CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5492 |
1.5389 |
-0.0103 |
-0.7% |
1.5703 |
| High |
1.5523 |
1.5457 |
-0.0066 |
-0.4% |
1.5743 |
| Low |
1.5360 |
1.5335 |
-0.0025 |
-0.2% |
1.5360 |
| Close |
1.5420 |
1.5435 |
0.0015 |
0.1% |
1.5420 |
| Range |
0.0163 |
0.0122 |
-0.0041 |
-25.2% |
0.0383 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
131,906 |
140,934 |
9,028 |
6.8% |
618,651 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5775 |
1.5727 |
1.5502 |
|
| R3 |
1.5653 |
1.5605 |
1.5469 |
|
| R2 |
1.5531 |
1.5531 |
1.5457 |
|
| R1 |
1.5483 |
1.5483 |
1.5446 |
1.5507 |
| PP |
1.5409 |
1.5409 |
1.5409 |
1.5421 |
| S1 |
1.5361 |
1.5361 |
1.5424 |
1.5385 |
| S2 |
1.5287 |
1.5287 |
1.5413 |
|
| S3 |
1.5165 |
1.5239 |
1.5401 |
|
| S4 |
1.5043 |
1.5117 |
1.5368 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6657 |
1.6421 |
1.5631 |
|
| R3 |
1.6274 |
1.6038 |
1.5525 |
|
| R2 |
1.5891 |
1.5891 |
1.5490 |
|
| R1 |
1.5655 |
1.5655 |
1.5455 |
1.5582 |
| PP |
1.5508 |
1.5508 |
1.5508 |
1.5471 |
| S1 |
1.5272 |
1.5272 |
1.5385 |
1.5199 |
| S2 |
1.5125 |
1.5125 |
1.5350 |
|
| S3 |
1.4742 |
1.4889 |
1.5315 |
|
| S4 |
1.4359 |
1.4506 |
1.5209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5714 |
1.5335 |
0.0379 |
2.5% |
0.0155 |
1.0% |
26% |
False |
True |
135,651 |
| 10 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0124 |
0.8% |
25% |
False |
True |
107,651 |
| 20 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0130 |
0.8% |
59% |
False |
False |
56,209 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0115 |
0.7% |
59% |
False |
False |
28,200 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0102 |
0.7% |
59% |
False |
False |
18,813 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
5.9% |
0.0092 |
0.6% |
66% |
False |
False |
14,114 |
| 100 |
1.5840 |
1.4830 |
0.1010 |
6.5% |
0.0077 |
0.5% |
60% |
False |
False |
11,294 |
| 120 |
1.6231 |
1.4830 |
0.1401 |
9.1% |
0.0065 |
0.4% |
43% |
False |
False |
9,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5976 |
|
2.618 |
1.5776 |
|
1.618 |
1.5654 |
|
1.000 |
1.5579 |
|
0.618 |
1.5532 |
|
HIGH |
1.5457 |
|
0.618 |
1.5410 |
|
0.500 |
1.5396 |
|
0.382 |
1.5382 |
|
LOW |
1.5335 |
|
0.618 |
1.5260 |
|
1.000 |
1.5213 |
|
1.618 |
1.5138 |
|
2.618 |
1.5016 |
|
4.250 |
1.4817 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5422 |
1.5433 |
| PP |
1.5409 |
1.5431 |
| S1 |
1.5396 |
1.5429 |
|