CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5309 |
1.5257 |
-0.0052 |
-0.3% |
1.5365 |
| High |
1.5320 |
1.5257 |
-0.0063 |
-0.4% |
1.5434 |
| Low |
1.5186 |
1.5162 |
-0.0024 |
-0.2% |
1.5162 |
| Close |
1.5245 |
1.5196 |
-0.0049 |
-0.3% |
1.5196 |
| Range |
0.0134 |
0.0095 |
-0.0039 |
-29.1% |
0.0272 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
105 |
29 |
-76 |
-72.4% |
341 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5490 |
1.5438 |
1.5248 |
|
| R3 |
1.5395 |
1.5343 |
1.5222 |
|
| R2 |
1.5300 |
1.5300 |
1.5213 |
|
| R1 |
1.5248 |
1.5248 |
1.5205 |
1.5227 |
| PP |
1.5205 |
1.5205 |
1.5205 |
1.5194 |
| S1 |
1.5153 |
1.5153 |
1.5187 |
1.5132 |
| S2 |
1.5110 |
1.5110 |
1.5179 |
|
| S3 |
1.5015 |
1.5058 |
1.5170 |
|
| S4 |
1.4920 |
1.4963 |
1.5144 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6080 |
1.5910 |
1.5346 |
|
| R3 |
1.5808 |
1.5638 |
1.5271 |
|
| R2 |
1.5536 |
1.5536 |
1.5246 |
|
| R1 |
1.5366 |
1.5366 |
1.5221 |
1.5315 |
| PP |
1.5264 |
1.5264 |
1.5264 |
1.5239 |
| S1 |
1.5094 |
1.5094 |
1.5171 |
1.5043 |
| S2 |
1.4992 |
1.4992 |
1.5146 |
|
| S3 |
1.4720 |
1.4822 |
1.5121 |
|
| S4 |
1.4448 |
1.4550 |
1.5046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5434 |
1.5162 |
0.0272 |
1.8% |
0.0100 |
0.7% |
13% |
False |
True |
68 |
| 10 |
1.5710 |
1.5162 |
0.0548 |
3.6% |
0.0101 |
0.7% |
6% |
False |
True |
55 |
| 20 |
1.5710 |
1.5162 |
0.0548 |
3.6% |
0.0074 |
0.5% |
6% |
False |
True |
41 |
| 40 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0045 |
0.3% |
25% |
False |
False |
24 |
| 60 |
1.5710 |
1.5021 |
0.0689 |
4.5% |
0.0039 |
0.3% |
25% |
False |
False |
17 |
| 80 |
1.5710 |
1.4897 |
0.0813 |
5.4% |
0.0033 |
0.2% |
37% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5661 |
|
2.618 |
1.5506 |
|
1.618 |
1.5411 |
|
1.000 |
1.5352 |
|
0.618 |
1.5316 |
|
HIGH |
1.5257 |
|
0.618 |
1.5221 |
|
0.500 |
1.5210 |
|
0.382 |
1.5198 |
|
LOW |
1.5162 |
|
0.618 |
1.5103 |
|
1.000 |
1.5067 |
|
1.618 |
1.5008 |
|
2.618 |
1.4913 |
|
4.250 |
1.4758 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5210 |
1.5285 |
| PP |
1.5205 |
1.5255 |
| S1 |
1.5201 |
1.5226 |
|