CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5389 |
1.5428 |
0.0039 |
0.3% |
1.5703 |
| High |
1.5457 |
1.5470 |
0.0013 |
0.1% |
1.5743 |
| Low |
1.5335 |
1.5389 |
0.0054 |
0.4% |
1.5360 |
| Close |
1.5435 |
1.5418 |
-0.0017 |
-0.1% |
1.5420 |
| Range |
0.0122 |
0.0081 |
-0.0041 |
-33.6% |
0.0383 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
140,934 |
113,452 |
-27,482 |
-19.5% |
618,651 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5669 |
1.5624 |
1.5463 |
|
| R3 |
1.5588 |
1.5543 |
1.5440 |
|
| R2 |
1.5507 |
1.5507 |
1.5433 |
|
| R1 |
1.5462 |
1.5462 |
1.5425 |
1.5444 |
| PP |
1.5426 |
1.5426 |
1.5426 |
1.5417 |
| S1 |
1.5381 |
1.5381 |
1.5411 |
1.5363 |
| S2 |
1.5345 |
1.5345 |
1.5403 |
|
| S3 |
1.5264 |
1.5300 |
1.5396 |
|
| S4 |
1.5183 |
1.5219 |
1.5373 |
|
|
| 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 |
1.5669 |
1.5335 |
0.0334 |
2.2% |
0.0139 |
0.9% |
25% |
False |
False |
137,106 |
| 10 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0119 |
0.8% |
20% |
False |
False |
113,744 |
| 20 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0128 |
0.8% |
56% |
False |
False |
61,857 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0116 |
0.8% |
56% |
False |
False |
31,035 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.8% |
0.0103 |
0.7% |
56% |
False |
False |
20,704 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
5.9% |
0.0092 |
0.6% |
64% |
False |
False |
15,533 |
| 100 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0078 |
0.5% |
62% |
False |
False |
12,428 |
| 120 |
1.6137 |
1.4830 |
0.1307 |
8.5% |
0.0066 |
0.4% |
45% |
False |
False |
10,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5814 |
|
2.618 |
1.5682 |
|
1.618 |
1.5601 |
|
1.000 |
1.5551 |
|
0.618 |
1.5520 |
|
HIGH |
1.5470 |
|
0.618 |
1.5439 |
|
0.500 |
1.5430 |
|
0.382 |
1.5420 |
|
LOW |
1.5389 |
|
0.618 |
1.5339 |
|
1.000 |
1.5308 |
|
1.618 |
1.5258 |
|
2.618 |
1.5177 |
|
4.250 |
1.5045 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5430 |
1.5429 |
| PP |
1.5426 |
1.5425 |
| S1 |
1.5422 |
1.5422 |
|