CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5711 |
1.5632 |
-0.0079 |
-0.5% |
1.5527 |
| High |
1.5714 |
1.5669 |
-0.0045 |
-0.3% |
1.5728 |
| Low |
1.5556 |
1.5441 |
-0.0115 |
-0.7% |
1.5486 |
| Close |
1.5641 |
1.5477 |
-0.0164 |
-1.0% |
1.5693 |
| Range |
0.0158 |
0.0228 |
0.0070 |
44.3% |
0.0242 |
| ATR |
0.0116 |
0.0124 |
0.0008 |
7.0% |
0.0000 |
| Volume |
106,178 |
119,256 |
13,078 |
12.3% |
331,512 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6213 |
1.6073 |
1.5602 |
|
| R3 |
1.5985 |
1.5845 |
1.5540 |
|
| R2 |
1.5757 |
1.5757 |
1.5519 |
|
| R1 |
1.5617 |
1.5617 |
1.5498 |
1.5573 |
| PP |
1.5529 |
1.5529 |
1.5529 |
1.5507 |
| S1 |
1.5389 |
1.5389 |
1.5456 |
1.5345 |
| S2 |
1.5301 |
1.5301 |
1.5435 |
|
| S3 |
1.5073 |
1.5161 |
1.5414 |
|
| S4 |
1.4845 |
1.4933 |
1.5352 |
|
|
| 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 |
1.5441 |
0.0302 |
2.0% |
0.0130 |
0.8% |
12% |
False |
True |
101,620 |
| 10 |
1.5743 |
1.5377 |
0.0366 |
2.4% |
0.0136 |
0.9% |
27% |
False |
False |
65,678 |
| 20 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0126 |
0.8% |
64% |
False |
False |
33,639 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0111 |
0.7% |
64% |
False |
False |
16,883 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0098 |
0.6% |
64% |
False |
False |
11,267 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
5.9% |
0.0089 |
0.6% |
71% |
False |
False |
8,454 |
| 100 |
1.5840 |
1.4830 |
0.1010 |
6.5% |
0.0073 |
0.5% |
64% |
False |
False |
6,766 |
| 120 |
1.6231 |
1.4830 |
0.1401 |
9.1% |
0.0062 |
0.4% |
46% |
False |
False |
5,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6638 |
|
2.618 |
1.6266 |
|
1.618 |
1.6038 |
|
1.000 |
1.5897 |
|
0.618 |
1.5810 |
|
HIGH |
1.5669 |
|
0.618 |
1.5582 |
|
0.500 |
1.5555 |
|
0.382 |
1.5528 |
|
LOW |
1.5441 |
|
0.618 |
1.5300 |
|
1.000 |
1.5213 |
|
1.618 |
1.5072 |
|
2.618 |
1.4844 |
|
4.250 |
1.4472 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5555 |
1.5592 |
| PP |
1.5529 |
1.5554 |
| S1 |
1.5503 |
1.5515 |
|