CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.5775 |
1.5840 |
0.0065 |
0.4% |
1.5828 |
High |
1.5775 |
1.5840 |
0.0065 |
0.4% |
1.5828 |
Low |
1.5775 |
1.5840 |
0.0065 |
0.4% |
1.5775 |
Close |
1.5775 |
1.5840 |
0.0065 |
0.4% |
1.5783 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0049 |
0.0001 |
2.6% |
0.0000 |
Volume |
25 |
25 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5840 |
1.5840 |
1.5840 |
|
R3 |
1.5840 |
1.5840 |
1.5840 |
|
R2 |
1.5840 |
1.5840 |
1.5840 |
|
R1 |
1.5840 |
1.5840 |
1.5840 |
1.5840 |
PP |
1.5840 |
1.5840 |
1.5840 |
1.5840 |
S1 |
1.5840 |
1.5840 |
1.5840 |
1.5840 |
S2 |
1.5840 |
1.5840 |
1.5840 |
|
S3 |
1.5840 |
1.5840 |
1.5840 |
|
S4 |
1.5840 |
1.5840 |
1.5840 |
|
|
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 |
1.5840 |
1.5680 |
0.0160 |
1.0% |
0.0011 |
0.1% |
100% |
True |
False |
15 |
10 |
1.5992 |
1.5680 |
0.0312 |
2.0% |
0.0005 |
0.0% |
51% |
False |
False |
8 |
20 |
1.6137 |
1.5680 |
0.0457 |
2.9% |
0.0005 |
0.0% |
35% |
False |
False |
4 |
40 |
1.6269 |
1.5680 |
0.0589 |
3.7% |
0.0003 |
0.0% |
27% |
False |
False |
2 |
60 |
1.6269 |
1.5680 |
0.0589 |
3.7% |
0.0002 |
0.0% |
27% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5840 |
2.618 |
1.5840 |
1.618 |
1.5840 |
1.000 |
1.5840 |
0.618 |
1.5840 |
HIGH |
1.5840 |
0.618 |
1.5840 |
0.500 |
1.5840 |
0.382 |
1.5840 |
LOW |
1.5840 |
0.618 |
1.5840 |
1.000 |
1.5840 |
1.618 |
1.5840 |
2.618 |
1.5840 |
4.250 |
1.5840 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5840 |
1.5816 |
PP |
1.5840 |
1.5792 |
S1 |
1.5840 |
1.5769 |
|