CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1.5650 |
1.5673 |
0.0023 |
0.1% |
1.5308 |
High |
1.5670 |
1.5700 |
0.0030 |
0.2% |
1.5650 |
Low |
1.5650 |
1.5640 |
-0.0010 |
-0.1% |
1.5288 |
Close |
1.5661 |
1.5681 |
0.0020 |
0.1% |
1.5543 |
Range |
0.0020 |
0.0060 |
0.0040 |
200.0% |
0.0362 |
ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
3 |
29 |
26 |
866.7% |
169 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5854 |
1.5827 |
1.5714 |
|
R3 |
1.5794 |
1.5767 |
1.5698 |
|
R2 |
1.5734 |
1.5734 |
1.5692 |
|
R1 |
1.5707 |
1.5707 |
1.5687 |
1.5721 |
PP |
1.5674 |
1.5674 |
1.5674 |
1.5680 |
S1 |
1.5647 |
1.5647 |
1.5676 |
1.5661 |
S2 |
1.5614 |
1.5614 |
1.5670 |
|
S3 |
1.5554 |
1.5587 |
1.5665 |
|
S4 |
1.5494 |
1.5527 |
1.5648 |
|
|
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 |
1.5700 |
1.5525 |
0.0175 |
1.1% |
0.0050 |
0.3% |
89% |
True |
False |
47 |
10 |
1.5700 |
1.5148 |
0.0552 |
3.5% |
0.0049 |
0.3% |
97% |
True |
False |
26 |
20 |
1.5700 |
1.5021 |
0.0679 |
4.3% |
0.0034 |
0.2% |
97% |
True |
False |
16 |
40 |
1.5700 |
1.5021 |
0.0679 |
4.3% |
0.0028 |
0.2% |
97% |
True |
False |
11 |
60 |
1.5700 |
1.5021 |
0.0679 |
4.3% |
0.0026 |
0.2% |
97% |
True |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5955 |
2.618 |
1.5857 |
1.618 |
1.5797 |
1.000 |
1.5760 |
0.618 |
1.5737 |
HIGH |
1.5700 |
0.618 |
1.5677 |
0.500 |
1.5670 |
0.382 |
1.5663 |
LOW |
1.5640 |
0.618 |
1.5603 |
1.000 |
1.5580 |
1.618 |
1.5543 |
2.618 |
1.5483 |
4.250 |
1.5385 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5677 |
1.5663 |
PP |
1.5674 |
1.5644 |
S1 |
1.5670 |
1.5626 |
|