CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.5950 |
1.5888 |
-0.0062 |
-0.4% |
1.5942 |
High |
1.5950 |
1.5888 |
-0.0062 |
-0.4% |
1.6060 |
Low |
1.5950 |
1.5864 |
-0.0086 |
-0.5% |
1.5942 |
Close |
1.5950 |
1.5864 |
-0.0086 |
-0.5% |
1.5973 |
Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0118 |
ATR |
0.0055 |
0.0057 |
0.0002 |
4.1% |
0.0000 |
Volume |
2 |
14 |
12 |
600.0% |
594 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5944 |
1.5928 |
1.5877 |
|
R3 |
1.5920 |
1.5904 |
1.5871 |
|
R2 |
1.5896 |
1.5896 |
1.5868 |
|
R1 |
1.5880 |
1.5880 |
1.5866 |
1.5876 |
PP |
1.5872 |
1.5872 |
1.5872 |
1.5870 |
S1 |
1.5856 |
1.5856 |
1.5862 |
1.5852 |
S2 |
1.5848 |
1.5848 |
1.5860 |
|
S3 |
1.5824 |
1.5832 |
1.5857 |
|
S4 |
1.5800 |
1.5808 |
1.5851 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6346 |
1.6277 |
1.6038 |
|
R3 |
1.6228 |
1.6159 |
1.6005 |
|
R2 |
1.6110 |
1.6110 |
1.5995 |
|
R1 |
1.6041 |
1.6041 |
1.5984 |
1.6076 |
PP |
1.5992 |
1.5992 |
1.5992 |
1.6009 |
S1 |
1.5923 |
1.5923 |
1.5962 |
1.5958 |
S2 |
1.5874 |
1.5874 |
1.5951 |
|
S3 |
1.5756 |
1.5805 |
1.5941 |
|
S4 |
1.5638 |
1.5687 |
1.5908 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6060 |
1.5864 |
0.0196 |
1.2% |
0.0013 |
0.1% |
0% |
False |
True |
112 |
10 |
1.6060 |
1.5864 |
0.0196 |
1.2% |
0.0006 |
0.0% |
0% |
False |
True |
64 |
20 |
1.6208 |
1.5864 |
0.0344 |
2.2% |
0.0003 |
0.0% |
0% |
False |
True |
38 |
40 |
1.6208 |
1.5864 |
0.0344 |
2.2% |
0.0002 |
0.0% |
0% |
False |
True |
29 |
60 |
1.6208 |
1.5466 |
0.0742 |
4.7% |
0.0001 |
0.0% |
54% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5990 |
2.618 |
1.5951 |
1.618 |
1.5927 |
1.000 |
1.5912 |
0.618 |
1.5903 |
HIGH |
1.5888 |
0.618 |
1.5879 |
0.500 |
1.5876 |
0.382 |
1.5873 |
LOW |
1.5864 |
0.618 |
1.5849 |
1.000 |
1.5840 |
1.618 |
1.5825 |
2.618 |
1.5801 |
4.250 |
1.5762 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5876 |
1.5919 |
PP |
1.5872 |
1.5900 |
S1 |
1.5868 |
1.5882 |
|