CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.5896 |
1.5908 |
0.0012 |
0.1% |
1.5866 |
High |
1.5896 |
1.5908 |
0.0012 |
0.1% |
1.5875 |
Low |
1.5896 |
1.5908 |
0.0012 |
0.1% |
1.5843 |
Close |
1.5896 |
1.5908 |
0.0012 |
0.1% |
1.5875 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0033 |
-0.0002 |
-4.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5908 |
1.5908 |
1.5908 |
|
R3 |
1.5908 |
1.5908 |
1.5908 |
|
R2 |
1.5908 |
1.5908 |
1.5908 |
|
R1 |
1.5908 |
1.5908 |
1.5908 |
1.5908 |
PP |
1.5908 |
1.5908 |
1.5908 |
1.5908 |
S1 |
1.5908 |
1.5908 |
1.5908 |
1.5908 |
S2 |
1.5908 |
1.5908 |
1.5908 |
|
S3 |
1.5908 |
1.5908 |
1.5908 |
|
S4 |
1.5908 |
1.5908 |
1.5908 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5960 |
1.5950 |
1.5893 |
|
R3 |
1.5928 |
1.5918 |
1.5884 |
|
R2 |
1.5896 |
1.5896 |
1.5881 |
|
R1 |
1.5886 |
1.5886 |
1.5878 |
1.5891 |
PP |
1.5864 |
1.5864 |
1.5864 |
1.5867 |
S1 |
1.5854 |
1.5854 |
1.5872 |
1.5859 |
S2 |
1.5832 |
1.5832 |
1.5869 |
|
S3 |
1.5800 |
1.5822 |
1.5866 |
|
S4 |
1.5768 |
1.5790 |
1.5857 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5908 |
1.5843 |
0.0065 |
0.4% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
10 |
1.5975 |
1.5843 |
0.0132 |
0.8% |
0.0000 |
0.0% |
49% |
False |
False |
1 |
20 |
1.6119 |
1.5843 |
0.0276 |
1.7% |
0.0000 |
0.0% |
24% |
False |
False |
1 |
40 |
1.6222 |
1.5843 |
0.0379 |
2.4% |
0.0000 |
0.0% |
17% |
False |
False |
2 |
60 |
1.6230 |
1.5779 |
0.0451 |
2.8% |
0.0001 |
0.0% |
29% |
False |
False |
15 |
80 |
1.6230 |
1.5500 |
0.0730 |
4.6% |
0.0001 |
0.0% |
56% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5908 |
2.618 |
1.5908 |
1.618 |
1.5908 |
1.000 |
1.5908 |
0.618 |
1.5908 |
HIGH |
1.5908 |
0.618 |
1.5908 |
0.500 |
1.5908 |
0.382 |
1.5908 |
LOW |
1.5908 |
0.618 |
1.5908 |
1.000 |
1.5908 |
1.618 |
1.5908 |
2.618 |
1.5908 |
4.250 |
1.5908 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5908 |
1.5903 |
PP |
1.5908 |
1.5897 |
S1 |
1.5908 |
1.5892 |
|