CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5288 |
1.5380 |
0.0092 |
0.6% |
1.5048 |
| High |
1.5288 |
1.5386 |
0.0098 |
0.6% |
1.5203 |
| Low |
1.5288 |
1.5370 |
0.0082 |
0.5% |
1.5048 |
| Close |
1.5288 |
1.5386 |
0.0098 |
0.6% |
1.5164 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0155 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
39 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5429 |
1.5423 |
1.5395 |
|
| R3 |
1.5413 |
1.5407 |
1.5390 |
|
| R2 |
1.5397 |
1.5397 |
1.5389 |
|
| R1 |
1.5391 |
1.5391 |
1.5387 |
1.5394 |
| PP |
1.5381 |
1.5381 |
1.5381 |
1.5382 |
| S1 |
1.5375 |
1.5375 |
1.5385 |
1.5378 |
| S2 |
1.5365 |
1.5365 |
1.5383 |
|
| S3 |
1.5349 |
1.5359 |
1.5382 |
|
| S4 |
1.5333 |
1.5343 |
1.5377 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5603 |
1.5539 |
1.5249 |
|
| R3 |
1.5448 |
1.5384 |
1.5207 |
|
| R2 |
1.5293 |
1.5293 |
1.5192 |
|
| R1 |
1.5229 |
1.5229 |
1.5178 |
1.5261 |
| PP |
1.5138 |
1.5138 |
1.5138 |
1.5155 |
| S1 |
1.5074 |
1.5074 |
1.5150 |
1.5106 |
| S2 |
1.4983 |
1.4983 |
1.5136 |
|
| S3 |
1.4828 |
1.4919 |
1.5121 |
|
| S4 |
1.4673 |
1.4764 |
1.5079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5386 |
1.5148 |
0.0238 |
1.5% |
0.0017 |
0.1% |
100% |
True |
False |
2 |
| 10 |
1.5386 |
1.5021 |
0.0365 |
2.4% |
0.0022 |
0.1% |
100% |
True |
False |
5 |
| 20 |
1.5526 |
1.5021 |
0.0505 |
3.3% |
0.0016 |
0.1% |
72% |
False |
False |
7 |
| 40 |
1.5574 |
1.5021 |
0.0553 |
3.6% |
0.0020 |
0.1% |
66% |
False |
False |
4 |
| 60 |
1.5574 |
1.4897 |
0.0677 |
4.4% |
0.0020 |
0.1% |
72% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5454 |
|
2.618 |
1.5428 |
|
1.618 |
1.5412 |
|
1.000 |
1.5402 |
|
0.618 |
1.5396 |
|
HIGH |
1.5386 |
|
0.618 |
1.5380 |
|
0.500 |
1.5378 |
|
0.382 |
1.5376 |
|
LOW |
1.5370 |
|
0.618 |
1.5360 |
|
1.000 |
1.5354 |
|
1.618 |
1.5344 |
|
2.618 |
1.5328 |
|
4.250 |
1.5302 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5383 |
1.5370 |
| PP |
1.5381 |
1.5353 |
| S1 |
1.5378 |
1.5337 |
|