CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.6441 |
1.6395 |
-0.0046 |
-0.3% |
1.6403 |
High |
1.6441 |
1.6395 |
-0.0046 |
-0.3% |
1.6403 |
Low |
1.6360 |
1.6324 |
-0.0036 |
-0.2% |
1.6289 |
Close |
1.6360 |
1.6324 |
-0.0036 |
-0.2% |
1.6319 |
Range |
0.0081 |
0.0071 |
-0.0010 |
-12.3% |
0.0114 |
ATR |
0.0058 |
0.0059 |
0.0001 |
1.5% |
0.0000 |
Volume |
2,569 |
269 |
-2,300 |
-89.5% |
2,641 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6561 |
1.6513 |
1.6363 |
|
R3 |
1.6490 |
1.6442 |
1.6344 |
|
R2 |
1.6419 |
1.6419 |
1.6337 |
|
R1 |
1.6371 |
1.6371 |
1.6331 |
1.6360 |
PP |
1.6348 |
1.6348 |
1.6348 |
1.6342 |
S1 |
1.6300 |
1.6300 |
1.6317 |
1.6289 |
S2 |
1.6277 |
1.6277 |
1.6311 |
|
S3 |
1.6206 |
1.6229 |
1.6304 |
|
S4 |
1.6135 |
1.6158 |
1.6285 |
|
|
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 |
1.6441 |
1.6319 |
0.0122 |
0.7% |
0.0039 |
0.2% |
4% |
False |
False |
2,122 |
10 |
1.6441 |
1.6289 |
0.0152 |
0.9% |
0.0048 |
0.3% |
23% |
False |
False |
1,067 |
20 |
1.6441 |
1.6030 |
0.0411 |
2.5% |
0.0029 |
0.2% |
72% |
False |
False |
543 |
40 |
1.6441 |
1.5864 |
0.0577 |
3.5% |
0.0016 |
0.1% |
80% |
False |
False |
291 |
60 |
1.6441 |
1.5864 |
0.0577 |
3.5% |
0.0011 |
0.1% |
80% |
False |
False |
200 |
80 |
1.6441 |
1.5466 |
0.0975 |
6.0% |
0.0008 |
0.0% |
88% |
False |
False |
157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6697 |
2.618 |
1.6581 |
1.618 |
1.6510 |
1.000 |
1.6466 |
0.618 |
1.6439 |
HIGH |
1.6395 |
0.618 |
1.6368 |
0.500 |
1.6360 |
0.382 |
1.6351 |
LOW |
1.6324 |
0.618 |
1.6280 |
1.000 |
1.6253 |
1.618 |
1.6209 |
2.618 |
1.6138 |
4.250 |
1.6022 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6360 |
1.6383 |
PP |
1.6348 |
1.6363 |
S1 |
1.6336 |
1.6344 |
|