CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5483 |
1.5492 |
0.0009 |
0.1% |
1.5703 |
| High |
1.5509 |
1.5523 |
0.0014 |
0.1% |
1.5743 |
| Low |
1.5406 |
1.5360 |
-0.0046 |
-0.3% |
1.5360 |
| Close |
1.5469 |
1.5420 |
-0.0049 |
-0.3% |
1.5420 |
| Range |
0.0103 |
0.0163 |
0.0060 |
58.3% |
0.0383 |
| ATR |
0.0122 |
0.0125 |
0.0003 |
2.4% |
0.0000 |
| Volume |
179,984 |
131,906 |
-48,078 |
-26.7% |
618,651 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5923 |
1.5835 |
1.5510 |
|
| R3 |
1.5760 |
1.5672 |
1.5465 |
|
| R2 |
1.5597 |
1.5597 |
1.5450 |
|
| R1 |
1.5509 |
1.5509 |
1.5435 |
1.5472 |
| PP |
1.5434 |
1.5434 |
1.5434 |
1.5416 |
| S1 |
1.5346 |
1.5346 |
1.5405 |
1.5309 |
| S2 |
1.5271 |
1.5271 |
1.5390 |
|
| S3 |
1.5108 |
1.5183 |
1.5375 |
|
| S4 |
1.4945 |
1.5020 |
1.5330 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6657 |
1.6421 |
1.5631 |
|
| R3 |
1.6274 |
1.6038 |
1.5525 |
|
| R2 |
1.5891 |
1.5891 |
1.5490 |
|
| R1 |
1.5655 |
1.5655 |
1.5455 |
1.5582 |
| PP |
1.5508 |
1.5508 |
1.5508 |
1.5471 |
| S1 |
1.5272 |
1.5272 |
1.5385 |
1.5199 |
| S2 |
1.5125 |
1.5125 |
1.5350 |
|
| S3 |
1.4742 |
1.4889 |
1.5315 |
|
| S4 |
1.4359 |
1.4506 |
1.5209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5743 |
1.5360 |
0.0383 |
2.5% |
0.0145 |
0.9% |
16% |
False |
True |
123,730 |
| 10 |
1.5743 |
1.5360 |
0.0383 |
2.5% |
0.0120 |
0.8% |
16% |
False |
True |
95,016 |
| 20 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0127 |
0.8% |
57% |
False |
False |
49,183 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0114 |
0.7% |
57% |
False |
False |
24,680 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0102 |
0.7% |
57% |
False |
False |
16,465 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
5.9% |
0.0091 |
0.6% |
65% |
False |
False |
12,353 |
| 100 |
1.5840 |
1.4830 |
0.1010 |
6.5% |
0.0076 |
0.5% |
58% |
False |
False |
9,885 |
| 120 |
1.6231 |
1.4830 |
0.1401 |
9.1% |
0.0064 |
0.4% |
42% |
False |
False |
8,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6216 |
|
2.618 |
1.5950 |
|
1.618 |
1.5787 |
|
1.000 |
1.5686 |
|
0.618 |
1.5624 |
|
HIGH |
1.5523 |
|
0.618 |
1.5461 |
|
0.500 |
1.5442 |
|
0.382 |
1.5422 |
|
LOW |
1.5360 |
|
0.618 |
1.5259 |
|
1.000 |
1.5197 |
|
1.618 |
1.5096 |
|
2.618 |
1.4933 |
|
4.250 |
1.4667 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5442 |
1.5515 |
| PP |
1.5434 |
1.5483 |
| S1 |
1.5427 |
1.5452 |
|