CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5204 |
1.5207 |
0.0003 |
0.0% |
1.5389 |
| High |
1.5242 |
1.5230 |
-0.0012 |
-0.1% |
1.5470 |
| Low |
1.5175 |
1.5128 |
-0.0047 |
-0.3% |
1.5157 |
| Close |
1.5199 |
1.5146 |
-0.0053 |
-0.3% |
1.5204 |
| Range |
0.0067 |
0.0102 |
0.0035 |
52.2% |
0.0313 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
80,183 |
89,633 |
9,450 |
11.8% |
614,859 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5474 |
1.5412 |
1.5202 |
|
| R3 |
1.5372 |
1.5310 |
1.5174 |
|
| R2 |
1.5270 |
1.5270 |
1.5165 |
|
| R1 |
1.5208 |
1.5208 |
1.5155 |
1.5188 |
| PP |
1.5168 |
1.5168 |
1.5168 |
1.5158 |
| S1 |
1.5106 |
1.5106 |
1.5137 |
1.5086 |
| S2 |
1.5066 |
1.5066 |
1.5127 |
|
| S3 |
1.4964 |
1.5004 |
1.5118 |
|
| S4 |
1.4862 |
1.4902 |
1.5090 |
|
|
| 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 |
1.5433 |
1.5128 |
0.0305 |
2.0% |
0.0115 |
0.8% |
6% |
False |
True |
106,057 |
| 10 |
1.5669 |
1.5128 |
0.0541 |
3.6% |
0.0127 |
0.8% |
3% |
False |
True |
121,582 |
| 20 |
1.5743 |
1.5128 |
0.0615 |
4.1% |
0.0126 |
0.8% |
3% |
False |
True |
87,816 |
| 40 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0122 |
0.8% |
20% |
False |
False |
44,288 |
| 60 |
1.5743 |
1.4999 |
0.0744 |
4.9% |
0.0102 |
0.7% |
20% |
False |
False |
29,537 |
| 80 |
1.5743 |
1.4830 |
0.0913 |
6.0% |
0.0094 |
0.6% |
35% |
False |
False |
22,161 |
| 100 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0083 |
0.5% |
33% |
False |
False |
17,730 |
| 120 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0070 |
0.5% |
24% |
False |
False |
14,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5664 |
|
2.618 |
1.5497 |
|
1.618 |
1.5395 |
|
1.000 |
1.5332 |
|
0.618 |
1.5293 |
|
HIGH |
1.5230 |
|
0.618 |
1.5191 |
|
0.500 |
1.5179 |
|
0.382 |
1.5167 |
|
LOW |
1.5128 |
|
0.618 |
1.5065 |
|
1.000 |
1.5026 |
|
1.618 |
1.4963 |
|
2.618 |
1.4861 |
|
4.250 |
1.4695 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5179 |
1.5200 |
| PP |
1.5168 |
1.5182 |
| S1 |
1.5157 |
1.5164 |
|