CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5703 |
1.5711 |
0.0008 |
0.1% |
1.5527 |
| High |
1.5743 |
1.5714 |
-0.0029 |
-0.2% |
1.5728 |
| Low |
1.5672 |
1.5556 |
-0.0116 |
-0.7% |
1.5486 |
| Close |
1.5686 |
1.5641 |
-0.0045 |
-0.3% |
1.5693 |
| Range |
0.0071 |
0.0158 |
0.0087 |
122.5% |
0.0242 |
| ATR |
0.0112 |
0.0116 |
0.0003 |
2.9% |
0.0000 |
| Volume |
81,327 |
106,178 |
24,851 |
30.6% |
331,512 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6111 |
1.6034 |
1.5728 |
|
| R3 |
1.5953 |
1.5876 |
1.5684 |
|
| R2 |
1.5795 |
1.5795 |
1.5670 |
|
| R1 |
1.5718 |
1.5718 |
1.5655 |
1.5678 |
| PP |
1.5637 |
1.5637 |
1.5637 |
1.5617 |
| S1 |
1.5560 |
1.5560 |
1.5627 |
1.5520 |
| S2 |
1.5479 |
1.5479 |
1.5612 |
|
| S3 |
1.5321 |
1.5402 |
1.5598 |
|
| S4 |
1.5163 |
1.5244 |
1.5554 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6362 |
1.6269 |
1.5826 |
|
| R3 |
1.6120 |
1.6027 |
1.5760 |
|
| R2 |
1.5878 |
1.5878 |
1.5737 |
|
| R1 |
1.5785 |
1.5785 |
1.5715 |
1.5832 |
| PP |
1.5636 |
1.5636 |
1.5636 |
1.5659 |
| S1 |
1.5543 |
1.5543 |
1.5671 |
1.5590 |
| S2 |
1.5394 |
1.5394 |
1.5649 |
|
| S3 |
1.5152 |
1.5301 |
1.5626 |
|
| S4 |
1.4910 |
1.5059 |
1.5560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5743 |
1.5556 |
0.0187 |
1.2% |
0.0098 |
0.6% |
45% |
False |
True |
90,383 |
| 10 |
1.5743 |
1.5283 |
0.0460 |
2.9% |
0.0125 |
0.8% |
78% |
False |
False |
54,051 |
| 20 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0123 |
0.8% |
86% |
False |
False |
27,698 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0107 |
0.7% |
86% |
False |
False |
13,902 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0096 |
0.6% |
86% |
False |
False |
9,280 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
5.8% |
0.0087 |
0.6% |
89% |
False |
False |
6,963 |
| 100 |
1.5840 |
1.4830 |
0.1010 |
6.5% |
0.0071 |
0.5% |
80% |
False |
False |
5,573 |
| 120 |
1.6231 |
1.4830 |
0.1401 |
9.0% |
0.0060 |
0.4% |
58% |
False |
False |
4,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6386 |
|
2.618 |
1.6128 |
|
1.618 |
1.5970 |
|
1.000 |
1.5872 |
|
0.618 |
1.5812 |
|
HIGH |
1.5714 |
|
0.618 |
1.5654 |
|
0.500 |
1.5635 |
|
0.382 |
1.5616 |
|
LOW |
1.5556 |
|
0.618 |
1.5458 |
|
1.000 |
1.5398 |
|
1.618 |
1.5300 |
|
2.618 |
1.5142 |
|
4.250 |
1.4885 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5639 |
1.5650 |
| PP |
1.5637 |
1.5647 |
| S1 |
1.5635 |
1.5644 |
|