CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5421 |
1.5408 |
-0.0013 |
-0.1% |
1.5710 |
| High |
1.5434 |
1.5408 |
-0.0026 |
-0.2% |
1.5710 |
| Low |
1.5383 |
1.5284 |
-0.0099 |
-0.6% |
1.5354 |
| Close |
1.5410 |
1.5298 |
-0.0112 |
-0.7% |
1.5412 |
| Range |
0.0051 |
0.0124 |
0.0073 |
143.1% |
0.0356 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.7% |
0.0000 |
| Volume |
70 |
66 |
-4 |
-5.7% |
210 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5702 |
1.5624 |
1.5366 |
|
| R3 |
1.5578 |
1.5500 |
1.5332 |
|
| R2 |
1.5454 |
1.5454 |
1.5321 |
|
| R1 |
1.5376 |
1.5376 |
1.5309 |
1.5353 |
| PP |
1.5330 |
1.5330 |
1.5330 |
1.5319 |
| S1 |
1.5252 |
1.5252 |
1.5287 |
1.5229 |
| S2 |
1.5206 |
1.5206 |
1.5275 |
|
| S3 |
1.5082 |
1.5128 |
1.5264 |
|
| S4 |
1.4958 |
1.5004 |
1.5230 |
|
|
| 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 |
1.5489 |
1.5284 |
0.0205 |
1.3% |
0.0093 |
0.6% |
7% |
False |
True |
75 |
| 10 |
1.5710 |
1.5284 |
0.0426 |
2.8% |
0.0084 |
0.5% |
3% |
False |
True |
46 |
| 20 |
1.5710 |
1.5148 |
0.0562 |
3.7% |
0.0066 |
0.4% |
27% |
False |
False |
35 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0040 |
0.3% |
40% |
False |
False |
21 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0038 |
0.2% |
40% |
False |
False |
14 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.3% |
0.0031 |
0.2% |
49% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5935 |
|
2.618 |
1.5733 |
|
1.618 |
1.5609 |
|
1.000 |
1.5532 |
|
0.618 |
1.5485 |
|
HIGH |
1.5408 |
|
0.618 |
1.5361 |
|
0.500 |
1.5346 |
|
0.382 |
1.5331 |
|
LOW |
1.5284 |
|
0.618 |
1.5207 |
|
1.000 |
1.5160 |
|
1.618 |
1.5083 |
|
2.618 |
1.4959 |
|
4.250 |
1.4757 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5346 |
1.5359 |
| PP |
1.5330 |
1.5339 |
| S1 |
1.5314 |
1.5318 |
|