CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5365 |
1.5421 |
0.0056 |
0.4% |
1.5710 |
| High |
1.5427 |
1.5434 |
0.0007 |
0.0% |
1.5710 |
| Low |
1.5333 |
1.5383 |
0.0050 |
0.3% |
1.5354 |
| Close |
1.5427 |
1.5410 |
-0.0017 |
-0.1% |
1.5412 |
| Range |
0.0094 |
0.0051 |
-0.0043 |
-45.7% |
0.0356 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
71 |
70 |
-1 |
-1.4% |
210 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5562 |
1.5537 |
1.5438 |
|
| R3 |
1.5511 |
1.5486 |
1.5424 |
|
| R2 |
1.5460 |
1.5460 |
1.5419 |
|
| R1 |
1.5435 |
1.5435 |
1.5415 |
1.5422 |
| PP |
1.5409 |
1.5409 |
1.5409 |
1.5403 |
| S1 |
1.5384 |
1.5384 |
1.5405 |
1.5371 |
| S2 |
1.5358 |
1.5358 |
1.5401 |
|
| S3 |
1.5307 |
1.5333 |
1.5396 |
|
| S4 |
1.5256 |
1.5282 |
1.5382 |
|
|
| 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% |
0.0109 |
0.7% |
24% |
False |
False |
66 |
| 10 |
1.5710 |
1.5333 |
0.0377 |
2.4% |
0.0074 |
0.5% |
20% |
False |
False |
39 |
| 20 |
1.5710 |
1.5096 |
0.0614 |
4.0% |
0.0061 |
0.4% |
51% |
False |
False |
32 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0037 |
0.2% |
56% |
False |
False |
19 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0036 |
0.2% |
56% |
False |
False |
13 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.3% |
0.0029 |
0.2% |
63% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5651 |
|
2.618 |
1.5568 |
|
1.618 |
1.5517 |
|
1.000 |
1.5485 |
|
0.618 |
1.5466 |
|
HIGH |
1.5434 |
|
0.618 |
1.5415 |
|
0.500 |
1.5409 |
|
0.382 |
1.5402 |
|
LOW |
1.5383 |
|
0.618 |
1.5351 |
|
1.000 |
1.5332 |
|
1.618 |
1.5300 |
|
2.618 |
1.5249 |
|
4.250 |
1.5166 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5410 |
1.5411 |
| PP |
1.5409 |
1.5411 |
| S1 |
1.5409 |
1.5410 |
|