CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5253 |
1.5204 |
-0.0049 |
-0.3% |
1.5389 |
| High |
1.5271 |
1.5242 |
-0.0029 |
-0.2% |
1.5470 |
| Low |
1.5157 |
1.5175 |
0.0018 |
0.1% |
1.5157 |
| Close |
1.5204 |
1.5199 |
-0.0005 |
0.0% |
1.5204 |
| Range |
0.0114 |
0.0067 |
-0.0047 |
-41.2% |
0.0313 |
| ATR |
0.0124 |
0.0120 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
113,592 |
80,183 |
-33,409 |
-29.4% |
614,859 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5406 |
1.5370 |
1.5236 |
|
| R3 |
1.5339 |
1.5303 |
1.5217 |
|
| R2 |
1.5272 |
1.5272 |
1.5211 |
|
| R1 |
1.5236 |
1.5236 |
1.5205 |
1.5221 |
| PP |
1.5205 |
1.5205 |
1.5205 |
1.5198 |
| S1 |
1.5169 |
1.5169 |
1.5193 |
1.5154 |
| S2 |
1.5138 |
1.5138 |
1.5187 |
|
| S3 |
1.5071 |
1.5102 |
1.5181 |
|
| S4 |
1.5004 |
1.5035 |
1.5162 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6216 |
1.6023 |
1.5376 |
|
| R3 |
1.5903 |
1.5710 |
1.5290 |
|
| R2 |
1.5590 |
1.5590 |
1.5261 |
|
| R1 |
1.5397 |
1.5397 |
1.5233 |
1.5337 |
| PP |
1.5277 |
1.5277 |
1.5277 |
1.5247 |
| S1 |
1.5084 |
1.5084 |
1.5175 |
1.5024 |
| S2 |
1.4964 |
1.4964 |
1.5147 |
|
| S3 |
1.4651 |
1.4771 |
1.5118 |
|
| S4 |
1.4338 |
1.4458 |
1.5032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5470 |
1.5157 |
0.0313 |
2.1% |
0.0110 |
0.7% |
13% |
False |
False |
110,821 |
| 10 |
1.5714 |
1.5157 |
0.0557 |
3.7% |
0.0133 |
0.9% |
8% |
False |
False |
123,236 |
| 20 |
1.5743 |
1.5157 |
0.0586 |
3.9% |
0.0124 |
0.8% |
7% |
False |
False |
83,428 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0121 |
0.8% |
27% |
False |
False |
42,048 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0102 |
0.7% |
27% |
False |
False |
28,045 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
6.0% |
0.0094 |
0.6% |
40% |
False |
False |
21,040 |
| 100 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0082 |
0.5% |
39% |
False |
False |
16,834 |
| 120 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0069 |
0.5% |
28% |
False |
False |
14,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5527 |
|
2.618 |
1.5417 |
|
1.618 |
1.5350 |
|
1.000 |
1.5309 |
|
0.618 |
1.5283 |
|
HIGH |
1.5242 |
|
0.618 |
1.5216 |
|
0.500 |
1.5209 |
|
0.382 |
1.5201 |
|
LOW |
1.5175 |
|
0.618 |
1.5134 |
|
1.000 |
1.5108 |
|
1.618 |
1.5067 |
|
2.618 |
1.5000 |
|
4.250 |
1.4890 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5209 |
1.5248 |
| PP |
1.5205 |
1.5232 |
| S1 |
1.5202 |
1.5215 |
|