CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5185 |
1.5312 |
0.0127 |
0.8% |
1.5119 |
| High |
1.5366 |
1.5322 |
-0.0044 |
-0.3% |
1.5231 |
| Low |
1.5171 |
1.5264 |
0.0093 |
0.6% |
1.4999 |
| Close |
1.5315 |
1.5295 |
-0.0020 |
-0.1% |
1.5171 |
| Range |
0.0195 |
0.0058 |
-0.0137 |
-70.3% |
0.0232 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
3,771 |
1,865 |
-1,906 |
-50.5% |
5,950 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5468 |
1.5439 |
1.5327 |
|
| R3 |
1.5410 |
1.5381 |
1.5311 |
|
| R2 |
1.5352 |
1.5352 |
1.5306 |
|
| R1 |
1.5323 |
1.5323 |
1.5300 |
1.5309 |
| PP |
1.5294 |
1.5294 |
1.5294 |
1.5286 |
| S1 |
1.5265 |
1.5265 |
1.5290 |
1.5251 |
| S2 |
1.5236 |
1.5236 |
1.5284 |
|
| S3 |
1.5178 |
1.5207 |
1.5279 |
|
| S4 |
1.5120 |
1.5149 |
1.5263 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5830 |
1.5732 |
1.5299 |
|
| R3 |
1.5598 |
1.5500 |
1.5235 |
|
| R2 |
1.5366 |
1.5366 |
1.5214 |
|
| R1 |
1.5268 |
1.5268 |
1.5192 |
1.5317 |
| PP |
1.5134 |
1.5134 |
1.5134 |
1.5158 |
| S1 |
1.5036 |
1.5036 |
1.5150 |
1.5085 |
| S2 |
1.4902 |
1.4902 |
1.5128 |
|
| S3 |
1.4670 |
1.4804 |
1.5107 |
|
| S4 |
1.4438 |
1.4572 |
1.5043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5366 |
1.4999 |
0.0367 |
2.4% |
0.0122 |
0.8% |
81% |
False |
False |
2,219 |
| 10 |
1.5366 |
1.4999 |
0.0367 |
2.4% |
0.0121 |
0.8% |
81% |
False |
False |
1,344 |
| 20 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0118 |
0.8% |
51% |
False |
False |
760 |
| 40 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0090 |
0.6% |
51% |
False |
False |
397 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0084 |
0.5% |
62% |
False |
False |
276 |
| 80 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0073 |
0.5% |
49% |
False |
False |
208 |
| 100 |
1.6137 |
1.4830 |
0.1307 |
8.5% |
0.0059 |
0.4% |
36% |
False |
False |
168 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0049 |
0.3% |
32% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5569 |
|
2.618 |
1.5474 |
|
1.618 |
1.5416 |
|
1.000 |
1.5380 |
|
0.618 |
1.5358 |
|
HIGH |
1.5322 |
|
0.618 |
1.5300 |
|
0.500 |
1.5293 |
|
0.382 |
1.5286 |
|
LOW |
1.5264 |
|
0.618 |
1.5228 |
|
1.000 |
1.5206 |
|
1.618 |
1.5170 |
|
2.618 |
1.5112 |
|
4.250 |
1.5018 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5294 |
1.5280 |
| PP |
1.5294 |
1.5264 |
| S1 |
1.5293 |
1.5249 |
|