CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5525 |
1.5597 |
0.0072 |
0.5% |
1.5308 |
| High |
1.5569 |
1.5626 |
0.0057 |
0.4% |
1.5650 |
| Low |
1.5525 |
1.5552 |
0.0027 |
0.2% |
1.5288 |
| Close |
1.5569 |
1.5626 |
0.0057 |
0.4% |
1.5543 |
| Range |
0.0044 |
0.0074 |
0.0030 |
68.2% |
0.0362 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
53 |
11 |
-42 |
-79.2% |
169 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5823 |
1.5799 |
1.5667 |
|
| R3 |
1.5749 |
1.5725 |
1.5646 |
|
| R2 |
1.5675 |
1.5675 |
1.5640 |
|
| R1 |
1.5651 |
1.5651 |
1.5633 |
1.5663 |
| PP |
1.5601 |
1.5601 |
1.5601 |
1.5608 |
| S1 |
1.5577 |
1.5577 |
1.5619 |
1.5589 |
| S2 |
1.5527 |
1.5527 |
1.5612 |
|
| S3 |
1.5453 |
1.5503 |
1.5606 |
|
| S4 |
1.5379 |
1.5429 |
1.5585 |
|
|
| 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 |
1.5370 |
0.0280 |
1.8% |
0.0079 |
0.5% |
91% |
False |
False |
46 |
| 10 |
1.5650 |
1.5096 |
0.0554 |
3.5% |
0.0048 |
0.3% |
96% |
False |
False |
25 |
| 20 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0030 |
0.2% |
96% |
False |
False |
15 |
| 40 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0028 |
0.2% |
96% |
False |
False |
10 |
| 60 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0025 |
0.2% |
96% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5941 |
|
2.618 |
1.5820 |
|
1.618 |
1.5746 |
|
1.000 |
1.5700 |
|
0.618 |
1.5672 |
|
HIGH |
1.5626 |
|
0.618 |
1.5598 |
|
0.500 |
1.5589 |
|
0.382 |
1.5580 |
|
LOW |
1.5552 |
|
0.618 |
1.5506 |
|
1.000 |
1.5478 |
|
1.618 |
1.5432 |
|
2.618 |
1.5358 |
|
4.250 |
1.5238 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5614 |
1.5609 |
| PP |
1.5601 |
1.5592 |
| S1 |
1.5589 |
1.5576 |
|