CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1.5380 |
1.5440 |
0.0060 |
0.4% |
1.5048 |
High |
1.5386 |
1.5650 |
0.0264 |
1.7% |
1.5203 |
Low |
1.5370 |
1.5440 |
0.0070 |
0.5% |
1.5048 |
Close |
1.5386 |
1.5593 |
0.0207 |
1.3% |
1.5164 |
Range |
0.0016 |
0.0210 |
0.0194 |
1,212.5% |
0.0155 |
ATR |
0.0074 |
0.0088 |
0.0014 |
18.3% |
0.0000 |
Volume |
1 |
25 |
24 |
2,400.0% |
39 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6191 |
1.6102 |
1.5709 |
|
R3 |
1.5981 |
1.5892 |
1.5651 |
|
R2 |
1.5771 |
1.5771 |
1.5632 |
|
R1 |
1.5682 |
1.5682 |
1.5612 |
1.5727 |
PP |
1.5561 |
1.5561 |
1.5561 |
1.5583 |
S1 |
1.5472 |
1.5472 |
1.5574 |
1.5517 |
S2 |
1.5351 |
1.5351 |
1.5555 |
|
S3 |
1.5141 |
1.5262 |
1.5535 |
|
S4 |
1.4931 |
1.5052 |
1.5478 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5603 |
1.5539 |
1.5249 |
|
R3 |
1.5448 |
1.5384 |
1.5207 |
|
R2 |
1.5293 |
1.5293 |
1.5192 |
|
R1 |
1.5229 |
1.5229 |
1.5178 |
1.5261 |
PP |
1.5138 |
1.5138 |
1.5138 |
1.5155 |
S1 |
1.5074 |
1.5074 |
1.5150 |
1.5106 |
S2 |
1.4983 |
1.4983 |
1.5136 |
|
S3 |
1.4828 |
1.4919 |
1.5121 |
|
S4 |
1.4673 |
1.4764 |
1.5079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5650 |
1.5148 |
0.0502 |
3.2% |
0.0048 |
0.3% |
89% |
True |
False |
5 |
10 |
1.5650 |
1.5036 |
0.0614 |
3.9% |
0.0038 |
0.2% |
91% |
True |
False |
7 |
20 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0023 |
0.2% |
91% |
True |
False |
8 |
40 |
1.5650 |
1.5021 |
0.0629 |
4.0% |
0.0025 |
0.2% |
91% |
True |
False |
5 |
60 |
1.5650 |
1.4910 |
0.0740 |
4.7% |
0.0023 |
0.1% |
92% |
True |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6543 |
2.618 |
1.6200 |
1.618 |
1.5990 |
1.000 |
1.5860 |
0.618 |
1.5780 |
HIGH |
1.5650 |
0.618 |
1.5570 |
0.500 |
1.5545 |
0.382 |
1.5520 |
LOW |
1.5440 |
0.618 |
1.5310 |
1.000 |
1.5230 |
1.618 |
1.5100 |
2.618 |
1.4890 |
4.250 |
1.4548 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5577 |
1.5552 |
PP |
1.5561 |
1.5510 |
S1 |
1.5545 |
1.5469 |
|