CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5416 |
1.5307 |
-0.0109 |
-0.7% |
1.5703 |
| High |
1.5433 |
1.5339 |
-0.0094 |
-0.6% |
1.5743 |
| Low |
1.5289 |
1.5193 |
-0.0096 |
-0.6% |
1.5360 |
| Close |
1.5306 |
1.5253 |
-0.0053 |
-0.3% |
1.5420 |
| Range |
0.0144 |
0.0146 |
0.0002 |
1.4% |
0.0383 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.3% |
0.0000 |
| Volume |
126,799 |
120,082 |
-6,717 |
-5.3% |
618,651 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5700 |
1.5622 |
1.5333 |
|
| R3 |
1.5554 |
1.5476 |
1.5293 |
|
| R2 |
1.5408 |
1.5408 |
1.5280 |
|
| R1 |
1.5330 |
1.5330 |
1.5266 |
1.5296 |
| PP |
1.5262 |
1.5262 |
1.5262 |
1.5245 |
| S1 |
1.5184 |
1.5184 |
1.5240 |
1.5150 |
| S2 |
1.5116 |
1.5116 |
1.5226 |
|
| S3 |
1.4970 |
1.5038 |
1.5213 |
|
| S4 |
1.4824 |
1.4892 |
1.5173 |
|
|
| 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 |
1.5523 |
1.5193 |
0.0330 |
2.2% |
0.0131 |
0.9% |
18% |
False |
True |
126,634 |
| 10 |
1.5743 |
1.5193 |
0.0550 |
3.6% |
0.0132 |
0.9% |
11% |
False |
True |
123,272 |
| 20 |
1.5743 |
1.5131 |
0.0612 |
4.0% |
0.0130 |
0.8% |
20% |
False |
False |
74,011 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0120 |
0.8% |
34% |
False |
False |
37,206 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0104 |
0.7% |
34% |
False |
False |
24,817 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
6.0% |
0.0094 |
0.6% |
46% |
False |
False |
18,618 |
| 100 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0080 |
0.5% |
44% |
False |
False |
14,896 |
| 120 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0068 |
0.4% |
32% |
False |
False |
12,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5960 |
|
2.618 |
1.5721 |
|
1.618 |
1.5575 |
|
1.000 |
1.5485 |
|
0.618 |
1.5429 |
|
HIGH |
1.5339 |
|
0.618 |
1.5283 |
|
0.500 |
1.5266 |
|
0.382 |
1.5249 |
|
LOW |
1.5193 |
|
0.618 |
1.5103 |
|
1.000 |
1.5047 |
|
1.618 |
1.4957 |
|
2.618 |
1.4811 |
|
4.250 |
1.4573 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5266 |
1.5332 |
| PP |
1.5262 |
1.5305 |
| S1 |
1.5257 |
1.5279 |
|