CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.5931 |
1.6025 |
0.0094 |
0.6% |
1.6061 |
High |
1.5931 |
1.6027 |
0.0096 |
0.6% |
1.6137 |
Low |
1.5931 |
1.6025 |
0.0094 |
0.6% |
1.5999 |
Close |
1.5931 |
1.6027 |
0.0096 |
0.6% |
1.5999 |
Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0138 |
ATR |
0.0042 |
0.0046 |
0.0004 |
9.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6032 |
1.6032 |
1.6028 |
|
R3 |
1.6030 |
1.6030 |
1.6028 |
|
R2 |
1.6028 |
1.6028 |
1.6027 |
|
R1 |
1.6028 |
1.6028 |
1.6027 |
1.6028 |
PP |
1.6026 |
1.6026 |
1.6026 |
1.6027 |
S1 |
1.6026 |
1.6026 |
1.6027 |
1.6026 |
S2 |
1.6024 |
1.6024 |
1.6027 |
|
S3 |
1.6022 |
1.6024 |
1.6026 |
|
S4 |
1.6020 |
1.6022 |
1.6026 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6459 |
1.6367 |
1.6075 |
|
R3 |
1.6321 |
1.6229 |
1.6037 |
|
R2 |
1.6183 |
1.6183 |
1.6024 |
|
R1 |
1.6091 |
1.6091 |
1.6012 |
1.6068 |
PP |
1.6045 |
1.6045 |
1.6045 |
1.6034 |
S1 |
1.5953 |
1.5953 |
1.5986 |
1.5930 |
S2 |
1.5907 |
1.5907 |
1.5974 |
|
S3 |
1.5769 |
1.5815 |
1.5961 |
|
S4 |
1.5631 |
1.5677 |
1.5923 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6047 |
1.5931 |
0.0116 |
0.7% |
0.0000 |
0.0% |
83% |
False |
False |
1 |
10 |
1.6137 |
1.5931 |
0.0206 |
1.3% |
0.0001 |
0.0% |
47% |
False |
False |
1 |
20 |
1.6222 |
1.5931 |
0.0291 |
1.8% |
0.0001 |
0.0% |
33% |
False |
False |
2 |
40 |
1.6230 |
1.5779 |
0.0451 |
2.8% |
0.0001 |
0.0% |
55% |
False |
False |
21 |
60 |
1.6230 |
1.5500 |
0.0730 |
4.6% |
0.0001 |
0.0% |
72% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6036 |
2.618 |
1.6032 |
1.618 |
1.6030 |
1.000 |
1.6029 |
0.618 |
1.6028 |
HIGH |
1.6027 |
0.618 |
1.6026 |
0.500 |
1.6026 |
0.382 |
1.6026 |
LOW |
1.6025 |
0.618 |
1.6024 |
1.000 |
1.6023 |
1.618 |
1.6022 |
2.618 |
1.6020 |
4.250 |
1.6017 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.6027 |
1.6011 |
PP |
1.6026 |
1.5995 |
S1 |
1.6026 |
1.5979 |
|