CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5207 |
1.5146 |
-0.0061 |
-0.4% |
1.5389 |
| High |
1.5230 |
1.5298 |
0.0068 |
0.4% |
1.5470 |
| Low |
1.5128 |
1.5122 |
-0.0006 |
0.0% |
1.5157 |
| Close |
1.5146 |
1.5266 |
0.0120 |
0.8% |
1.5204 |
| Range |
0.0102 |
0.0176 |
0.0074 |
72.5% |
0.0313 |
| ATR |
0.0119 |
0.0123 |
0.0004 |
3.4% |
0.0000 |
| Volume |
89,633 |
110,983 |
21,350 |
23.8% |
614,859 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5757 |
1.5687 |
1.5363 |
|
| R3 |
1.5581 |
1.5511 |
1.5314 |
|
| R2 |
1.5405 |
1.5405 |
1.5298 |
|
| R1 |
1.5335 |
1.5335 |
1.5282 |
1.5370 |
| PP |
1.5229 |
1.5229 |
1.5229 |
1.5246 |
| S1 |
1.5159 |
1.5159 |
1.5250 |
1.5194 |
| S2 |
1.5053 |
1.5053 |
1.5234 |
|
| S3 |
1.4877 |
1.4983 |
1.5218 |
|
| S4 |
1.4701 |
1.4807 |
1.5169 |
|
|
| 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 |
1.5339 |
1.5122 |
0.0217 |
1.4% |
0.0121 |
0.8% |
66% |
False |
True |
102,894 |
| 10 |
1.5523 |
1.5122 |
0.0401 |
2.6% |
0.0122 |
0.8% |
36% |
False |
True |
120,754 |
| 20 |
1.5743 |
1.5122 |
0.0621 |
4.1% |
0.0129 |
0.8% |
23% |
False |
True |
93,216 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0124 |
0.8% |
36% |
False |
False |
47,062 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0104 |
0.7% |
36% |
False |
False |
31,384 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
6.0% |
0.0096 |
0.6% |
48% |
False |
False |
23,548 |
| 100 |
1.5743 |
1.4830 |
0.0913 |
6.0% |
0.0085 |
0.6% |
48% |
False |
False |
18,839 |
| 120 |
1.6106 |
1.4830 |
0.1276 |
8.4% |
0.0071 |
0.5% |
34% |
False |
False |
15,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6046 |
|
2.618 |
1.5759 |
|
1.618 |
1.5583 |
|
1.000 |
1.5474 |
|
0.618 |
1.5407 |
|
HIGH |
1.5298 |
|
0.618 |
1.5231 |
|
0.500 |
1.5210 |
|
0.382 |
1.5189 |
|
LOW |
1.5122 |
|
0.618 |
1.5013 |
|
1.000 |
1.4946 |
|
1.618 |
1.4837 |
|
2.618 |
1.4661 |
|
4.250 |
1.4374 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5247 |
1.5247 |
| PP |
1.5229 |
1.5229 |
| S1 |
1.5210 |
1.5210 |
|