CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6040 |
1.6074 |
0.0034 |
0.2% |
1.6166 |
| High |
1.6114 |
1.6111 |
-0.0003 |
0.0% |
1.6203 |
| Low |
1.6038 |
1.6005 |
-0.0033 |
-0.2% |
1.5903 |
| Close |
1.6078 |
1.6084 |
0.0006 |
0.0% |
1.5922 |
| Range |
0.0076 |
0.0106 |
0.0030 |
39.5% |
0.0300 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.1% |
0.0000 |
| Volume |
73,815 |
123,824 |
50,009 |
67.7% |
462,861 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6385 |
1.6340 |
1.6142 |
|
| R3 |
1.6279 |
1.6234 |
1.6113 |
|
| R2 |
1.6173 |
1.6173 |
1.6103 |
|
| R1 |
1.6128 |
1.6128 |
1.6094 |
1.6151 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6078 |
| S1 |
1.6022 |
1.6022 |
1.6074 |
1.6045 |
| S2 |
1.5961 |
1.5961 |
1.6065 |
|
| S3 |
1.5855 |
1.5916 |
1.6055 |
|
| S4 |
1.5749 |
1.5810 |
1.6026 |
|
|
| 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% |
0.0103 |
0.6% |
86% |
False |
False |
95,433 |
| 10 |
1.6241 |
1.5897 |
0.0344 |
2.1% |
0.0098 |
0.6% |
54% |
False |
False |
90,274 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0106 |
0.7% |
54% |
False |
False |
86,727 |
| 40 |
1.6252 |
1.5766 |
0.0486 |
3.0% |
0.0107 |
0.7% |
65% |
False |
False |
90,902 |
| 60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0101 |
0.6% |
80% |
False |
False |
64,532 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0100 |
0.6% |
85% |
False |
False |
48,419 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0104 |
0.6% |
88% |
False |
False |
38,750 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0093 |
0.6% |
88% |
False |
False |
32,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6562 |
|
2.618 |
1.6389 |
|
1.618 |
1.6283 |
|
1.000 |
1.6217 |
|
0.618 |
1.6177 |
|
HIGH |
1.6111 |
|
0.618 |
1.6071 |
|
0.500 |
1.6058 |
|
0.382 |
1.6045 |
|
LOW |
1.6005 |
|
0.618 |
1.5939 |
|
1.000 |
1.5899 |
|
1.618 |
1.5833 |
|
2.618 |
1.5727 |
|
4.250 |
1.5555 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6075 |
1.6066 |
| PP |
1.6067 |
1.6047 |
| S1 |
1.6058 |
1.6029 |
|