CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5440 |
1.5587 |
0.0147 |
1.0% |
1.5308 |
| High |
1.5650 |
1.5587 |
-0.0063 |
-0.4% |
1.5650 |
| Low |
1.5440 |
1.5536 |
0.0096 |
0.6% |
1.5288 |
| Close |
1.5593 |
1.5543 |
-0.0050 |
-0.3% |
1.5543 |
| Range |
0.0210 |
0.0051 |
-0.0159 |
-75.7% |
0.0362 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
25 |
141 |
116 |
464.0% |
169 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5708 |
1.5677 |
1.5571 |
|
| R3 |
1.5657 |
1.5626 |
1.5557 |
|
| R2 |
1.5606 |
1.5606 |
1.5552 |
|
| R1 |
1.5575 |
1.5575 |
1.5548 |
1.5565 |
| PP |
1.5555 |
1.5555 |
1.5555 |
1.5551 |
| S1 |
1.5524 |
1.5524 |
1.5538 |
1.5514 |
| S2 |
1.5504 |
1.5504 |
1.5534 |
|
| S3 |
1.5453 |
1.5473 |
1.5529 |
|
| S4 |
1.5402 |
1.5422 |
1.5515 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6580 |
1.6423 |
1.5742 |
|
| R3 |
1.6218 |
1.6061 |
1.5643 |
|
| R2 |
1.5856 |
1.5856 |
1.5609 |
|
| R1 |
1.5699 |
1.5699 |
1.5576 |
1.5778 |
| PP |
1.5494 |
1.5494 |
1.5494 |
1.5533 |
| S1 |
1.5337 |
1.5337 |
1.5510 |
1.5416 |
| S2 |
1.5132 |
1.5132 |
1.5477 |
|
| S3 |
1.4770 |
1.4975 |
1.5443 |
|
| S4 |
1.4408 |
1.4613 |
1.5344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5650 |
1.5288 |
0.0362 |
2.3% |
0.0055 |
0.4% |
70% |
False |
False |
33 |
| 10 |
1.5650 |
1.5048 |
0.0602 |
3.9% |
0.0038 |
0.2% |
82% |
False |
False |
21 |
| 20 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0026 |
0.2% |
83% |
False |
False |
14 |
| 40 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0025 |
0.2% |
83% |
False |
False |
8 |
| 60 |
1.5650 |
1.5000 |
0.0650 |
4.2% |
0.0024 |
0.2% |
84% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5804 |
|
2.618 |
1.5721 |
|
1.618 |
1.5670 |
|
1.000 |
1.5638 |
|
0.618 |
1.5619 |
|
HIGH |
1.5587 |
|
0.618 |
1.5568 |
|
0.500 |
1.5562 |
|
0.382 |
1.5555 |
|
LOW |
1.5536 |
|
0.618 |
1.5504 |
|
1.000 |
1.5485 |
|
1.618 |
1.5453 |
|
2.618 |
1.5402 |
|
4.250 |
1.5319 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5562 |
1.5532 |
| PP |
1.5555 |
1.5521 |
| S1 |
1.5549 |
1.5510 |
|