CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.6041 |
1.5989 |
-0.0052 |
-0.3% |
1.6090 |
High |
1.6041 |
1.5989 |
-0.0052 |
-0.3% |
1.6137 |
Low |
1.6041 |
1.5989 |
-0.0052 |
-0.3% |
1.6001 |
Close |
1.6041 |
1.5989 |
-0.0052 |
-0.3% |
1.6106 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0047 |
0.0000 |
0.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5989 |
1.5989 |
1.5989 |
|
R3 |
1.5989 |
1.5989 |
1.5989 |
|
R2 |
1.5989 |
1.5989 |
1.5989 |
|
R1 |
1.5989 |
1.5989 |
1.5989 |
1.5989 |
PP |
1.5989 |
1.5989 |
1.5989 |
1.5989 |
S1 |
1.5989 |
1.5989 |
1.5989 |
1.5989 |
S2 |
1.5989 |
1.5989 |
1.5989 |
|
S3 |
1.5989 |
1.5989 |
1.5989 |
|
S4 |
1.5989 |
1.5989 |
1.5989 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6489 |
1.6434 |
1.6181 |
|
R3 |
1.6353 |
1.6298 |
1.6143 |
|
R2 |
1.6217 |
1.6217 |
1.6131 |
|
R1 |
1.6162 |
1.6162 |
1.6118 |
1.6190 |
PP |
1.6081 |
1.6081 |
1.6081 |
1.6095 |
S1 |
1.6026 |
1.6026 |
1.6094 |
1.6054 |
S2 |
1.5945 |
1.5945 |
1.6081 |
|
S3 |
1.5809 |
1.5890 |
1.6069 |
|
S4 |
1.5673 |
1.5754 |
1.6031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6137 |
1.5989 |
0.0148 |
0.9% |
0.0010 |
0.1% |
0% |
False |
True |
1 |
10 |
1.6137 |
1.5989 |
0.0148 |
0.9% |
0.0005 |
0.0% |
0% |
False |
True |
1 |
20 |
1.6269 |
1.5989 |
0.0280 |
1.8% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
40 |
1.6269 |
1.5894 |
0.0375 |
2.3% |
0.0001 |
0.0% |
25% |
False |
False |
1 |
60 |
1.6269 |
1.5841 |
0.0428 |
2.7% |
0.0001 |
0.0% |
35% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5989 |
2.618 |
1.5989 |
1.618 |
1.5989 |
1.000 |
1.5989 |
0.618 |
1.5989 |
HIGH |
1.5989 |
0.618 |
1.5989 |
0.500 |
1.5989 |
0.382 |
1.5989 |
LOW |
1.5989 |
0.618 |
1.5989 |
1.000 |
1.5989 |
1.618 |
1.5989 |
2.618 |
1.5989 |
4.250 |
1.5989 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5989 |
1.6030 |
PP |
1.5989 |
1.6016 |
S1 |
1.5989 |
1.6003 |
|