CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.5148 |
1.5148 |
0.0000 |
0.0% |
1.5048 |
High |
1.5203 |
1.5164 |
-0.0039 |
-0.3% |
1.5203 |
Low |
1.5148 |
1.5148 |
0.0000 |
0.0% |
1.5048 |
Close |
1.5203 |
1.5164 |
-0.0039 |
-0.3% |
1.5164 |
Range |
0.0055 |
0.0016 |
-0.0039 |
-70.9% |
0.0155 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
8 |
1 |
-7 |
-87.5% |
39 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5207 |
1.5201 |
1.5173 |
|
R3 |
1.5191 |
1.5185 |
1.5168 |
|
R2 |
1.5175 |
1.5175 |
1.5167 |
|
R1 |
1.5169 |
1.5169 |
1.5165 |
1.5172 |
PP |
1.5159 |
1.5159 |
1.5159 |
1.5160 |
S1 |
1.5153 |
1.5153 |
1.5163 |
1.5156 |
S2 |
1.5143 |
1.5143 |
1.5161 |
|
S3 |
1.5127 |
1.5137 |
1.5160 |
|
S4 |
1.5111 |
1.5121 |
1.5155 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5603 |
1.5539 |
1.5249 |
|
R3 |
1.5448 |
1.5384 |
1.5207 |
|
R2 |
1.5293 |
1.5293 |
1.5192 |
|
R1 |
1.5229 |
1.5229 |
1.5178 |
1.5261 |
PP |
1.5138 |
1.5138 |
1.5138 |
1.5155 |
S1 |
1.5074 |
1.5074 |
1.5150 |
1.5106 |
S2 |
1.4983 |
1.4983 |
1.5136 |
|
S3 |
1.4828 |
1.4919 |
1.5121 |
|
S4 |
1.4673 |
1.4764 |
1.5079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5203 |
1.5048 |
0.0155 |
1.0% |
0.0020 |
0.1% |
75% |
False |
False |
8 |
10 |
1.5253 |
1.5021 |
0.0232 |
1.5% |
0.0020 |
0.1% |
62% |
False |
False |
6 |
20 |
1.5548 |
1.5021 |
0.0527 |
3.5% |
0.0016 |
0.1% |
27% |
False |
False |
7 |
40 |
1.5574 |
1.5021 |
0.0553 |
3.6% |
0.0022 |
0.1% |
26% |
False |
False |
4 |
60 |
1.5574 |
1.4897 |
0.0677 |
4.5% |
0.0020 |
0.1% |
39% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5232 |
2.618 |
1.5206 |
1.618 |
1.5190 |
1.000 |
1.5180 |
0.618 |
1.5174 |
HIGH |
1.5164 |
0.618 |
1.5158 |
0.500 |
1.5156 |
0.382 |
1.5154 |
LOW |
1.5148 |
0.618 |
1.5138 |
1.000 |
1.5132 |
1.618 |
1.5122 |
2.618 |
1.5106 |
4.250 |
1.5080 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5161 |
1.5159 |
PP |
1.5159 |
1.5154 |
S1 |
1.5156 |
1.5150 |
|