CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.6089 |
1.6062 |
-0.0027 |
-0.2% |
1.5950 |
High |
1.6089 |
1.6062 |
-0.0027 |
-0.2% |
1.6084 |
Low |
1.6089 |
1.6062 |
-0.0027 |
-0.2% |
1.5864 |
Close |
1.6089 |
1.6062 |
-0.0027 |
-0.2% |
1.6084 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
33 |
33 |
0 |
0.0% |
43 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6062 |
1.6062 |
1.6062 |
|
R3 |
1.6062 |
1.6062 |
1.6062 |
|
R2 |
1.6062 |
1.6062 |
1.6062 |
|
R1 |
1.6062 |
1.6062 |
1.6062 |
1.6062 |
PP |
1.6062 |
1.6062 |
1.6062 |
1.6062 |
S1 |
1.6062 |
1.6062 |
1.6062 |
1.6062 |
S2 |
1.6062 |
1.6062 |
1.6062 |
|
S3 |
1.6062 |
1.6062 |
1.6062 |
|
S4 |
1.6062 |
1.6062 |
1.6062 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6671 |
1.6597 |
1.6205 |
|
R3 |
1.6451 |
1.6377 |
1.6145 |
|
R2 |
1.6231 |
1.6231 |
1.6124 |
|
R1 |
1.6157 |
1.6157 |
1.6104 |
1.6194 |
PP |
1.6011 |
1.6011 |
1.6011 |
1.6029 |
S1 |
1.5937 |
1.5937 |
1.6064 |
1.5974 |
S2 |
1.5791 |
1.5791 |
1.6044 |
|
S3 |
1.5571 |
1.5717 |
1.6024 |
|
S4 |
1.5351 |
1.5497 |
1.5963 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6089 |
1.6030 |
0.0059 |
0.4% |
0.0009 |
0.1% |
54% |
False |
False |
17 |
10 |
1.6089 |
1.5864 |
0.0225 |
1.4% |
0.0011 |
0.1% |
88% |
False |
False |
38 |
20 |
1.6174 |
1.5864 |
0.0310 |
1.9% |
0.0005 |
0.0% |
64% |
False |
False |
39 |
40 |
1.6208 |
1.5864 |
0.0344 |
2.1% |
0.0003 |
0.0% |
58% |
False |
False |
27 |
60 |
1.6208 |
1.5466 |
0.0742 |
4.6% |
0.0002 |
0.0% |
80% |
False |
False |
26 |
80 |
1.6208 |
1.5096 |
0.1112 |
6.9% |
0.0001 |
0.0% |
87% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6062 |
2.618 |
1.6062 |
1.618 |
1.6062 |
1.000 |
1.6062 |
0.618 |
1.6062 |
HIGH |
1.6062 |
0.618 |
1.6062 |
0.500 |
1.6062 |
0.382 |
1.6062 |
LOW |
1.6062 |
0.618 |
1.6062 |
1.000 |
1.6062 |
1.618 |
1.6062 |
2.618 |
1.6062 |
4.250 |
1.6062 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6062 |
1.6076 |
PP |
1.6062 |
1.6071 |
S1 |
1.6062 |
1.6067 |
|