CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.5960 |
1.5985 |
0.0025 |
0.2% |
1.6028 |
High |
1.5960 |
1.5985 |
0.0025 |
0.2% |
1.6119 |
Low |
1.5960 |
1.5985 |
0.0025 |
0.2% |
1.6010 |
Close |
1.5960 |
1.5985 |
0.0025 |
0.2% |
1.6010 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5985 |
1.5985 |
1.5985 |
|
R3 |
1.5985 |
1.5985 |
1.5985 |
|
R2 |
1.5985 |
1.5985 |
1.5985 |
|
R1 |
1.5985 |
1.5985 |
1.5985 |
1.5985 |
PP |
1.5985 |
1.5985 |
1.5985 |
1.5985 |
S1 |
1.5985 |
1.5985 |
1.5985 |
1.5985 |
S2 |
1.5985 |
1.5985 |
1.5985 |
|
S3 |
1.5985 |
1.5985 |
1.5985 |
|
S4 |
1.5985 |
1.5985 |
1.5985 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6373 |
1.6301 |
1.6070 |
|
R3 |
1.6264 |
1.6192 |
1.6040 |
|
R2 |
1.6155 |
1.6155 |
1.6030 |
|
R1 |
1.6083 |
1.6083 |
1.6020 |
1.6065 |
PP |
1.6046 |
1.6046 |
1.6046 |
1.6037 |
S1 |
1.5974 |
1.5974 |
1.6000 |
1.5956 |
S2 |
1.5937 |
1.5937 |
1.5990 |
|
S3 |
1.5828 |
1.5865 |
1.5980 |
|
S4 |
1.5719 |
1.5756 |
1.5950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6119 |
1.5960 |
0.0159 |
1.0% |
0.0001 |
0.0% |
16% |
False |
False |
1 |
10 |
1.6119 |
1.5960 |
0.0159 |
1.0% |
0.0001 |
0.0% |
16% |
False |
False |
1 |
20 |
1.6137 |
1.5931 |
0.0206 |
1.3% |
0.0001 |
0.0% |
26% |
False |
False |
1 |
40 |
1.6230 |
1.5931 |
0.0299 |
1.9% |
0.0001 |
0.0% |
18% |
False |
False |
11 |
60 |
1.6230 |
1.5675 |
0.0555 |
3.5% |
0.0001 |
0.0% |
56% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5985 |
2.618 |
1.5985 |
1.618 |
1.5985 |
1.000 |
1.5985 |
0.618 |
1.5985 |
HIGH |
1.5985 |
0.618 |
1.5985 |
0.500 |
1.5985 |
0.382 |
1.5985 |
LOW |
1.5985 |
0.618 |
1.5985 |
1.000 |
1.5985 |
1.618 |
1.5985 |
2.618 |
1.5985 |
4.250 |
1.5985 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5985 |
1.5989 |
PP |
1.5985 |
1.5987 |
S1 |
1.5985 |
1.5986 |
|