CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5307 |
1.5253 |
-0.0054 |
-0.4% |
1.5389 |
| High |
1.5339 |
1.5271 |
-0.0068 |
-0.4% |
1.5470 |
| Low |
1.5193 |
1.5157 |
-0.0036 |
-0.2% |
1.5157 |
| Close |
1.5253 |
1.5204 |
-0.0049 |
-0.3% |
1.5204 |
| Range |
0.0146 |
0.0114 |
-0.0032 |
-21.9% |
0.0313 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
120,082 |
113,592 |
-6,490 |
-5.4% |
614,859 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5553 |
1.5492 |
1.5267 |
|
| R3 |
1.5439 |
1.5378 |
1.5235 |
|
| R2 |
1.5325 |
1.5325 |
1.5225 |
|
| R1 |
1.5264 |
1.5264 |
1.5214 |
1.5238 |
| PP |
1.5211 |
1.5211 |
1.5211 |
1.5197 |
| S1 |
1.5150 |
1.5150 |
1.5194 |
1.5124 |
| S2 |
1.5097 |
1.5097 |
1.5183 |
|
| S3 |
1.4983 |
1.5036 |
1.5173 |
|
| S4 |
1.4869 |
1.4922 |
1.5141 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6216 |
1.6023 |
1.5376 |
|
| R3 |
1.5903 |
1.5710 |
1.5290 |
|
| R2 |
1.5590 |
1.5590 |
1.5261 |
|
| R1 |
1.5397 |
1.5397 |
1.5233 |
1.5337 |
| PP |
1.5277 |
1.5277 |
1.5277 |
1.5247 |
| S1 |
1.5084 |
1.5084 |
1.5175 |
1.5024 |
| S2 |
1.4964 |
1.4964 |
1.5147 |
|
| S3 |
1.4651 |
1.4771 |
1.5118 |
|
| S4 |
1.4338 |
1.4458 |
1.5032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5470 |
1.5157 |
0.0313 |
2.1% |
0.0121 |
0.8% |
15% |
False |
True |
122,971 |
| 10 |
1.5743 |
1.5157 |
0.0586 |
3.9% |
0.0133 |
0.9% |
8% |
False |
True |
123,351 |
| 20 |
1.5743 |
1.5157 |
0.0586 |
3.9% |
0.0130 |
0.9% |
8% |
False |
True |
79,607 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0121 |
0.8% |
28% |
False |
False |
40,044 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0103 |
0.7% |
28% |
False |
False |
26,710 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
6.0% |
0.0095 |
0.6% |
41% |
False |
False |
20,038 |
| 100 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0082 |
0.5% |
39% |
False |
False |
16,032 |
| 120 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0069 |
0.5% |
29% |
False |
False |
13,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5756 |
|
2.618 |
1.5569 |
|
1.618 |
1.5455 |
|
1.000 |
1.5385 |
|
0.618 |
1.5341 |
|
HIGH |
1.5271 |
|
0.618 |
1.5227 |
|
0.500 |
1.5214 |
|
0.382 |
1.5201 |
|
LOW |
1.5157 |
|
0.618 |
1.5087 |
|
1.000 |
1.5043 |
|
1.618 |
1.4973 |
|
2.618 |
1.4859 |
|
4.250 |
1.4673 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5214 |
1.5295 |
| PP |
1.5211 |
1.5265 |
| S1 |
1.5207 |
1.5234 |
|