CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.6067 |
1.6119 |
0.0052 |
0.3% |
1.5992 |
High |
1.6067 |
1.6119 |
0.0052 |
0.3% |
1.6110 |
Low |
1.6067 |
1.6119 |
0.0052 |
0.3% |
1.5931 |
Close |
1.6067 |
1.6119 |
0.0052 |
0.3% |
1.6085 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0048 |
0.0000 |
0.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6119 |
1.6119 |
1.6119 |
|
R3 |
1.6119 |
1.6119 |
1.6119 |
|
R2 |
1.6119 |
1.6119 |
1.6119 |
|
R1 |
1.6119 |
1.6119 |
1.6119 |
1.6119 |
PP |
1.6119 |
1.6119 |
1.6119 |
1.6119 |
S1 |
1.6119 |
1.6119 |
1.6119 |
1.6119 |
S2 |
1.6119 |
1.6119 |
1.6119 |
|
S3 |
1.6119 |
1.6119 |
1.6119 |
|
S4 |
1.6119 |
1.6119 |
1.6119 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6579 |
1.6511 |
1.6183 |
|
R3 |
1.6400 |
1.6332 |
1.6134 |
|
R2 |
1.6221 |
1.6221 |
1.6118 |
|
R1 |
1.6153 |
1.6153 |
1.6101 |
1.6187 |
PP |
1.6042 |
1.6042 |
1.6042 |
1.6059 |
S1 |
1.5974 |
1.5974 |
1.6069 |
1.6008 |
S2 |
1.5863 |
1.5863 |
1.6052 |
|
S3 |
1.5684 |
1.5795 |
1.6036 |
|
S4 |
1.5505 |
1.5616 |
1.5987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6119 |
1.6028 |
0.0091 |
0.6% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.6119 |
1.5931 |
0.0188 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.6172 |
1.5931 |
0.0241 |
1.5% |
0.0001 |
0.0% |
78% |
False |
False |
1 |
40 |
1.6230 |
1.5927 |
0.0303 |
1.9% |
0.0001 |
0.0% |
63% |
False |
False |
15 |
60 |
1.6230 |
1.5622 |
0.0608 |
3.8% |
0.0001 |
0.0% |
82% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6119 |
2.618 |
1.6119 |
1.618 |
1.6119 |
1.000 |
1.6119 |
0.618 |
1.6119 |
HIGH |
1.6119 |
0.618 |
1.6119 |
0.500 |
1.6119 |
0.382 |
1.6119 |
LOW |
1.6119 |
0.618 |
1.6119 |
1.000 |
1.6119 |
1.618 |
1.6119 |
2.618 |
1.6119 |
4.250 |
1.6119 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.6119 |
1.6104 |
PP |
1.6119 |
1.6089 |
S1 |
1.6119 |
1.6074 |
|