CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5686 |
1.5710 |
0.0024 |
0.2% |
1.5525 |
| High |
1.5686 |
1.5710 |
0.0024 |
0.2% |
1.5700 |
| Low |
1.5686 |
1.5678 |
-0.0008 |
-0.1% |
1.5525 |
| Close |
1.5686 |
1.5678 |
-0.0008 |
-0.1% |
1.5686 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0175 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
111 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5785 |
1.5763 |
1.5696 |
|
| R3 |
1.5753 |
1.5731 |
1.5687 |
|
| R2 |
1.5721 |
1.5721 |
1.5684 |
|
| R1 |
1.5699 |
1.5699 |
1.5681 |
1.5694 |
| PP |
1.5689 |
1.5689 |
1.5689 |
1.5686 |
| S1 |
1.5667 |
1.5667 |
1.5675 |
1.5662 |
| S2 |
1.5657 |
1.5657 |
1.5672 |
|
| S3 |
1.5625 |
1.5635 |
1.5669 |
|
| S4 |
1.5593 |
1.5603 |
1.5660 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6162 |
1.6099 |
1.5782 |
|
| R3 |
1.5987 |
1.5924 |
1.5734 |
|
| R2 |
1.5812 |
1.5812 |
1.5718 |
|
| R1 |
1.5749 |
1.5749 |
1.5702 |
1.5781 |
| PP |
1.5637 |
1.5637 |
1.5637 |
1.5653 |
| S1 |
1.5574 |
1.5574 |
1.5670 |
1.5606 |
| S2 |
1.5462 |
1.5462 |
1.5654 |
|
| S3 |
1.5287 |
1.5399 |
1.5638 |
|
| S4 |
1.5112 |
1.5224 |
1.5590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5710 |
1.5552 |
0.0158 |
1.0% |
0.0037 |
0.2% |
80% |
True |
False |
14 |
| 10 |
1.5710 |
1.5288 |
0.0422 |
2.7% |
0.0051 |
0.3% |
92% |
True |
False |
29 |
| 20 |
1.5710 |
1.5021 |
0.0689 |
4.4% |
0.0036 |
0.2% |
95% |
True |
False |
17 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.4% |
0.0029 |
0.2% |
95% |
True |
False |
11 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.4% |
0.0026 |
0.2% |
95% |
True |
False |
8 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.2% |
0.0022 |
0.1% |
96% |
True |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5846 |
|
2.618 |
1.5794 |
|
1.618 |
1.5762 |
|
1.000 |
1.5742 |
|
0.618 |
1.5730 |
|
HIGH |
1.5710 |
|
0.618 |
1.5698 |
|
0.500 |
1.5694 |
|
0.382 |
1.5690 |
|
LOW |
1.5678 |
|
0.618 |
1.5658 |
|
1.000 |
1.5646 |
|
1.618 |
1.5626 |
|
2.618 |
1.5594 |
|
4.250 |
1.5542 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5694 |
1.5677 |
| PP |
1.5689 |
1.5676 |
| S1 |
1.5683 |
1.5675 |
|