CME British Pound Future September 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 |
1.5527 |
1.5569 |
0.0042 |
0.3% |
1.5185 |
| High |
1.5576 |
1.5643 |
0.0067 |
0.4% |
1.5674 |
| Low |
1.5486 |
1.5512 |
0.0026 |
0.2% |
1.5171 |
| Close |
1.5575 |
1.5632 |
0.0057 |
0.4% |
1.5549 |
| Range |
0.0090 |
0.0131 |
0.0041 |
45.6% |
0.0503 |
| ATR |
0.0122 |
0.0122 |
0.0001 |
0.5% |
0.0000 |
| Volume |
14,587 |
52,513 |
37,926 |
260.0% |
27,137 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5989 |
1.5941 |
1.5704 |
|
| R3 |
1.5858 |
1.5810 |
1.5668 |
|
| R2 |
1.5727 |
1.5727 |
1.5656 |
|
| R1 |
1.5679 |
1.5679 |
1.5644 |
1.5703 |
| PP |
1.5596 |
1.5596 |
1.5596 |
1.5608 |
| S1 |
1.5548 |
1.5548 |
1.5620 |
1.5572 |
| S2 |
1.5465 |
1.5465 |
1.5608 |
|
| S3 |
1.5334 |
1.5417 |
1.5596 |
|
| S4 |
1.5203 |
1.5286 |
1.5560 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6974 |
1.6764 |
1.5826 |
|
| R3 |
1.6471 |
1.6261 |
1.5687 |
|
| R2 |
1.5968 |
1.5968 |
1.5641 |
|
| R1 |
1.5758 |
1.5758 |
1.5595 |
1.5863 |
| PP |
1.5465 |
1.5465 |
1.5465 |
1.5517 |
| S1 |
1.5255 |
1.5255 |
1.5503 |
1.5360 |
| S2 |
1.4962 |
1.4962 |
1.5457 |
|
| S3 |
1.4459 |
1.4752 |
1.5411 |
|
| S4 |
1.3956 |
1.4249 |
1.5272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5674 |
1.5283 |
0.0391 |
2.5% |
0.0152 |
1.0% |
89% |
False |
False |
17,720 |
| 10 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0137 |
0.9% |
94% |
False |
False |
9,970 |
| 20 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0127 |
0.8% |
94% |
False |
False |
5,159 |
| 40 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0103 |
0.7% |
94% |
False |
False |
2,607 |
| 60 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0093 |
0.6% |
94% |
False |
False |
1,752 |
| 80 |
1.5674 |
1.4830 |
0.0844 |
5.4% |
0.0082 |
0.5% |
95% |
False |
False |
1,315 |
| 100 |
1.5992 |
1.4830 |
0.1162 |
7.4% |
0.0066 |
0.4% |
69% |
False |
False |
1,054 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.2% |
0.0056 |
0.4% |
56% |
False |
False |
879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6200 |
|
2.618 |
1.5986 |
|
1.618 |
1.5855 |
|
1.000 |
1.5774 |
|
0.618 |
1.5724 |
|
HIGH |
1.5643 |
|
0.618 |
1.5593 |
|
0.500 |
1.5578 |
|
0.382 |
1.5562 |
|
LOW |
1.5512 |
|
0.618 |
1.5431 |
|
1.000 |
1.5381 |
|
1.618 |
1.5300 |
|
2.618 |
1.5169 |
|
4.250 |
1.4955 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5614 |
1.5609 |
| PP |
1.5596 |
1.5586 |
| S1 |
1.5578 |
1.5563 |
|