CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5961 |
1.6040 |
0.0079 |
0.5% |
1.6166 |
| High |
1.6059 |
1.6114 |
0.0055 |
0.3% |
1.6203 |
| Low |
1.5944 |
1.6038 |
0.0094 |
0.6% |
1.5903 |
| Close |
1.6044 |
1.6078 |
0.0034 |
0.2% |
1.5922 |
| Range |
0.0115 |
0.0076 |
-0.0039 |
-33.9% |
0.0300 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
106,010 |
73,815 |
-32,195 |
-30.4% |
462,861 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6305 |
1.6267 |
1.6120 |
|
| R3 |
1.6229 |
1.6191 |
1.6099 |
|
| R2 |
1.6153 |
1.6153 |
1.6092 |
|
| R1 |
1.6115 |
1.6115 |
1.6085 |
1.6134 |
| PP |
1.6077 |
1.6077 |
1.6077 |
1.6086 |
| S1 |
1.6039 |
1.6039 |
1.6071 |
1.6058 |
| S2 |
1.6001 |
1.6001 |
1.6064 |
|
| S3 |
1.5925 |
1.5963 |
1.6057 |
|
| S4 |
1.5849 |
1.5887 |
1.6036 |
|
|
| 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 |
1.6114 |
1.5897 |
0.0217 |
1.3% |
0.0094 |
0.6% |
83% |
True |
False |
91,616 |
| 10 |
1.6241 |
1.5897 |
0.0344 |
2.1% |
0.0096 |
0.6% |
53% |
False |
False |
85,851 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0105 |
0.7% |
53% |
False |
False |
84,415 |
| 40 |
1.6252 |
1.5766 |
0.0486 |
3.0% |
0.0106 |
0.7% |
64% |
False |
False |
89,888 |
| 60 |
1.6252 |
1.5410 |
0.0842 |
5.2% |
0.0101 |
0.6% |
79% |
False |
False |
62,470 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0100 |
0.6% |
85% |
False |
False |
46,872 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0104 |
0.6% |
88% |
False |
False |
37,512 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0093 |
0.6% |
88% |
False |
False |
31,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6437 |
|
2.618 |
1.6313 |
|
1.618 |
1.6237 |
|
1.000 |
1.6190 |
|
0.618 |
1.6161 |
|
HIGH |
1.6114 |
|
0.618 |
1.6085 |
|
0.500 |
1.6076 |
|
0.382 |
1.6067 |
|
LOW |
1.6038 |
|
0.618 |
1.5991 |
|
1.000 |
1.5962 |
|
1.618 |
1.5915 |
|
2.618 |
1.5839 |
|
4.250 |
1.5715 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6077 |
1.6054 |
| PP |
1.6077 |
1.6030 |
| S1 |
1.6076 |
1.6006 |
|