CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5626 |
1.5471 |
-0.0155 |
-1.0% |
1.5525 |
| High |
1.5653 |
1.5477 |
-0.0176 |
-1.1% |
1.5700 |
| Low |
1.5450 |
1.5415 |
-0.0035 |
-0.2% |
1.5525 |
| Close |
1.5469 |
1.5461 |
-0.0008 |
-0.1% |
1.5686 |
| Range |
0.0203 |
0.0062 |
-0.0141 |
-69.5% |
0.0175 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
21 |
31 |
10 |
47.6% |
111 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5637 |
1.5611 |
1.5495 |
|
| R3 |
1.5575 |
1.5549 |
1.5478 |
|
| R2 |
1.5513 |
1.5513 |
1.5472 |
|
| R1 |
1.5487 |
1.5487 |
1.5467 |
1.5469 |
| PP |
1.5451 |
1.5451 |
1.5451 |
1.5442 |
| S1 |
1.5425 |
1.5425 |
1.5455 |
1.5407 |
| S2 |
1.5389 |
1.5389 |
1.5450 |
|
| S3 |
1.5327 |
1.5363 |
1.5444 |
|
| S4 |
1.5265 |
1.5301 |
1.5427 |
|
|
| 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 |
1.5415 |
0.0295 |
1.9% |
0.0075 |
0.5% |
16% |
False |
True |
16 |
| 10 |
1.5710 |
1.5415 |
0.0295 |
1.9% |
0.0062 |
0.4% |
16% |
False |
True |
32 |
| 20 |
1.5710 |
1.5036 |
0.0674 |
4.4% |
0.0050 |
0.3% |
63% |
False |
False |
19 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0034 |
0.2% |
64% |
False |
False |
12 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0032 |
0.2% |
64% |
False |
False |
9 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.3% |
0.0026 |
0.2% |
69% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5741 |
|
2.618 |
1.5639 |
|
1.618 |
1.5577 |
|
1.000 |
1.5539 |
|
0.618 |
1.5515 |
|
HIGH |
1.5477 |
|
0.618 |
1.5453 |
|
0.500 |
1.5446 |
|
0.382 |
1.5439 |
|
LOW |
1.5415 |
|
0.618 |
1.5377 |
|
1.000 |
1.5353 |
|
1.618 |
1.5315 |
|
2.618 |
1.5253 |
|
4.250 |
1.5152 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5456 |
1.5534 |
| PP |
1.5451 |
1.5510 |
| S1 |
1.5446 |
1.5485 |
|