CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5471 |
1.5480 |
0.0009 |
0.1% |
1.5710 |
| High |
1.5477 |
1.5489 |
0.0012 |
0.1% |
1.5710 |
| Low |
1.5415 |
1.5354 |
-0.0061 |
-0.4% |
1.5354 |
| Close |
1.5461 |
1.5412 |
-0.0049 |
-0.3% |
1.5412 |
| Range |
0.0062 |
0.0135 |
0.0073 |
117.7% |
0.0356 |
| ATR |
0.0081 |
0.0085 |
0.0004 |
4.7% |
0.0000 |
| Volume |
31 |
141 |
110 |
354.8% |
210 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5823 |
1.5753 |
1.5486 |
|
| R3 |
1.5688 |
1.5618 |
1.5449 |
|
| R2 |
1.5553 |
1.5553 |
1.5437 |
|
| R1 |
1.5483 |
1.5483 |
1.5424 |
1.5451 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5402 |
| S1 |
1.5348 |
1.5348 |
1.5400 |
1.5316 |
| S2 |
1.5283 |
1.5283 |
1.5387 |
|
| S3 |
1.5148 |
1.5213 |
1.5375 |
|
| S4 |
1.5013 |
1.5078 |
1.5338 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6560 |
1.6342 |
1.5608 |
|
| R3 |
1.6204 |
1.5986 |
1.5510 |
|
| R2 |
1.5848 |
1.5848 |
1.5477 |
|
| R1 |
1.5630 |
1.5630 |
1.5445 |
1.5561 |
| PP |
1.5492 |
1.5492 |
1.5492 |
1.5458 |
| S1 |
1.5274 |
1.5274 |
1.5379 |
1.5205 |
| S2 |
1.5136 |
1.5136 |
1.5347 |
|
| S3 |
1.4780 |
1.4918 |
1.5314 |
|
| S4 |
1.4424 |
1.4562 |
1.5216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5710 |
1.5354 |
0.0356 |
2.3% |
0.0102 |
0.7% |
16% |
False |
True |
42 |
| 10 |
1.5710 |
1.5354 |
0.0356 |
2.3% |
0.0071 |
0.5% |
16% |
False |
True |
32 |
| 20 |
1.5710 |
1.5048 |
0.0662 |
4.3% |
0.0054 |
0.4% |
55% |
False |
False |
26 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0034 |
0.2% |
57% |
False |
False |
16 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0034 |
0.2% |
57% |
False |
False |
11 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.3% |
0.0028 |
0.2% |
63% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6063 |
|
2.618 |
1.5842 |
|
1.618 |
1.5707 |
|
1.000 |
1.5624 |
|
0.618 |
1.5572 |
|
HIGH |
1.5489 |
|
0.618 |
1.5437 |
|
0.500 |
1.5422 |
|
0.382 |
1.5406 |
|
LOW |
1.5354 |
|
0.618 |
1.5271 |
|
1.000 |
1.5219 |
|
1.618 |
1.5136 |
|
2.618 |
1.5001 |
|
4.250 |
1.4780 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5422 |
1.5504 |
| PP |
1.5418 |
1.5473 |
| S1 |
1.5415 |
1.5443 |
|