CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5587 |
1.5525 |
-0.0062 |
-0.4% |
1.5308 |
| High |
1.5587 |
1.5569 |
-0.0018 |
-0.1% |
1.5650 |
| Low |
1.5536 |
1.5525 |
-0.0011 |
-0.1% |
1.5288 |
| Close |
1.5543 |
1.5569 |
0.0026 |
0.2% |
1.5543 |
| Range |
0.0051 |
0.0044 |
-0.0007 |
-13.7% |
0.0362 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
141 |
53 |
-88 |
-62.4% |
169 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5686 |
1.5672 |
1.5593 |
|
| R3 |
1.5642 |
1.5628 |
1.5581 |
|
| R2 |
1.5598 |
1.5598 |
1.5577 |
|
| R1 |
1.5584 |
1.5584 |
1.5573 |
1.5591 |
| PP |
1.5554 |
1.5554 |
1.5554 |
1.5558 |
| S1 |
1.5540 |
1.5540 |
1.5565 |
1.5547 |
| S2 |
1.5510 |
1.5510 |
1.5561 |
|
| S3 |
1.5466 |
1.5496 |
1.5557 |
|
| S4 |
1.5422 |
1.5452 |
1.5545 |
|
|
| 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% |
0.0064 |
0.4% |
78% |
False |
False |
44 |
| 10 |
1.5650 |
1.5048 |
0.0602 |
3.9% |
0.0041 |
0.3% |
87% |
False |
False |
26 |
| 20 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0026 |
0.2% |
87% |
False |
False |
15 |
| 40 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0026 |
0.2% |
87% |
False |
False |
10 |
| 60 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0024 |
0.2% |
87% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5756 |
|
2.618 |
1.5684 |
|
1.618 |
1.5640 |
|
1.000 |
1.5613 |
|
0.618 |
1.5596 |
|
HIGH |
1.5569 |
|
0.618 |
1.5552 |
|
0.500 |
1.5547 |
|
0.382 |
1.5542 |
|
LOW |
1.5525 |
|
0.618 |
1.5498 |
|
1.000 |
1.5481 |
|
1.618 |
1.5454 |
|
2.618 |
1.5410 |
|
4.250 |
1.5338 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5562 |
1.5561 |
| PP |
1.5554 |
1.5553 |
| S1 |
1.5547 |
1.5545 |
|