CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.5941 |
1.6038 |
0.0097 |
0.6% |
1.5896 |
High |
1.5941 |
1.6038 |
0.0097 |
0.6% |
1.6038 |
Low |
1.5941 |
1.6038 |
0.0097 |
0.6% |
1.5896 |
Close |
1.5941 |
1.6038 |
0.0097 |
0.6% |
1.6038 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0038 |
0.0005 |
13.8% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6038 |
1.6038 |
1.6038 |
|
R3 |
1.6038 |
1.6038 |
1.6038 |
|
R2 |
1.6038 |
1.6038 |
1.6038 |
|
R1 |
1.6038 |
1.6038 |
1.6038 |
1.6038 |
PP |
1.6038 |
1.6038 |
1.6038 |
1.6038 |
S1 |
1.6038 |
1.6038 |
1.6038 |
1.6038 |
S2 |
1.6038 |
1.6038 |
1.6038 |
|
S3 |
1.6038 |
1.6038 |
1.6038 |
|
S4 |
1.6038 |
1.6038 |
1.6038 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6417 |
1.6369 |
1.6116 |
|
R3 |
1.6275 |
1.6227 |
1.6077 |
|
R2 |
1.6133 |
1.6133 |
1.6064 |
|
R1 |
1.6085 |
1.6085 |
1.6051 |
1.6109 |
PP |
1.5991 |
1.5991 |
1.5991 |
1.6003 |
S1 |
1.5943 |
1.5943 |
1.6025 |
1.5967 |
S2 |
1.5849 |
1.5849 |
1.6012 |
|
S3 |
1.5707 |
1.5801 |
1.5999 |
|
S4 |
1.5565 |
1.5659 |
1.5960 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6038 |
1.5875 |
0.0163 |
1.0% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
10 |
1.6038 |
1.5843 |
0.0195 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
20 |
1.6119 |
1.5843 |
0.0276 |
1.7% |
0.0000 |
0.0% |
71% |
False |
False |
1 |
40 |
1.6172 |
1.5843 |
0.0329 |
2.1% |
0.0000 |
0.0% |
59% |
False |
False |
2 |
60 |
1.6230 |
1.5779 |
0.0451 |
2.8% |
0.0001 |
0.0% |
57% |
False |
False |
13 |
80 |
1.6230 |
1.5500 |
0.0730 |
4.6% |
0.0001 |
0.0% |
74% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6038 |
2.618 |
1.6038 |
1.618 |
1.6038 |
1.000 |
1.6038 |
0.618 |
1.6038 |
HIGH |
1.6038 |
0.618 |
1.6038 |
0.500 |
1.6038 |
0.382 |
1.6038 |
LOW |
1.6038 |
0.618 |
1.6038 |
1.000 |
1.6038 |
1.618 |
1.6038 |
2.618 |
1.6038 |
4.250 |
1.6038 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.6038 |
1.6016 |
PP |
1.6038 |
1.5995 |
S1 |
1.6038 |
1.5973 |
|