CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5428 |
1.5416 |
-0.0012 |
-0.1% |
1.5703 |
| High |
1.5470 |
1.5433 |
-0.0037 |
-0.2% |
1.5743 |
| Low |
1.5389 |
1.5289 |
-0.0100 |
-0.6% |
1.5360 |
| Close |
1.5418 |
1.5306 |
-0.0112 |
-0.7% |
1.5420 |
| Range |
0.0081 |
0.0144 |
0.0063 |
77.8% |
0.0383 |
| ATR |
0.0122 |
0.0123 |
0.0002 |
1.3% |
0.0000 |
| Volume |
113,452 |
126,799 |
13,347 |
11.8% |
618,651 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5775 |
1.5684 |
1.5385 |
|
| R3 |
1.5631 |
1.5540 |
1.5346 |
|
| R2 |
1.5487 |
1.5487 |
1.5332 |
|
| R1 |
1.5396 |
1.5396 |
1.5319 |
1.5370 |
| PP |
1.5343 |
1.5343 |
1.5343 |
1.5329 |
| S1 |
1.5252 |
1.5252 |
1.5293 |
1.5226 |
| S2 |
1.5199 |
1.5199 |
1.5280 |
|
| S3 |
1.5055 |
1.5108 |
1.5266 |
|
| S4 |
1.4911 |
1.4964 |
1.5227 |
|
|
| 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 |
1.5523 |
1.5289 |
0.0234 |
1.5% |
0.0123 |
0.8% |
7% |
False |
True |
138,615 |
| 10 |
1.5743 |
1.5289 |
0.0454 |
3.0% |
0.0126 |
0.8% |
4% |
False |
True |
120,117 |
| 20 |
1.5743 |
1.5105 |
0.0638 |
4.2% |
0.0128 |
0.8% |
32% |
False |
False |
68,173 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0118 |
0.8% |
41% |
False |
False |
34,204 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0103 |
0.7% |
41% |
False |
False |
22,817 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
6.0% |
0.0093 |
0.6% |
52% |
False |
False |
17,117 |
| 100 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0079 |
0.5% |
50% |
False |
False |
13,696 |
| 120 |
1.6137 |
1.4830 |
0.1307 |
8.5% |
0.0067 |
0.4% |
36% |
False |
False |
11,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6045 |
|
2.618 |
1.5810 |
|
1.618 |
1.5666 |
|
1.000 |
1.5577 |
|
0.618 |
1.5522 |
|
HIGH |
1.5433 |
|
0.618 |
1.5378 |
|
0.500 |
1.5361 |
|
0.382 |
1.5344 |
|
LOW |
1.5289 |
|
0.618 |
1.5200 |
|
1.000 |
1.5145 |
|
1.618 |
1.5056 |
|
2.618 |
1.4912 |
|
4.250 |
1.4677 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5361 |
1.5380 |
| PP |
1.5343 |
1.5355 |
| S1 |
1.5324 |
1.5331 |
|