CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.5766 |
1.5689 |
-0.0077 |
-0.5% |
1.5836 |
High |
1.5766 |
1.5760 |
-0.0006 |
0.0% |
1.5866 |
Low |
1.5676 |
1.5689 |
0.0013 |
0.1% |
1.5750 |
Close |
1.5686 |
1.5747 |
0.0061 |
0.4% |
1.5789 |
Range |
0.0090 |
0.0071 |
-0.0019 |
-21.1% |
0.0116 |
ATR |
0.0070 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
Volume |
22 |
30 |
8 |
36.4% |
136 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5945 |
1.5917 |
1.5786 |
|
R3 |
1.5874 |
1.5846 |
1.5767 |
|
R2 |
1.5803 |
1.5803 |
1.5760 |
|
R1 |
1.5775 |
1.5775 |
1.5754 |
1.5789 |
PP |
1.5732 |
1.5732 |
1.5732 |
1.5739 |
S1 |
1.5704 |
1.5704 |
1.5740 |
1.5718 |
S2 |
1.5661 |
1.5661 |
1.5734 |
|
S3 |
1.5590 |
1.5633 |
1.5727 |
|
S4 |
1.5519 |
1.5562 |
1.5708 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6150 |
1.6085 |
1.5853 |
|
R3 |
1.6034 |
1.5969 |
1.5821 |
|
R2 |
1.5918 |
1.5918 |
1.5810 |
|
R1 |
1.5853 |
1.5853 |
1.5800 |
1.5828 |
PP |
1.5802 |
1.5802 |
1.5802 |
1.5789 |
S1 |
1.5737 |
1.5737 |
1.5778 |
1.5712 |
S2 |
1.5686 |
1.5686 |
1.5768 |
|
S3 |
1.5570 |
1.5621 |
1.5757 |
|
S4 |
1.5454 |
1.5505 |
1.5725 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5854 |
1.5676 |
0.0178 |
1.1% |
0.0067 |
0.4% |
40% |
False |
False |
31 |
10 |
1.6080 |
1.5676 |
0.0404 |
2.6% |
0.0068 |
0.4% |
18% |
False |
False |
40 |
20 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0061 |
0.4% |
11% |
False |
False |
31 |
40 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0045 |
0.3% |
11% |
False |
False |
20 |
60 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0030 |
0.2% |
11% |
False |
False |
14 |
80 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0023 |
0.1% |
11% |
False |
False |
11 |
100 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0018 |
0.1% |
11% |
False |
False |
14 |
120 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0015 |
0.1% |
18% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6062 |
2.618 |
1.5946 |
1.618 |
1.5875 |
1.000 |
1.5831 |
0.618 |
1.5804 |
HIGH |
1.5760 |
0.618 |
1.5733 |
0.500 |
1.5725 |
0.382 |
1.5716 |
LOW |
1.5689 |
0.618 |
1.5645 |
1.000 |
1.5618 |
1.618 |
1.5574 |
2.618 |
1.5503 |
4.250 |
1.5387 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5740 |
1.5745 |
PP |
1.5732 |
1.5743 |
S1 |
1.5725 |
1.5742 |
|