CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.6295 |
1.6319 |
0.0024 |
0.1% |
1.6403 |
High |
1.6316 |
1.6319 |
0.0003 |
0.0% |
1.6403 |
Low |
1.6289 |
1.6319 |
0.0030 |
0.2% |
1.6289 |
Close |
1.6316 |
1.6319 |
0.0003 |
0.0% |
1.6319 |
Range |
0.0027 |
0.0000 |
-0.0027 |
-100.0% |
0.0114 |
ATR |
0.0062 |
0.0058 |
-0.0004 |
-6.8% |
0.0000 |
Volume |
10 |
2,603 |
2,593 |
25,930.0% |
2,641 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6319 |
1.6319 |
1.6319 |
|
R3 |
1.6319 |
1.6319 |
1.6319 |
|
R2 |
1.6319 |
1.6319 |
1.6319 |
|
R1 |
1.6319 |
1.6319 |
1.6319 |
1.6319 |
PP |
1.6319 |
1.6319 |
1.6319 |
1.6319 |
S1 |
1.6319 |
1.6319 |
1.6319 |
1.6319 |
S2 |
1.6319 |
1.6319 |
1.6319 |
|
S3 |
1.6319 |
1.6319 |
1.6319 |
|
S4 |
1.6319 |
1.6319 |
1.6319 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6679 |
1.6613 |
1.6382 |
|
R3 |
1.6565 |
1.6499 |
1.6350 |
|
R2 |
1.6451 |
1.6451 |
1.6340 |
|
R1 |
1.6385 |
1.6385 |
1.6329 |
1.6361 |
PP |
1.6337 |
1.6337 |
1.6337 |
1.6325 |
S1 |
1.6271 |
1.6271 |
1.6309 |
1.6247 |
S2 |
1.6223 |
1.6223 |
1.6298 |
|
S3 |
1.6109 |
1.6157 |
1.6288 |
|
S4 |
1.5995 |
1.6043 |
1.6256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6403 |
1.6289 |
0.0114 |
0.7% |
0.0049 |
0.3% |
26% |
False |
False |
528 |
10 |
1.6403 |
1.6122 |
0.0281 |
1.7% |
0.0034 |
0.2% |
70% |
False |
False |
275 |
20 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0020 |
0.1% |
84% |
False |
False |
144 |
40 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0011 |
0.1% |
84% |
False |
False |
91 |
60 |
1.6403 |
1.5851 |
0.0552 |
3.4% |
0.0007 |
0.0% |
85% |
False |
False |
68 |
80 |
1.6403 |
1.5466 |
0.0937 |
5.7% |
0.0006 |
0.0% |
91% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6319 |
2.618 |
1.6319 |
1.618 |
1.6319 |
1.000 |
1.6319 |
0.618 |
1.6319 |
HIGH |
1.6319 |
0.618 |
1.6319 |
0.500 |
1.6319 |
0.382 |
1.6319 |
LOW |
1.6319 |
0.618 |
1.6319 |
1.000 |
1.6319 |
1.618 |
1.6319 |
2.618 |
1.6319 |
4.250 |
1.6319 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6319 |
1.6322 |
PP |
1.6319 |
1.6321 |
S1 |
1.6319 |
1.6320 |
|