CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.6077 |
1.6096 |
0.0019 |
0.1% |
1.6170 |
High |
1.6077 |
1.6096 |
0.0019 |
0.1% |
1.6300 |
Low |
1.6009 |
1.6096 |
0.0087 |
0.5% |
1.6009 |
Close |
1.6053 |
1.6096 |
0.0043 |
0.3% |
1.6053 |
Range |
0.0068 |
0.0000 |
-0.0068 |
-100.0% |
0.0291 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
6 |
27 |
21 |
350.0% |
38 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6096 |
1.6096 |
1.6096 |
|
R3 |
1.6096 |
1.6096 |
1.6096 |
|
R2 |
1.6096 |
1.6096 |
1.6096 |
|
R1 |
1.6096 |
1.6096 |
1.6096 |
1.6096 |
PP |
1.6096 |
1.6096 |
1.6096 |
1.6096 |
S1 |
1.6096 |
1.6096 |
1.6096 |
1.6096 |
S2 |
1.6096 |
1.6096 |
1.6096 |
|
S3 |
1.6096 |
1.6096 |
1.6096 |
|
S4 |
1.6096 |
1.6096 |
1.6096 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6994 |
1.6814 |
1.6213 |
|
R3 |
1.6703 |
1.6523 |
1.6133 |
|
R2 |
1.6412 |
1.6412 |
1.6106 |
|
R1 |
1.6232 |
1.6232 |
1.6080 |
1.6177 |
PP |
1.6121 |
1.6121 |
1.6121 |
1.6093 |
S1 |
1.5941 |
1.5941 |
1.6026 |
1.5886 |
S2 |
1.5830 |
1.5830 |
1.6000 |
|
S3 |
1.5539 |
1.5650 |
1.5973 |
|
S4 |
1.5248 |
1.5359 |
1.5893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6300 |
1.6009 |
0.0291 |
1.8% |
0.0050 |
0.3% |
30% |
False |
False |
13 |
10 |
1.6300 |
1.6009 |
0.0291 |
1.8% |
0.0054 |
0.3% |
30% |
False |
False |
13 |
20 |
1.6300 |
1.6009 |
0.0291 |
1.8% |
0.0041 |
0.3% |
30% |
False |
False |
11 |
40 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0021 |
0.1% |
55% |
False |
False |
6 |
60 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0014 |
0.1% |
55% |
False |
False |
5 |
80 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0011 |
0.1% |
55% |
False |
False |
8 |
100 |
1.6300 |
1.5675 |
0.0625 |
3.9% |
0.0009 |
0.1% |
67% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6096 |
2.618 |
1.6096 |
1.618 |
1.6096 |
1.000 |
1.6096 |
0.618 |
1.6096 |
HIGH |
1.6096 |
0.618 |
1.6096 |
0.500 |
1.6096 |
0.382 |
1.6096 |
LOW |
1.6096 |
0.618 |
1.6096 |
1.000 |
1.6096 |
1.618 |
1.6096 |
2.618 |
1.6096 |
4.250 |
1.6096 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6096 |
1.6090 |
PP |
1.6096 |
1.6083 |
S1 |
1.6096 |
1.6077 |
|