CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.6295 |
1.6140 |
-0.0155 |
-1.0% |
1.6177 |
High |
1.6300 |
1.6144 |
-0.0156 |
-1.0% |
1.6192 |
Low |
1.6235 |
1.6097 |
-0.0138 |
-0.9% |
1.6101 |
Close |
1.6237 |
1.6097 |
-0.0140 |
-0.9% |
1.6143 |
Range |
0.0065 |
0.0047 |
-0.0018 |
-27.7% |
0.0091 |
ATR |
0.0052 |
0.0058 |
0.0006 |
12.2% |
0.0000 |
Volume |
10 |
10 |
0 |
0.0% |
72 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6254 |
1.6222 |
1.6123 |
|
R3 |
1.6207 |
1.6175 |
1.6110 |
|
R2 |
1.6160 |
1.6160 |
1.6106 |
|
R1 |
1.6128 |
1.6128 |
1.6101 |
1.6121 |
PP |
1.6113 |
1.6113 |
1.6113 |
1.6109 |
S1 |
1.6081 |
1.6081 |
1.6093 |
1.6074 |
S2 |
1.6066 |
1.6066 |
1.6088 |
|
S3 |
1.6019 |
1.6034 |
1.6084 |
|
S4 |
1.5972 |
1.5987 |
1.6071 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6418 |
1.6372 |
1.6193 |
|
R3 |
1.6327 |
1.6281 |
1.6168 |
|
R2 |
1.6236 |
1.6236 |
1.6160 |
|
R1 |
1.6190 |
1.6190 |
1.6151 |
1.6168 |
PP |
1.6145 |
1.6145 |
1.6145 |
1.6134 |
S1 |
1.6099 |
1.6099 |
1.6135 |
1.6077 |
S2 |
1.6054 |
1.6054 |
1.6126 |
|
S3 |
1.5963 |
1.6008 |
1.6118 |
|
S4 |
1.5872 |
1.5917 |
1.6093 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6300 |
1.6097 |
0.0203 |
1.3% |
0.0056 |
0.3% |
0% |
False |
True |
18 |
10 |
1.6300 |
1.6097 |
0.0203 |
1.3% |
0.0051 |
0.3% |
0% |
False |
True |
11 |
20 |
1.6300 |
1.6027 |
0.0273 |
1.7% |
0.0037 |
0.2% |
26% |
False |
False |
10 |
40 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0019 |
0.1% |
56% |
False |
False |
6 |
60 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0013 |
0.1% |
56% |
False |
False |
4 |
80 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0010 |
0.1% |
56% |
False |
False |
9 |
100 |
1.6300 |
1.5671 |
0.0629 |
3.9% |
0.0008 |
0.1% |
68% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6344 |
2.618 |
1.6267 |
1.618 |
1.6220 |
1.000 |
1.6191 |
0.618 |
1.6173 |
HIGH |
1.6144 |
0.618 |
1.6126 |
0.500 |
1.6121 |
0.382 |
1.6115 |
LOW |
1.6097 |
0.618 |
1.6068 |
1.000 |
1.6050 |
1.618 |
1.6021 |
2.618 |
1.5974 |
4.250 |
1.5897 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6121 |
1.6199 |
PP |
1.6113 |
1.6165 |
S1 |
1.6105 |
1.6131 |
|