CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6037 |
1.5920 |
-0.0117 |
-0.7% |
1.6166 |
| High |
1.6042 |
1.5975 |
-0.0067 |
-0.4% |
1.6203 |
| Low |
1.5903 |
1.5897 |
-0.0006 |
0.0% |
1.5903 |
| Close |
1.5922 |
1.5965 |
0.0043 |
0.3% |
1.5922 |
| Range |
0.0139 |
0.0078 |
-0.0061 |
-43.9% |
0.0300 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
110,483 |
63,035 |
-47,448 |
-42.9% |
462,861 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6180 |
1.6150 |
1.6008 |
|
| R3 |
1.6102 |
1.6072 |
1.5986 |
|
| R2 |
1.6024 |
1.6024 |
1.5979 |
|
| R1 |
1.5994 |
1.5994 |
1.5972 |
1.6009 |
| PP |
1.5946 |
1.5946 |
1.5946 |
1.5953 |
| S1 |
1.5916 |
1.5916 |
1.5958 |
1.5931 |
| S2 |
1.5868 |
1.5868 |
1.5951 |
|
| S3 |
1.5790 |
1.5838 |
1.5944 |
|
| S4 |
1.5712 |
1.5760 |
1.5922 |
|
|
| 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 |
1.6153 |
1.5897 |
0.0256 |
1.6% |
0.0100 |
0.6% |
27% |
False |
True |
92,953 |
| 10 |
1.6250 |
1.5897 |
0.0353 |
2.2% |
0.0104 |
0.6% |
19% |
False |
True |
85,378 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0111 |
0.7% |
22% |
False |
False |
85,660 |
| 40 |
1.6252 |
1.5674 |
0.0578 |
3.6% |
0.0106 |
0.7% |
50% |
False |
False |
87,954 |
| 60 |
1.6252 |
1.5410 |
0.0842 |
5.3% |
0.0100 |
0.6% |
66% |
False |
False |
59,477 |
| 80 |
1.6252 |
1.5050 |
0.1202 |
7.5% |
0.0099 |
0.6% |
76% |
False |
False |
44,624 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0102 |
0.6% |
80% |
False |
False |
35,714 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0091 |
0.6% |
80% |
False |
False |
29,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6307 |
|
2.618 |
1.6179 |
|
1.618 |
1.6101 |
|
1.000 |
1.6053 |
|
0.618 |
1.6023 |
|
HIGH |
1.5975 |
|
0.618 |
1.5945 |
|
0.500 |
1.5936 |
|
0.382 |
1.5927 |
|
LOW |
1.5897 |
|
0.618 |
1.5849 |
|
1.000 |
1.5819 |
|
1.618 |
1.5771 |
|
2.618 |
1.5693 |
|
4.250 |
1.5566 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5955 |
1.5981 |
| PP |
1.5946 |
1.5975 |
| S1 |
1.5936 |
1.5970 |
|