CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.5836 |
1.5820 |
-0.0016 |
-0.1% |
1.6103 |
High |
1.5866 |
1.5854 |
-0.0012 |
-0.1% |
1.6103 |
Low |
1.5800 |
1.5820 |
0.0020 |
0.1% |
1.5842 |
Close |
1.5835 |
1.5830 |
-0.0005 |
0.0% |
1.5853 |
Range |
0.0066 |
0.0034 |
-0.0032 |
-48.5% |
0.0261 |
ATR |
0.0069 |
0.0067 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
32 |
56 |
24 |
75.0% |
285 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5937 |
1.5917 |
1.5849 |
|
R3 |
1.5903 |
1.5883 |
1.5839 |
|
R2 |
1.5869 |
1.5869 |
1.5836 |
|
R1 |
1.5849 |
1.5849 |
1.5833 |
1.5859 |
PP |
1.5835 |
1.5835 |
1.5835 |
1.5840 |
S1 |
1.5815 |
1.5815 |
1.5827 |
1.5825 |
S2 |
1.5801 |
1.5801 |
1.5824 |
|
S3 |
1.5767 |
1.5781 |
1.5821 |
|
S4 |
1.5733 |
1.5747 |
1.5811 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6716 |
1.6545 |
1.5997 |
|
R3 |
1.6455 |
1.6284 |
1.5925 |
|
R2 |
1.6194 |
1.6194 |
1.5901 |
|
R1 |
1.6023 |
1.6023 |
1.5877 |
1.5978 |
PP |
1.5933 |
1.5933 |
1.5933 |
1.5910 |
S1 |
1.5762 |
1.5762 |
1.5829 |
1.5717 |
S2 |
1.5672 |
1.5672 |
1.5805 |
|
S3 |
1.5411 |
1.5501 |
1.5781 |
|
S4 |
1.5150 |
1.5240 |
1.5709 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6022 |
1.5800 |
0.0222 |
1.4% |
0.0066 |
0.4% |
14% |
False |
False |
60 |
10 |
1.6160 |
1.5800 |
0.0360 |
2.3% |
0.0066 |
0.4% |
8% |
False |
False |
44 |
20 |
1.6300 |
1.5800 |
0.0500 |
3.2% |
0.0056 |
0.4% |
6% |
False |
False |
30 |
40 |
1.6300 |
1.5800 |
0.0500 |
3.2% |
0.0037 |
0.2% |
6% |
False |
False |
18 |
60 |
1.6300 |
1.5800 |
0.0500 |
3.2% |
0.0025 |
0.2% |
6% |
False |
False |
12 |
80 |
1.6300 |
1.5800 |
0.0500 |
3.2% |
0.0019 |
0.1% |
6% |
False |
False |
10 |
100 |
1.6300 |
1.5779 |
0.0521 |
3.3% |
0.0015 |
0.1% |
10% |
False |
False |
15 |
120 |
1.6300 |
1.5500 |
0.0800 |
5.1% |
0.0013 |
0.1% |
41% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5999 |
2.618 |
1.5943 |
1.618 |
1.5909 |
1.000 |
1.5888 |
0.618 |
1.5875 |
HIGH |
1.5854 |
0.618 |
1.5841 |
0.500 |
1.5837 |
0.382 |
1.5833 |
LOW |
1.5820 |
0.618 |
1.5799 |
1.000 |
1.5786 |
1.618 |
1.5765 |
2.618 |
1.5731 |
4.250 |
1.5676 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5837 |
1.5886 |
PP |
1.5835 |
1.5867 |
S1 |
1.5832 |
1.5849 |
|