CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1.5673 |
1.5686 |
0.0013 |
0.1% |
1.5525 |
High |
1.5700 |
1.5686 |
-0.0014 |
-0.1% |
1.5700 |
Low |
1.5640 |
1.5686 |
0.0046 |
0.3% |
1.5525 |
Close |
1.5681 |
1.5686 |
0.0005 |
0.0% |
1.5686 |
Range |
0.0060 |
0.0000 |
-0.0060 |
-100.0% |
0.0175 |
ATR |
0.0078 |
0.0073 |
-0.0005 |
-6.7% |
0.0000 |
Volume |
29 |
15 |
-14 |
-48.3% |
111 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5686 |
1.5686 |
1.5686 |
|
R3 |
1.5686 |
1.5686 |
1.5686 |
|
R2 |
1.5686 |
1.5686 |
1.5686 |
|
R1 |
1.5686 |
1.5686 |
1.5686 |
1.5686 |
PP |
1.5686 |
1.5686 |
1.5686 |
1.5686 |
S1 |
1.5686 |
1.5686 |
1.5686 |
1.5686 |
S2 |
1.5686 |
1.5686 |
1.5686 |
|
S3 |
1.5686 |
1.5686 |
1.5686 |
|
S4 |
1.5686 |
1.5686 |
1.5686 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6162 |
1.6099 |
1.5782 |
|
R3 |
1.5987 |
1.5924 |
1.5734 |
|
R2 |
1.5812 |
1.5812 |
1.5718 |
|
R1 |
1.5749 |
1.5749 |
1.5702 |
1.5781 |
PP |
1.5637 |
1.5637 |
1.5637 |
1.5653 |
S1 |
1.5574 |
1.5574 |
1.5670 |
1.5606 |
S2 |
1.5462 |
1.5462 |
1.5654 |
|
S3 |
1.5287 |
1.5399 |
1.5638 |
|
S4 |
1.5112 |
1.5224 |
1.5590 |
|
|
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% |
0.0040 |
0.3% |
92% |
False |
False |
22 |
10 |
1.5700 |
1.5288 |
0.0412 |
2.6% |
0.0048 |
0.3% |
97% |
False |
False |
28 |
20 |
1.5700 |
1.5021 |
0.0679 |
4.3% |
0.0034 |
0.2% |
98% |
False |
False |
17 |
40 |
1.5700 |
1.5021 |
0.0679 |
4.3% |
0.0028 |
0.2% |
98% |
False |
False |
11 |
60 |
1.5700 |
1.5021 |
0.0679 |
4.3% |
0.0026 |
0.2% |
98% |
False |
False |
8 |
80 |
1.5700 |
1.4897 |
0.0803 |
5.1% |
0.0022 |
0.1% |
98% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5686 |
2.618 |
1.5686 |
1.618 |
1.5686 |
1.000 |
1.5686 |
0.618 |
1.5686 |
HIGH |
1.5686 |
0.618 |
1.5686 |
0.500 |
1.5686 |
0.382 |
1.5686 |
LOW |
1.5686 |
0.618 |
1.5686 |
1.000 |
1.5686 |
1.618 |
1.5686 |
2.618 |
1.5686 |
4.250 |
1.5686 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5686 |
1.5681 |
PP |
1.5686 |
1.5675 |
S1 |
1.5686 |
1.5670 |
|