CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.5783 |
1.5688 |
-0.0095 |
-0.6% |
1.5828 |
High |
1.5783 |
1.5688 |
-0.0095 |
-0.6% |
1.5828 |
Low |
1.5783 |
1.5680 |
-0.0103 |
-0.7% |
1.5775 |
Close |
1.5783 |
1.5680 |
-0.0103 |
-0.7% |
1.5783 |
Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0053 |
ATR |
0.0043 |
0.0048 |
0.0004 |
9.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5707 |
1.5701 |
1.5684 |
|
R3 |
1.5699 |
1.5693 |
1.5682 |
|
R2 |
1.5691 |
1.5691 |
1.5681 |
|
R1 |
1.5685 |
1.5685 |
1.5681 |
1.5684 |
PP |
1.5683 |
1.5683 |
1.5683 |
1.5682 |
S1 |
1.5677 |
1.5677 |
1.5679 |
1.5676 |
S2 |
1.5675 |
1.5675 |
1.5679 |
|
S3 |
1.5667 |
1.5669 |
1.5678 |
|
S4 |
1.5659 |
1.5661 |
1.5676 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5954 |
1.5922 |
1.5812 |
|
R3 |
1.5901 |
1.5869 |
1.5798 |
|
R2 |
1.5848 |
1.5848 |
1.5793 |
|
R1 |
1.5816 |
1.5816 |
1.5788 |
1.5806 |
PP |
1.5795 |
1.5795 |
1.5795 |
1.5790 |
S1 |
1.5763 |
1.5763 |
1.5778 |
1.5753 |
S2 |
1.5742 |
1.5742 |
1.5773 |
|
S3 |
1.5689 |
1.5710 |
1.5768 |
|
S4 |
1.5636 |
1.5657 |
1.5754 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5828 |
1.5680 |
0.0148 |
0.9% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
10 |
1.6070 |
1.5680 |
0.0390 |
2.5% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
20 |
1.6231 |
1.5680 |
0.0551 |
3.5% |
0.0003 |
0.0% |
0% |
False |
True |
1 |
40 |
1.6269 |
1.5680 |
0.0589 |
3.8% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
60 |
1.6269 |
1.5680 |
0.0589 |
3.8% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5722 |
2.618 |
1.5709 |
1.618 |
1.5701 |
1.000 |
1.5696 |
0.618 |
1.5693 |
HIGH |
1.5688 |
0.618 |
1.5685 |
0.500 |
1.5684 |
0.382 |
1.5683 |
LOW |
1.5680 |
0.618 |
1.5675 |
1.000 |
1.5672 |
1.618 |
1.5667 |
2.618 |
1.5659 |
4.250 |
1.5646 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5684 |
1.5732 |
PP |
1.5683 |
1.5714 |
S1 |
1.5681 |
1.5697 |
|