CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5587 |
1.5538 |
-0.0049 |
-0.3% |
1.5196 |
| High |
1.5617 |
1.5586 |
-0.0031 |
-0.2% |
1.5684 |
| Low |
1.5490 |
1.5495 |
0.0005 |
0.0% |
1.5191 |
| Close |
1.5558 |
1.5584 |
0.0026 |
0.2% |
1.5558 |
| Range |
0.0127 |
0.0091 |
-0.0036 |
-28.3% |
0.0493 |
| ATR |
0.0134 |
0.0131 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
185,374 |
128,786 |
-56,588 |
-30.5% |
812,461 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5828 |
1.5797 |
1.5634 |
|
| R3 |
1.5737 |
1.5706 |
1.5609 |
|
| R2 |
1.5646 |
1.5646 |
1.5601 |
|
| R1 |
1.5615 |
1.5615 |
1.5592 |
1.5631 |
| PP |
1.5555 |
1.5555 |
1.5555 |
1.5563 |
| S1 |
1.5524 |
1.5524 |
1.5576 |
1.5540 |
| S2 |
1.5464 |
1.5464 |
1.5567 |
|
| S3 |
1.5373 |
1.5433 |
1.5559 |
|
| S4 |
1.5282 |
1.5342 |
1.5534 |
|
|
| 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 |
1.5272 |
0.0412 |
2.6% |
0.0142 |
0.9% |
76% |
False |
False |
159,883 |
| 10 |
1.5684 |
1.5006 |
0.0678 |
4.4% |
0.0139 |
0.9% |
85% |
False |
False |
147,883 |
| 20 |
1.5684 |
1.5006 |
0.0678 |
4.4% |
0.0132 |
0.8% |
85% |
False |
False |
138,643 |
| 40 |
1.5684 |
1.5006 |
0.0678 |
4.4% |
0.0122 |
0.8% |
85% |
False |
False |
120,835 |
| 60 |
1.5684 |
1.5006 |
0.0678 |
4.4% |
0.0117 |
0.7% |
85% |
False |
False |
115,974 |
| 80 |
1.5684 |
1.4823 |
0.0861 |
5.5% |
0.0119 |
0.8% |
88% |
False |
False |
91,469 |
| 100 |
1.6022 |
1.4823 |
0.1199 |
7.7% |
0.0113 |
0.7% |
63% |
False |
False |
73,191 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0102 |
0.7% |
52% |
False |
False |
60,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5973 |
|
2.618 |
1.5824 |
|
1.618 |
1.5733 |
|
1.000 |
1.5677 |
|
0.618 |
1.5642 |
|
HIGH |
1.5586 |
|
0.618 |
1.5551 |
|
0.500 |
1.5541 |
|
0.382 |
1.5530 |
|
LOW |
1.5495 |
|
0.618 |
1.5439 |
|
1.000 |
1.5404 |
|
1.618 |
1.5348 |
|
2.618 |
1.5257 |
|
4.250 |
1.5108 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5570 |
1.5567 |
| PP |
1.5555 |
1.5550 |
| S1 |
1.5541 |
1.5533 |
|