CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5710 |
1.5617 |
-0.0093 |
-0.6% |
1.5525 |
| High |
1.5710 |
1.5633 |
-0.0077 |
-0.5% |
1.5700 |
| Low |
1.5678 |
1.5555 |
-0.0123 |
-0.8% |
1.5525 |
| Close |
1.5678 |
1.5633 |
-0.0045 |
-0.3% |
1.5686 |
| Range |
0.0032 |
0.0078 |
0.0046 |
143.8% |
0.0175 |
| ATR |
0.0070 |
0.0073 |
0.0004 |
5.5% |
0.0000 |
| Volume |
15 |
2 |
-13 |
-86.7% |
111 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5841 |
1.5815 |
1.5676 |
|
| R3 |
1.5763 |
1.5737 |
1.5654 |
|
| R2 |
1.5685 |
1.5685 |
1.5647 |
|
| R1 |
1.5659 |
1.5659 |
1.5640 |
1.5672 |
| PP |
1.5607 |
1.5607 |
1.5607 |
1.5614 |
| S1 |
1.5581 |
1.5581 |
1.5626 |
1.5594 |
| S2 |
1.5529 |
1.5529 |
1.5619 |
|
| S3 |
1.5451 |
1.5503 |
1.5612 |
|
| S4 |
1.5373 |
1.5425 |
1.5590 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6162 |
1.6099 |
1.5782 |
|
| R3 |
1.5987 |
1.5924 |
1.5734 |
|
| R2 |
1.5812 |
1.5812 |
1.5718 |
|
| R1 |
1.5749 |
1.5749 |
1.5702 |
1.5781 |
| PP |
1.5637 |
1.5637 |
1.5637 |
1.5653 |
| S1 |
1.5574 |
1.5574 |
1.5670 |
1.5606 |
| S2 |
1.5462 |
1.5462 |
1.5654 |
|
| S3 |
1.5287 |
1.5399 |
1.5638 |
|
| S4 |
1.5112 |
1.5224 |
1.5590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5710 |
1.5555 |
0.0155 |
1.0% |
0.0038 |
0.2% |
50% |
False |
True |
12 |
| 10 |
1.5710 |
1.5370 |
0.0340 |
2.2% |
0.0059 |
0.4% |
77% |
False |
False |
29 |
| 20 |
1.5710 |
1.5021 |
0.0689 |
4.4% |
0.0039 |
0.3% |
89% |
False |
False |
17 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.4% |
0.0029 |
0.2% |
89% |
False |
False |
11 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.4% |
0.0028 |
0.2% |
89% |
False |
False |
8 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.2% |
0.0023 |
0.1% |
91% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5965 |
|
2.618 |
1.5837 |
|
1.618 |
1.5759 |
|
1.000 |
1.5711 |
|
0.618 |
1.5681 |
|
HIGH |
1.5633 |
|
0.618 |
1.5603 |
|
0.500 |
1.5594 |
|
0.382 |
1.5585 |
|
LOW |
1.5555 |
|
0.618 |
1.5507 |
|
1.000 |
1.5477 |
|
1.618 |
1.5429 |
|
2.618 |
1.5351 |
|
4.250 |
1.5224 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5620 |
1.5633 |
| PP |
1.5607 |
1.5633 |
| S1 |
1.5594 |
1.5633 |
|