CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5257 |
1.5208 |
-0.0049 |
-0.3% |
1.5365 |
| High |
1.5257 |
1.5214 |
-0.0043 |
-0.3% |
1.5434 |
| Low |
1.5162 |
1.5191 |
0.0029 |
0.2% |
1.5162 |
| Close |
1.5196 |
1.5191 |
-0.0005 |
0.0% |
1.5196 |
| Range |
0.0095 |
0.0023 |
-0.0072 |
-75.8% |
0.0272 |
| ATR |
0.0090 |
0.0085 |
-0.0005 |
-5.3% |
0.0000 |
| Volume |
29 |
103 |
74 |
255.2% |
341 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5268 |
1.5252 |
1.5204 |
|
| R3 |
1.5245 |
1.5229 |
1.5197 |
|
| R2 |
1.5222 |
1.5222 |
1.5195 |
|
| R1 |
1.5206 |
1.5206 |
1.5193 |
1.5203 |
| PP |
1.5199 |
1.5199 |
1.5199 |
1.5197 |
| S1 |
1.5183 |
1.5183 |
1.5189 |
1.5180 |
| S2 |
1.5176 |
1.5176 |
1.5187 |
|
| S3 |
1.5153 |
1.5160 |
1.5185 |
|
| S4 |
1.5130 |
1.5137 |
1.5178 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6080 |
1.5910 |
1.5346 |
|
| R3 |
1.5808 |
1.5638 |
1.5271 |
|
| R2 |
1.5536 |
1.5536 |
1.5246 |
|
| R1 |
1.5366 |
1.5366 |
1.5221 |
1.5315 |
| PP |
1.5264 |
1.5264 |
1.5264 |
1.5239 |
| S1 |
1.5094 |
1.5094 |
1.5171 |
1.5043 |
| S2 |
1.4992 |
1.4992 |
1.5146 |
|
| S3 |
1.4720 |
1.4822 |
1.5121 |
|
| S4 |
1.4448 |
1.4550 |
1.5046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5434 |
1.5162 |
0.0272 |
1.8% |
0.0085 |
0.6% |
11% |
False |
False |
74 |
| 10 |
1.5653 |
1.5162 |
0.0491 |
3.2% |
0.0100 |
0.7% |
6% |
False |
False |
63 |
| 20 |
1.5710 |
1.5162 |
0.0548 |
3.6% |
0.0075 |
0.5% |
5% |
False |
False |
46 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0045 |
0.3% |
25% |
False |
False |
26 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0038 |
0.3% |
25% |
False |
False |
18 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.4% |
0.0033 |
0.2% |
36% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5312 |
|
2.618 |
1.5274 |
|
1.618 |
1.5251 |
|
1.000 |
1.5237 |
|
0.618 |
1.5228 |
|
HIGH |
1.5214 |
|
0.618 |
1.5205 |
|
0.500 |
1.5203 |
|
0.382 |
1.5200 |
|
LOW |
1.5191 |
|
0.618 |
1.5177 |
|
1.000 |
1.5168 |
|
1.618 |
1.5154 |
|
2.618 |
1.5131 |
|
4.250 |
1.5093 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5203 |
1.5241 |
| PP |
1.5199 |
1.5224 |
| S1 |
1.5195 |
1.5208 |
|