CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5920 |
1.5961 |
0.0041 |
0.3% |
1.6166 |
| High |
1.5975 |
1.6059 |
0.0084 |
0.5% |
1.6203 |
| Low |
1.5897 |
1.5944 |
0.0047 |
0.3% |
1.5903 |
| Close |
1.5965 |
1.6044 |
0.0079 |
0.5% |
1.5922 |
| Range |
0.0078 |
0.0115 |
0.0037 |
47.4% |
0.0300 |
| ATR |
0.0106 |
0.0106 |
0.0001 |
0.6% |
0.0000 |
| Volume |
63,035 |
106,010 |
42,975 |
68.2% |
462,861 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6361 |
1.6317 |
1.6107 |
|
| R3 |
1.6246 |
1.6202 |
1.6076 |
|
| R2 |
1.6131 |
1.6131 |
1.6065 |
|
| R1 |
1.6087 |
1.6087 |
1.6055 |
1.6109 |
| PP |
1.6016 |
1.6016 |
1.6016 |
1.6027 |
| S1 |
1.5972 |
1.5972 |
1.6033 |
1.5994 |
| S2 |
1.5901 |
1.5901 |
1.6023 |
|
| S3 |
1.5786 |
1.5857 |
1.6012 |
|
| S4 |
1.5671 |
1.5742 |
1.5981 |
|
|
| 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 |
1.6073 |
1.5897 |
0.0176 |
1.1% |
0.0095 |
0.6% |
84% |
False |
False |
95,512 |
| 10 |
1.6250 |
1.5897 |
0.0353 |
2.2% |
0.0102 |
0.6% |
42% |
False |
False |
87,264 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0111 |
0.7% |
43% |
False |
False |
86,696 |
| 40 |
1.6252 |
1.5709 |
0.0543 |
3.4% |
0.0107 |
0.7% |
62% |
False |
False |
89,765 |
| 60 |
1.6252 |
1.5410 |
0.0842 |
5.2% |
0.0101 |
0.6% |
75% |
False |
False |
61,242 |
| 80 |
1.6252 |
1.5062 |
0.1190 |
7.4% |
0.0100 |
0.6% |
83% |
False |
False |
45,949 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0103 |
0.6% |
86% |
False |
False |
36,774 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0092 |
0.6% |
86% |
False |
False |
30,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6548 |
|
2.618 |
1.6360 |
|
1.618 |
1.6245 |
|
1.000 |
1.6174 |
|
0.618 |
1.6130 |
|
HIGH |
1.6059 |
|
0.618 |
1.6015 |
|
0.500 |
1.6002 |
|
0.382 |
1.5988 |
|
LOW |
1.5944 |
|
0.618 |
1.5873 |
|
1.000 |
1.5829 |
|
1.618 |
1.5758 |
|
2.618 |
1.5643 |
|
4.250 |
1.5455 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6030 |
1.6022 |
| PP |
1.6016 |
1.6000 |
| S1 |
1.6002 |
1.5978 |
|