CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5480 |
1.5365 |
-0.0115 |
-0.7% |
1.5710 |
| High |
1.5489 |
1.5427 |
-0.0062 |
-0.4% |
1.5710 |
| Low |
1.5354 |
1.5333 |
-0.0021 |
-0.1% |
1.5354 |
| Close |
1.5412 |
1.5427 |
0.0015 |
0.1% |
1.5412 |
| Range |
0.0135 |
0.0094 |
-0.0041 |
-30.4% |
0.0356 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
0.7% |
0.0000 |
| Volume |
141 |
71 |
-70 |
-49.6% |
210 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5678 |
1.5646 |
1.5479 |
|
| R3 |
1.5584 |
1.5552 |
1.5453 |
|
| R2 |
1.5490 |
1.5490 |
1.5444 |
|
| R1 |
1.5458 |
1.5458 |
1.5436 |
1.5474 |
| PP |
1.5396 |
1.5396 |
1.5396 |
1.5404 |
| S1 |
1.5364 |
1.5364 |
1.5418 |
1.5380 |
| S2 |
1.5302 |
1.5302 |
1.5410 |
|
| S3 |
1.5208 |
1.5270 |
1.5401 |
|
| S4 |
1.5114 |
1.5176 |
1.5375 |
|
|
| 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 |
1.5653 |
1.5333 |
0.0320 |
2.1% |
0.0114 |
0.7% |
29% |
False |
True |
53 |
| 10 |
1.5710 |
1.5333 |
0.0377 |
2.4% |
0.0076 |
0.5% |
25% |
False |
True |
33 |
| 20 |
1.5710 |
1.5048 |
0.0662 |
4.3% |
0.0058 |
0.4% |
57% |
False |
False |
30 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0036 |
0.2% |
59% |
False |
False |
17 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0036 |
0.2% |
59% |
False |
False |
12 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.3% |
0.0029 |
0.2% |
65% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5827 |
|
2.618 |
1.5673 |
|
1.618 |
1.5579 |
|
1.000 |
1.5521 |
|
0.618 |
1.5485 |
|
HIGH |
1.5427 |
|
0.618 |
1.5391 |
|
0.500 |
1.5380 |
|
0.382 |
1.5369 |
|
LOW |
1.5333 |
|
0.618 |
1.5275 |
|
1.000 |
1.5239 |
|
1.618 |
1.5181 |
|
2.618 |
1.5087 |
|
4.250 |
1.4934 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5411 |
1.5422 |
| PP |
1.5396 |
1.5416 |
| S1 |
1.5380 |
1.5411 |
|