CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.6019 |
1.6054 |
0.0035 |
0.2% |
1.6130 |
High |
1.6019 |
1.6054 |
0.0035 |
0.2% |
1.6130 |
Low |
1.6019 |
1.6054 |
0.0035 |
0.2% |
1.5899 |
Close |
1.6019 |
1.6054 |
0.0035 |
0.2% |
1.5899 |
Range |
|
|
|
|
|
ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
25 |
271 |
246 |
984.0% |
65 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6054 |
1.6054 |
1.6054 |
|
R3 |
1.6054 |
1.6054 |
1.6054 |
|
R2 |
1.6054 |
1.6054 |
1.6054 |
|
R1 |
1.6054 |
1.6054 |
1.6054 |
1.6054 |
PP |
1.6054 |
1.6054 |
1.6054 |
1.6054 |
S1 |
1.6054 |
1.6054 |
1.6054 |
1.6054 |
S2 |
1.6054 |
1.6054 |
1.6054 |
|
S3 |
1.6054 |
1.6054 |
1.6054 |
|
S4 |
1.6054 |
1.6054 |
1.6054 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6669 |
1.6515 |
1.6026 |
|
R3 |
1.6438 |
1.6284 |
1.5963 |
|
R2 |
1.6207 |
1.6207 |
1.5941 |
|
R1 |
1.6053 |
1.6053 |
1.5920 |
1.6015 |
PP |
1.5976 |
1.5976 |
1.5976 |
1.5957 |
S1 |
1.5822 |
1.5822 |
1.5878 |
1.5784 |
S2 |
1.5745 |
1.5745 |
1.5857 |
|
S3 |
1.5514 |
1.5591 |
1.5835 |
|
S4 |
1.5283 |
1.5360 |
1.5772 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6054 |
1.5899 |
0.0155 |
1.0% |
0.0000 |
0.0% |
100% |
True |
False |
68 |
10 |
1.6174 |
1.5899 |
0.0275 |
1.7% |
0.0000 |
0.0% |
56% |
False |
False |
41 |
20 |
1.6208 |
1.5899 |
0.0309 |
1.9% |
0.0000 |
0.0% |
50% |
False |
False |
25 |
40 |
1.6208 |
1.5784 |
0.0424 |
2.6% |
0.0000 |
0.0% |
64% |
False |
False |
23 |
60 |
1.6208 |
1.5466 |
0.0742 |
4.6% |
0.0000 |
0.0% |
79% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6054 |
2.618 |
1.6054 |
1.618 |
1.6054 |
1.000 |
1.6054 |
0.618 |
1.6054 |
HIGH |
1.6054 |
0.618 |
1.6054 |
0.500 |
1.6054 |
0.382 |
1.6054 |
LOW |
1.6054 |
0.618 |
1.6054 |
1.000 |
1.6054 |
1.618 |
1.6054 |
2.618 |
1.6054 |
4.250 |
1.6054 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6054 |
1.6035 |
PP |
1.6054 |
1.6017 |
S1 |
1.6054 |
1.5998 |
|