CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5408 |
1.5309 |
-0.0099 |
-0.6% |
1.5710 |
| High |
1.5408 |
1.5320 |
-0.0088 |
-0.6% |
1.5710 |
| Low |
1.5284 |
1.5186 |
-0.0098 |
-0.6% |
1.5354 |
| Close |
1.5298 |
1.5245 |
-0.0053 |
-0.3% |
1.5412 |
| Range |
0.0124 |
0.0134 |
0.0010 |
8.1% |
0.0356 |
| ATR |
0.0086 |
0.0090 |
0.0003 |
3.9% |
0.0000 |
| Volume |
66 |
105 |
39 |
59.1% |
210 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5652 |
1.5583 |
1.5319 |
|
| R3 |
1.5518 |
1.5449 |
1.5282 |
|
| R2 |
1.5384 |
1.5384 |
1.5270 |
|
| R1 |
1.5315 |
1.5315 |
1.5257 |
1.5283 |
| PP |
1.5250 |
1.5250 |
1.5250 |
1.5234 |
| S1 |
1.5181 |
1.5181 |
1.5233 |
1.5149 |
| S2 |
1.5116 |
1.5116 |
1.5220 |
|
| S3 |
1.4982 |
1.5047 |
1.5208 |
|
| S4 |
1.4848 |
1.4913 |
1.5171 |
|
|
| 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 |
1.5186 |
0.0303 |
2.0% |
0.0108 |
0.7% |
19% |
False |
True |
90 |
| 10 |
1.5710 |
1.5186 |
0.0524 |
3.4% |
0.0091 |
0.6% |
11% |
False |
True |
53 |
| 20 |
1.5710 |
1.5148 |
0.0562 |
3.7% |
0.0070 |
0.5% |
17% |
False |
False |
40 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0043 |
0.3% |
33% |
False |
False |
23 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0040 |
0.3% |
33% |
False |
False |
16 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.3% |
0.0033 |
0.2% |
43% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5890 |
|
2.618 |
1.5671 |
|
1.618 |
1.5537 |
|
1.000 |
1.5454 |
|
0.618 |
1.5403 |
|
HIGH |
1.5320 |
|
0.618 |
1.5269 |
|
0.500 |
1.5253 |
|
0.382 |
1.5237 |
|
LOW |
1.5186 |
|
0.618 |
1.5103 |
|
1.000 |
1.5052 |
|
1.618 |
1.4969 |
|
2.618 |
1.4835 |
|
4.250 |
1.4617 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5253 |
1.5310 |
| PP |
1.5250 |
1.5288 |
| S1 |
1.5248 |
1.5267 |
|