CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1.5525 |
1.5597 |
0.0072 |
0.5% |
1.5308 |
High |
1.5569 |
1.5626 |
0.0057 |
0.4% |
1.5650 |
Low |
1.5525 |
1.5552 |
0.0027 |
0.2% |
1.5288 |
Close |
1.5569 |
1.5626 |
0.0057 |
0.4% |
1.5543 |
Range |
0.0044 |
0.0074 |
0.0030 |
68.2% |
0.0362 |
ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
53 |
11 |
-42 |
-79.2% |
169 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5823 |
1.5799 |
1.5667 |
|
R3 |
1.5749 |
1.5725 |
1.5646 |
|
R2 |
1.5675 |
1.5675 |
1.5640 |
|
R1 |
1.5651 |
1.5651 |
1.5633 |
1.5663 |
PP |
1.5601 |
1.5601 |
1.5601 |
1.5608 |
S1 |
1.5577 |
1.5577 |
1.5619 |
1.5589 |
S2 |
1.5527 |
1.5527 |
1.5612 |
|
S3 |
1.5453 |
1.5503 |
1.5606 |
|
S4 |
1.5379 |
1.5429 |
1.5585 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6580 |
1.6423 |
1.5742 |
|
R3 |
1.6218 |
1.6061 |
1.5643 |
|
R2 |
1.5856 |
1.5856 |
1.5609 |
|
R1 |
1.5699 |
1.5699 |
1.5576 |
1.5778 |
PP |
1.5494 |
1.5494 |
1.5494 |
1.5533 |
S1 |
1.5337 |
1.5337 |
1.5510 |
1.5416 |
S2 |
1.5132 |
1.5132 |
1.5477 |
|
S3 |
1.4770 |
1.4975 |
1.5443 |
|
S4 |
1.4408 |
1.4613 |
1.5344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5650 |
1.5370 |
0.0280 |
1.8% |
0.0079 |
0.5% |
91% |
False |
False |
46 |
10 |
1.5650 |
1.5096 |
0.0554 |
3.5% |
0.0048 |
0.3% |
96% |
False |
False |
25 |
20 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0030 |
0.2% |
96% |
False |
False |
15 |
40 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0028 |
0.2% |
96% |
False |
False |
10 |
60 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0025 |
0.2% |
96% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5941 |
2.618 |
1.5820 |
1.618 |
1.5746 |
1.000 |
1.5700 |
0.618 |
1.5672 |
HIGH |
1.5626 |
0.618 |
1.5598 |
0.500 |
1.5589 |
0.382 |
1.5580 |
LOW |
1.5552 |
0.618 |
1.5506 |
1.000 |
1.5478 |
1.618 |
1.5432 |
2.618 |
1.5358 |
4.250 |
1.5238 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5614 |
1.5609 |
PP |
1.5601 |
1.5592 |
S1 |
1.5589 |
1.5576 |
|