CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6032 |
1.6037 |
0.0005 |
0.0% |
1.6166 |
| High |
1.6064 |
1.6042 |
-0.0022 |
-0.1% |
1.6203 |
| Low |
1.6000 |
1.5903 |
-0.0097 |
-0.6% |
1.5903 |
| Close |
1.6048 |
1.5922 |
-0.0126 |
-0.8% |
1.5922 |
| Range |
0.0064 |
0.0139 |
0.0075 |
117.2% |
0.0300 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
2.7% |
0.0000 |
| Volume |
104,739 |
110,483 |
5,744 |
5.5% |
462,861 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6373 |
1.6286 |
1.5998 |
|
| R3 |
1.6234 |
1.6147 |
1.5960 |
|
| R2 |
1.6095 |
1.6095 |
1.5947 |
|
| R1 |
1.6008 |
1.6008 |
1.5935 |
1.5982 |
| PP |
1.5956 |
1.5956 |
1.5956 |
1.5943 |
| S1 |
1.5869 |
1.5869 |
1.5909 |
1.5843 |
| S2 |
1.5817 |
1.5817 |
1.5897 |
|
| S3 |
1.5678 |
1.5730 |
1.5884 |
|
| S4 |
1.5539 |
1.5591 |
1.5846 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6909 |
1.6716 |
1.6087 |
|
| R3 |
1.6609 |
1.6416 |
1.6005 |
|
| R2 |
1.6309 |
1.6309 |
1.5977 |
|
| R1 |
1.6116 |
1.6116 |
1.5950 |
1.6063 |
| PP |
1.6009 |
1.6009 |
1.6009 |
1.5983 |
| S1 |
1.5816 |
1.5816 |
1.5895 |
1.5763 |
| S2 |
1.5709 |
1.5709 |
1.5867 |
|
| S3 |
1.5409 |
1.5516 |
1.5840 |
|
| S4 |
1.5109 |
1.5216 |
1.5757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6203 |
1.5903 |
0.0300 |
1.9% |
0.0101 |
0.6% |
6% |
False |
True |
92,572 |
| 10 |
1.6250 |
1.5903 |
0.0347 |
2.2% |
0.0101 |
0.6% |
5% |
False |
True |
84,427 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0111 |
0.7% |
10% |
False |
False |
86,400 |
| 40 |
1.6252 |
1.5619 |
0.0633 |
4.0% |
0.0107 |
0.7% |
48% |
False |
False |
86,964 |
| 60 |
1.6252 |
1.5410 |
0.0842 |
5.3% |
0.0099 |
0.6% |
61% |
False |
False |
58,429 |
| 80 |
1.6252 |
1.5050 |
0.1202 |
7.5% |
0.0099 |
0.6% |
73% |
False |
False |
43,838 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0102 |
0.6% |
77% |
False |
False |
35,084 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0090 |
0.6% |
77% |
False |
False |
29,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6633 |
|
2.618 |
1.6406 |
|
1.618 |
1.6267 |
|
1.000 |
1.6181 |
|
0.618 |
1.6128 |
|
HIGH |
1.6042 |
|
0.618 |
1.5989 |
|
0.500 |
1.5973 |
|
0.382 |
1.5956 |
|
LOW |
1.5903 |
|
0.618 |
1.5817 |
|
1.000 |
1.5764 |
|
1.618 |
1.5678 |
|
2.618 |
1.5539 |
|
4.250 |
1.5312 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5973 |
1.5988 |
| PP |
1.5956 |
1.5966 |
| S1 |
1.5939 |
1.5944 |
|