CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5208 |
1.5191 |
-0.0017 |
-0.1% |
1.5365 |
| High |
1.5214 |
1.5207 |
-0.0007 |
0.0% |
1.5434 |
| Low |
1.5191 |
1.5134 |
-0.0057 |
-0.4% |
1.5162 |
| Close |
1.5191 |
1.5138 |
-0.0053 |
-0.3% |
1.5196 |
| Range |
0.0023 |
0.0073 |
0.0050 |
217.4% |
0.0272 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
103 |
8 |
-95 |
-92.2% |
341 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5379 |
1.5331 |
1.5178 |
|
| R3 |
1.5306 |
1.5258 |
1.5158 |
|
| R2 |
1.5233 |
1.5233 |
1.5151 |
|
| R1 |
1.5185 |
1.5185 |
1.5145 |
1.5173 |
| PP |
1.5160 |
1.5160 |
1.5160 |
1.5153 |
| S1 |
1.5112 |
1.5112 |
1.5131 |
1.5100 |
| S2 |
1.5087 |
1.5087 |
1.5125 |
|
| S3 |
1.5014 |
1.5039 |
1.5118 |
|
| S4 |
1.4941 |
1.4966 |
1.5098 |
|
|
| 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 |
1.5408 |
1.5134 |
0.0274 |
1.8% |
0.0090 |
0.6% |
1% |
False |
True |
62 |
| 10 |
1.5653 |
1.5134 |
0.0519 |
3.4% |
0.0099 |
0.7% |
1% |
False |
True |
64 |
| 20 |
1.5710 |
1.5134 |
0.0576 |
3.8% |
0.0079 |
0.5% |
1% |
False |
True |
47 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.6% |
0.0047 |
0.3% |
17% |
False |
False |
27 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.6% |
0.0040 |
0.3% |
17% |
False |
False |
18 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.4% |
0.0034 |
0.2% |
30% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5517 |
|
2.618 |
1.5398 |
|
1.618 |
1.5325 |
|
1.000 |
1.5280 |
|
0.618 |
1.5252 |
|
HIGH |
1.5207 |
|
0.618 |
1.5179 |
|
0.500 |
1.5171 |
|
0.382 |
1.5162 |
|
LOW |
1.5134 |
|
0.618 |
1.5089 |
|
1.000 |
1.5061 |
|
1.618 |
1.5016 |
|
2.618 |
1.4943 |
|
4.250 |
1.4824 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5171 |
1.5196 |
| PP |
1.5160 |
1.5176 |
| S1 |
1.5149 |
1.5157 |
|