CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.6089 |
1.6039 |
-0.0050 |
-0.3% |
1.6011 |
High |
1.6089 |
1.6039 |
-0.0050 |
-0.3% |
1.6029 |
Low |
1.6089 |
1.6039 |
-0.0050 |
-0.3% |
1.6008 |
Close |
1.6089 |
1.6039 |
-0.0050 |
-0.3% |
1.6014 |
Range |
|
|
|
|
|
ATR |
0.0031 |
0.0032 |
0.0001 |
4.6% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6039 |
1.6039 |
1.6039 |
|
R3 |
1.6039 |
1.6039 |
1.6039 |
|
R2 |
1.6039 |
1.6039 |
1.6039 |
|
R1 |
1.6039 |
1.6039 |
1.6039 |
1.6039 |
PP |
1.6039 |
1.6039 |
1.6039 |
1.6039 |
S1 |
1.6039 |
1.6039 |
1.6039 |
1.6039 |
S2 |
1.6039 |
1.6039 |
1.6039 |
|
S3 |
1.6039 |
1.6039 |
1.6039 |
|
S4 |
1.6039 |
1.6039 |
1.6039 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6080 |
1.6068 |
1.6026 |
|
R3 |
1.6059 |
1.6047 |
1.6020 |
|
R2 |
1.6038 |
1.6038 |
1.6018 |
|
R1 |
1.6026 |
1.6026 |
1.6016 |
1.6032 |
PP |
1.6017 |
1.6017 |
1.6017 |
1.6020 |
S1 |
1.6005 |
1.6005 |
1.6012 |
1.6011 |
S2 |
1.5996 |
1.5996 |
1.6010 |
|
S3 |
1.5975 |
1.5984 |
1.6008 |
|
S4 |
1.5954 |
1.5963 |
1.6002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6097 |
1.6014 |
0.0083 |
0.5% |
0.0005 |
0.0% |
30% |
False |
False |
2 |
10 |
1.6097 |
1.6008 |
0.0089 |
0.6% |
0.0003 |
0.0% |
35% |
False |
False |
2 |
20 |
1.6097 |
1.5843 |
0.0254 |
1.6% |
0.0001 |
0.0% |
77% |
False |
False |
2 |
40 |
1.6137 |
1.5843 |
0.0294 |
1.8% |
0.0001 |
0.0% |
67% |
False |
False |
1 |
60 |
1.6230 |
1.5843 |
0.0387 |
2.4% |
0.0001 |
0.0% |
51% |
False |
False |
7 |
80 |
1.6230 |
1.5675 |
0.0555 |
3.5% |
0.0001 |
0.0% |
66% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6039 |
2.618 |
1.6039 |
1.618 |
1.6039 |
1.000 |
1.6039 |
0.618 |
1.6039 |
HIGH |
1.6039 |
0.618 |
1.6039 |
0.500 |
1.6039 |
0.382 |
1.6039 |
LOW |
1.6039 |
0.618 |
1.6039 |
1.000 |
1.6039 |
1.618 |
1.6039 |
2.618 |
1.6039 |
4.250 |
1.6039 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.6039 |
1.6068 |
PP |
1.6039 |
1.6058 |
S1 |
1.6039 |
1.6049 |
|