CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5538 |
1.5570 |
0.0032 |
0.2% |
1.5196 |
| High |
1.5586 |
1.5652 |
0.0066 |
0.4% |
1.5684 |
| Low |
1.5495 |
1.5520 |
0.0025 |
0.2% |
1.5191 |
| Close |
1.5584 |
1.5642 |
0.0058 |
0.4% |
1.5558 |
| Range |
0.0091 |
0.0132 |
0.0041 |
45.1% |
0.0493 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
0.1% |
0.0000 |
| Volume |
128,786 |
190,058 |
61,272 |
47.6% |
812,461 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6001 |
1.5953 |
1.5715 |
|
| R3 |
1.5869 |
1.5821 |
1.5678 |
|
| R2 |
1.5737 |
1.5737 |
1.5666 |
|
| R1 |
1.5689 |
1.5689 |
1.5654 |
1.5713 |
| PP |
1.5605 |
1.5605 |
1.5605 |
1.5617 |
| S1 |
1.5557 |
1.5557 |
1.5630 |
1.5581 |
| S2 |
1.5473 |
1.5473 |
1.5618 |
|
| S3 |
1.5341 |
1.5425 |
1.5606 |
|
| S4 |
1.5209 |
1.5293 |
1.5569 |
|
|
| 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 |
1.5290 |
0.0394 |
2.5% |
0.0154 |
1.0% |
89% |
False |
False |
176,928 |
| 10 |
1.5684 |
1.5006 |
0.0678 |
4.3% |
0.0139 |
0.9% |
94% |
False |
False |
153,454 |
| 20 |
1.5684 |
1.5006 |
0.0678 |
4.3% |
0.0133 |
0.8% |
94% |
False |
False |
142,986 |
| 40 |
1.5684 |
1.5006 |
0.0678 |
4.3% |
0.0122 |
0.8% |
94% |
False |
False |
123,283 |
| 60 |
1.5684 |
1.5006 |
0.0678 |
4.3% |
0.0117 |
0.7% |
94% |
False |
False |
116,542 |
| 80 |
1.5684 |
1.4823 |
0.0861 |
5.5% |
0.0119 |
0.8% |
95% |
False |
False |
93,842 |
| 100 |
1.6003 |
1.4823 |
0.1180 |
7.5% |
0.0114 |
0.7% |
69% |
False |
False |
75,092 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.4% |
0.0103 |
0.7% |
55% |
False |
False |
62,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6213 |
|
2.618 |
1.5998 |
|
1.618 |
1.5866 |
|
1.000 |
1.5784 |
|
0.618 |
1.5734 |
|
HIGH |
1.5652 |
|
0.618 |
1.5602 |
|
0.500 |
1.5586 |
|
0.382 |
1.5570 |
|
LOW |
1.5520 |
|
0.618 |
1.5438 |
|
1.000 |
1.5388 |
|
1.618 |
1.5306 |
|
2.618 |
1.5174 |
|
4.250 |
1.4959 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5623 |
1.5618 |
| PP |
1.5605 |
1.5595 |
| S1 |
1.5586 |
1.5571 |
|