CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5191 |
1.5135 |
-0.0056 |
-0.4% |
1.5365 |
| High |
1.5207 |
1.5266 |
0.0059 |
0.4% |
1.5434 |
| Low |
1.5134 |
1.5118 |
-0.0016 |
-0.1% |
1.5162 |
| Close |
1.5138 |
1.5258 |
0.0120 |
0.8% |
1.5196 |
| Range |
0.0073 |
0.0148 |
0.0075 |
102.7% |
0.0272 |
| ATR |
0.0084 |
0.0089 |
0.0005 |
5.4% |
0.0000 |
| Volume |
8 |
14 |
6 |
75.0% |
341 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5658 |
1.5606 |
1.5339 |
|
| R3 |
1.5510 |
1.5458 |
1.5299 |
|
| R2 |
1.5362 |
1.5362 |
1.5285 |
|
| R1 |
1.5310 |
1.5310 |
1.5272 |
1.5336 |
| PP |
1.5214 |
1.5214 |
1.5214 |
1.5227 |
| S1 |
1.5162 |
1.5162 |
1.5244 |
1.5188 |
| S2 |
1.5066 |
1.5066 |
1.5231 |
|
| S3 |
1.4918 |
1.5014 |
1.5217 |
|
| S4 |
1.4770 |
1.4866 |
1.5177 |
|
|
| 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 |
1.5320 |
1.5118 |
0.0202 |
1.3% |
0.0095 |
0.6% |
69% |
False |
True |
51 |
| 10 |
1.5489 |
1.5118 |
0.0371 |
2.4% |
0.0094 |
0.6% |
38% |
False |
True |
63 |
| 20 |
1.5710 |
1.5118 |
0.0592 |
3.9% |
0.0086 |
0.6% |
24% |
False |
True |
47 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0051 |
0.3% |
34% |
False |
False |
27 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0042 |
0.3% |
34% |
False |
False |
19 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.3% |
0.0036 |
0.2% |
44% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5895 |
|
2.618 |
1.5653 |
|
1.618 |
1.5505 |
|
1.000 |
1.5414 |
|
0.618 |
1.5357 |
|
HIGH |
1.5266 |
|
0.618 |
1.5209 |
|
0.500 |
1.5192 |
|
0.382 |
1.5175 |
|
LOW |
1.5118 |
|
0.618 |
1.5027 |
|
1.000 |
1.4970 |
|
1.618 |
1.4879 |
|
2.618 |
1.4731 |
|
4.250 |
1.4489 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5236 |
1.5236 |
| PP |
1.5214 |
1.5214 |
| S1 |
1.5192 |
1.5192 |
|