CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5632 |
1.5483 |
-0.0149 |
-1.0% |
1.5527 |
| High |
1.5669 |
1.5509 |
-0.0160 |
-1.0% |
1.5728 |
| Low |
1.5441 |
1.5406 |
-0.0035 |
-0.2% |
1.5486 |
| Close |
1.5477 |
1.5469 |
-0.0008 |
-0.1% |
1.5693 |
| Range |
0.0228 |
0.0103 |
-0.0125 |
-54.8% |
0.0242 |
| ATR |
0.0124 |
0.0122 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
119,256 |
179,984 |
60,728 |
50.9% |
331,512 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5770 |
1.5723 |
1.5526 |
|
| R3 |
1.5667 |
1.5620 |
1.5497 |
|
| R2 |
1.5564 |
1.5564 |
1.5488 |
|
| R1 |
1.5517 |
1.5517 |
1.5478 |
1.5489 |
| PP |
1.5461 |
1.5461 |
1.5461 |
1.5448 |
| S1 |
1.5414 |
1.5414 |
1.5460 |
1.5386 |
| S2 |
1.5358 |
1.5358 |
1.5450 |
|
| S3 |
1.5255 |
1.5311 |
1.5441 |
|
| S4 |
1.5152 |
1.5208 |
1.5412 |
|
|
| 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 |
1.5406 |
0.0337 |
2.2% |
0.0132 |
0.9% |
19% |
False |
True |
119,909 |
| 10 |
1.5743 |
1.5406 |
0.0337 |
2.2% |
0.0117 |
0.8% |
19% |
False |
True |
82,692 |
| 20 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0124 |
0.8% |
63% |
False |
False |
42,623 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0113 |
0.7% |
63% |
False |
False |
21,383 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0099 |
0.6% |
63% |
False |
False |
14,266 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
5.9% |
0.0090 |
0.6% |
70% |
False |
False |
10,704 |
| 100 |
1.5840 |
1.4830 |
0.1010 |
6.5% |
0.0074 |
0.5% |
63% |
False |
False |
8,566 |
| 120 |
1.6231 |
1.4830 |
0.1401 |
9.1% |
0.0062 |
0.4% |
46% |
False |
False |
7,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5947 |
|
2.618 |
1.5779 |
|
1.618 |
1.5676 |
|
1.000 |
1.5612 |
|
0.618 |
1.5573 |
|
HIGH |
1.5509 |
|
0.618 |
1.5470 |
|
0.500 |
1.5458 |
|
0.382 |
1.5445 |
|
LOW |
1.5406 |
|
0.618 |
1.5342 |
|
1.000 |
1.5303 |
|
1.618 |
1.5239 |
|
2.618 |
1.5136 |
|
4.250 |
1.4968 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5465 |
1.5560 |
| PP |
1.5461 |
1.5530 |
| S1 |
1.5458 |
1.5499 |
|