CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5406 |
1.5587 |
0.0181 |
1.2% |
1.5196 |
| High |
1.5684 |
1.5617 |
-0.0067 |
-0.4% |
1.5684 |
| Low |
1.5381 |
1.5490 |
0.0109 |
0.7% |
1.5191 |
| Close |
1.5608 |
1.5558 |
-0.0050 |
-0.3% |
1.5558 |
| Range |
0.0303 |
0.0127 |
-0.0176 |
-58.1% |
0.0493 |
| ATR |
0.0134 |
0.0134 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
236,911 |
185,374 |
-51,537 |
-21.8% |
812,461 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5936 |
1.5874 |
1.5628 |
|
| R3 |
1.5809 |
1.5747 |
1.5593 |
|
| R2 |
1.5682 |
1.5682 |
1.5581 |
|
| R1 |
1.5620 |
1.5620 |
1.5570 |
1.5588 |
| PP |
1.5555 |
1.5555 |
1.5555 |
1.5539 |
| S1 |
1.5493 |
1.5493 |
1.5546 |
1.5461 |
| S2 |
1.5428 |
1.5428 |
1.5535 |
|
| S3 |
1.5301 |
1.5366 |
1.5523 |
|
| S4 |
1.5174 |
1.5239 |
1.5488 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6957 |
1.6750 |
1.5829 |
|
| R3 |
1.6464 |
1.6257 |
1.5694 |
|
| R2 |
1.5971 |
1.5971 |
1.5648 |
|
| R1 |
1.5764 |
1.5764 |
1.5603 |
1.5868 |
| PP |
1.5478 |
1.5478 |
1.5478 |
1.5529 |
| S1 |
1.5271 |
1.5271 |
1.5513 |
1.5375 |
| S2 |
1.4985 |
1.4985 |
1.5468 |
|
| S3 |
1.4492 |
1.4778 |
1.5422 |
|
| S4 |
1.3999 |
1.4285 |
1.5287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5684 |
1.5191 |
0.0493 |
3.2% |
0.0161 |
1.0% |
74% |
False |
False |
162,492 |
| 10 |
1.5684 |
1.5006 |
0.0678 |
4.4% |
0.0138 |
0.9% |
81% |
False |
False |
144,979 |
| 20 |
1.5684 |
1.5006 |
0.0678 |
4.4% |
0.0134 |
0.9% |
81% |
False |
False |
139,246 |
| 40 |
1.5684 |
1.5006 |
0.0678 |
4.4% |
0.0122 |
0.8% |
81% |
False |
False |
119,684 |
| 60 |
1.5684 |
1.4907 |
0.0777 |
5.0% |
0.0119 |
0.8% |
84% |
False |
False |
115,497 |
| 80 |
1.5684 |
1.4823 |
0.0861 |
5.5% |
0.0119 |
0.8% |
85% |
False |
False |
89,862 |
| 100 |
1.6080 |
1.4823 |
0.1257 |
8.1% |
0.0113 |
0.7% |
58% |
False |
False |
71,903 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0102 |
0.7% |
50% |
False |
False |
59,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6157 |
|
2.618 |
1.5949 |
|
1.618 |
1.5822 |
|
1.000 |
1.5744 |
|
0.618 |
1.5695 |
|
HIGH |
1.5617 |
|
0.618 |
1.5568 |
|
0.500 |
1.5554 |
|
0.382 |
1.5539 |
|
LOW |
1.5490 |
|
0.618 |
1.5412 |
|
1.000 |
1.5363 |
|
1.618 |
1.5285 |
|
2.618 |
1.5158 |
|
4.250 |
1.4950 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5557 |
1.5534 |
| PP |
1.5555 |
1.5511 |
| S1 |
1.5554 |
1.5487 |
|