CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5569 |
1.5633 |
0.0064 |
0.4% |
1.5185 |
| High |
1.5643 |
1.5691 |
0.0048 |
0.3% |
1.5674 |
| Low |
1.5512 |
1.5623 |
0.0111 |
0.7% |
1.5171 |
| Close |
1.5632 |
1.5667 |
0.0035 |
0.2% |
1.5549 |
| Range |
0.0131 |
0.0068 |
-0.0063 |
-48.1% |
0.0503 |
| ATR |
0.0122 |
0.0119 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
52,513 |
63,071 |
10,558 |
20.1% |
27,137 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5864 |
1.5834 |
1.5704 |
|
| R3 |
1.5796 |
1.5766 |
1.5686 |
|
| R2 |
1.5728 |
1.5728 |
1.5679 |
|
| R1 |
1.5698 |
1.5698 |
1.5673 |
1.5713 |
| PP |
1.5660 |
1.5660 |
1.5660 |
1.5668 |
| S1 |
1.5630 |
1.5630 |
1.5661 |
1.5645 |
| S2 |
1.5592 |
1.5592 |
1.5655 |
|
| S3 |
1.5524 |
1.5562 |
1.5648 |
|
| S4 |
1.5456 |
1.5494 |
1.5630 |
|
|
| 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 |
1.5691 |
1.5377 |
0.0314 |
2.0% |
0.0142 |
0.9% |
92% |
True |
False |
29,736 |
| 10 |
1.5691 |
1.5105 |
0.0586 |
3.7% |
0.0130 |
0.8% |
96% |
True |
False |
16,228 |
| 20 |
1.5691 |
1.4999 |
0.0692 |
4.4% |
0.0125 |
0.8% |
97% |
True |
False |
8,309 |
| 40 |
1.5691 |
1.4999 |
0.0692 |
4.4% |
0.0105 |
0.7% |
97% |
True |
False |
4,184 |
| 60 |
1.5691 |
1.4999 |
0.0692 |
4.4% |
0.0094 |
0.6% |
97% |
True |
False |
2,803 |
| 80 |
1.5691 |
1.4830 |
0.0861 |
5.5% |
0.0083 |
0.5% |
97% |
True |
False |
2,103 |
| 100 |
1.5847 |
1.4830 |
0.1017 |
6.5% |
0.0067 |
0.4% |
82% |
False |
False |
1,685 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.2% |
0.0056 |
0.4% |
58% |
False |
False |
1,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5980 |
|
2.618 |
1.5869 |
|
1.618 |
1.5801 |
|
1.000 |
1.5759 |
|
0.618 |
1.5733 |
|
HIGH |
1.5691 |
|
0.618 |
1.5665 |
|
0.500 |
1.5657 |
|
0.382 |
1.5649 |
|
LOW |
1.5623 |
|
0.618 |
1.5581 |
|
1.000 |
1.5555 |
|
1.618 |
1.5513 |
|
2.618 |
1.5445 |
|
4.250 |
1.5334 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5664 |
1.5641 |
| PP |
1.5660 |
1.5615 |
| S1 |
1.5657 |
1.5589 |
|