CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1.5706 |
1.5703 |
-0.0003 |
0.0% |
1.5527 |
High |
1.5709 |
1.5743 |
0.0034 |
0.2% |
1.5728 |
Low |
1.5608 |
1.5672 |
0.0064 |
0.4% |
1.5486 |
Close |
1.5693 |
1.5686 |
-0.0007 |
0.0% |
1.5693 |
Range |
0.0101 |
0.0071 |
-0.0030 |
-29.7% |
0.0242 |
ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
112,803 |
81,327 |
-31,476 |
-27.9% |
331,512 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5913 |
1.5871 |
1.5725 |
|
R3 |
1.5842 |
1.5800 |
1.5706 |
|
R2 |
1.5771 |
1.5771 |
1.5699 |
|
R1 |
1.5729 |
1.5729 |
1.5693 |
1.5715 |
PP |
1.5700 |
1.5700 |
1.5700 |
1.5693 |
S1 |
1.5658 |
1.5658 |
1.5679 |
1.5644 |
S2 |
1.5629 |
1.5629 |
1.5673 |
|
S3 |
1.5558 |
1.5587 |
1.5666 |
|
S4 |
1.5487 |
1.5516 |
1.5647 |
|
|
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 |
1.5743 |
1.5512 |
0.0231 |
1.5% |
0.0092 |
0.6% |
75% |
True |
False |
79,650 |
10 |
1.5743 |
1.5264 |
0.0479 |
3.1% |
0.0115 |
0.7% |
88% |
True |
False |
43,620 |
20 |
1.5743 |
1.4999 |
0.0744 |
4.7% |
0.0121 |
0.8% |
92% |
True |
False |
22,401 |
40 |
1.5743 |
1.4999 |
0.0744 |
4.7% |
0.0105 |
0.7% |
92% |
True |
False |
11,249 |
60 |
1.5743 |
1.4999 |
0.0744 |
4.7% |
0.0095 |
0.6% |
92% |
True |
False |
7,511 |
80 |
1.5743 |
1.4830 |
0.0913 |
5.8% |
0.0085 |
0.5% |
94% |
True |
False |
5,636 |
100 |
1.5840 |
1.4830 |
0.1010 |
6.4% |
0.0070 |
0.4% |
85% |
False |
False |
4,512 |
120 |
1.6231 |
1.4830 |
0.1401 |
8.9% |
0.0058 |
0.4% |
61% |
False |
False |
3,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6045 |
2.618 |
1.5929 |
1.618 |
1.5858 |
1.000 |
1.5814 |
0.618 |
1.5787 |
HIGH |
1.5743 |
0.618 |
1.5716 |
0.500 |
1.5708 |
0.382 |
1.5699 |
LOW |
1.5672 |
0.618 |
1.5628 |
1.000 |
1.5601 |
1.618 |
1.5557 |
2.618 |
1.5486 |
4.250 |
1.5370 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5708 |
1.5683 |
PP |
1.5700 |
1.5679 |
S1 |
1.5693 |
1.5676 |
|