
0.1401 |
8.9% |
0.0058 |
0.4% |
62% |
False |
False |
3,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6138 |
|
2.618 |
1.5973 |
|
1.618 |
1.5872 |
|
1.000 |
1.5810 |
|
0.618 |
1.5771 |
|
HIGH |
1.5709 |
|
0.618 |
1.5670 |
|
0.500 |
1.5659 |
|
0.382 |
1.5647 |
|
LOW |
1.5608 |
|
0.618 |
1.5546 |
|
1.000 |
1.5507 |
|
1.618 |
1.5445 |
|
2.618 |
1.5344 |
|
4.250 |
1.5179 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5682 |
1.5685 |
| PP |
1.5670 |
1.5676 |
| S1 |
1.5659 |
1.5668 |
|