CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5617 |
1.5626 |
0.0009 |
0.1% |
1.5525 |
| High |
1.5633 |
1.5653 |
0.0020 |
0.1% |
1.5700 |
| Low |
1.5555 |
1.5450 |
-0.0105 |
-0.7% |
1.5525 |
| Close |
1.5633 |
1.5469 |
-0.0164 |
-1.0% |
1.5686 |
| Range |
0.0078 |
0.0203 |
0.0125 |
160.3% |
0.0175 |
| ATR |
0.0073 |
0.0083 |
0.0009 |
12.6% |
0.0000 |
| Volume |
2 |
21 |
19 |
950.0% |
111 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6133 |
1.6004 |
1.5581 |
|
| R3 |
1.5930 |
1.5801 |
1.5525 |
|
| R2 |
1.5727 |
1.5727 |
1.5506 |
|
| R1 |
1.5598 |
1.5598 |
1.5488 |
1.5561 |
| PP |
1.5524 |
1.5524 |
1.5524 |
1.5506 |
| S1 |
1.5395 |
1.5395 |
1.5450 |
1.5358 |
| S2 |
1.5321 |
1.5321 |
1.5432 |
|
| S3 |
1.5118 |
1.5192 |
1.5413 |
|
| S4 |
1.4915 |
1.4989 |
1.5357 |
|
|
| 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 |
1.5450 |
0.0260 |
1.7% |
0.0075 |
0.5% |
7% |
False |
True |
16 |
| 10 |
1.5710 |
1.5440 |
0.0270 |
1.7% |
0.0077 |
0.5% |
11% |
False |
False |
31 |
| 20 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0050 |
0.3% |
65% |
False |
False |
18 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0034 |
0.2% |
65% |
False |
False |
12 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0031 |
0.2% |
65% |
False |
False |
8 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.3% |
0.0025 |
0.2% |
70% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6516 |
|
2.618 |
1.6184 |
|
1.618 |
1.5981 |
|
1.000 |
1.5856 |
|
0.618 |
1.5778 |
|
HIGH |
1.5653 |
|
0.618 |
1.5575 |
|
0.500 |
1.5552 |
|
0.382 |
1.5528 |
|
LOW |
1.5450 |
|
0.618 |
1.5325 |
|
1.000 |
1.5247 |
|
1.618 |
1.5122 |
|
2.618 |
1.4919 |
|
4.250 |
1.4587 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5552 |
1.5580 |
| PP |
1.5524 |
1.5543 |
| S1 |
1.5497 |
1.5506 |
|