CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6074 |
1.6093 |
0.0019 |
0.1% |
1.5920 |
| High |
1.6111 |
1.6102 |
-0.0009 |
-0.1% |
1.6114 |
| Low |
1.6005 |
1.5953 |
-0.0052 |
-0.3% |
1.5897 |
| Close |
1.6084 |
1.5997 |
-0.0087 |
-0.5% |
1.5997 |
| Range |
0.0106 |
0.0149 |
0.0043 |
40.6% |
0.0217 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
3.1% |
0.0000 |
| Volume |
123,824 |
114,618 |
-9,206 |
-7.4% |
481,302 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6464 |
1.6380 |
1.6079 |
|
| R3 |
1.6315 |
1.6231 |
1.6038 |
|
| R2 |
1.6166 |
1.6166 |
1.6024 |
|
| R1 |
1.6082 |
1.6082 |
1.6011 |
1.6050 |
| PP |
1.6017 |
1.6017 |
1.6017 |
1.6001 |
| S1 |
1.5933 |
1.5933 |
1.5983 |
1.5901 |
| S2 |
1.5868 |
1.5868 |
1.5970 |
|
| S3 |
1.5719 |
1.5784 |
1.5956 |
|
| S4 |
1.5570 |
1.5635 |
1.5915 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6654 |
1.6542 |
1.6116 |
|
| R3 |
1.6437 |
1.6325 |
1.6057 |
|
| R2 |
1.6220 |
1.6220 |
1.6037 |
|
| R1 |
1.6108 |
1.6108 |
1.6017 |
1.6164 |
| PP |
1.6003 |
1.6003 |
1.6003 |
1.6031 |
| S1 |
1.5891 |
1.5891 |
1.5977 |
1.5947 |
| S2 |
1.5786 |
1.5786 |
1.5957 |
|
| S3 |
1.5569 |
1.5674 |
1.5937 |
|
| S4 |
1.5352 |
1.5457 |
1.5878 |
|
|
| 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 |
1.4% |
0.0105 |
0.7% |
46% |
False |
False |
96,260 |
| 10 |
1.6203 |
1.5897 |
0.0306 |
1.9% |
0.0103 |
0.6% |
33% |
False |
False |
94,416 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0110 |
0.7% |
30% |
False |
False |
89,312 |
| 40 |
1.6252 |
1.5869 |
0.0383 |
2.4% |
0.0109 |
0.7% |
33% |
False |
False |
91,112 |
| 60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0101 |
0.6% |
69% |
False |
False |
66,435 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0101 |
0.6% |
78% |
False |
False |
49,851 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0104 |
0.6% |
82% |
False |
False |
39,896 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0095 |
0.6% |
82% |
False |
False |
33,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6735 |
|
2.618 |
1.6492 |
|
1.618 |
1.6343 |
|
1.000 |
1.6251 |
|
0.618 |
1.6194 |
|
HIGH |
1.6102 |
|
0.618 |
1.6045 |
|
0.500 |
1.6028 |
|
0.382 |
1.6010 |
|
LOW |
1.5953 |
|
0.618 |
1.5861 |
|
1.000 |
1.5804 |
|
1.618 |
1.5712 |
|
2.618 |
1.5563 |
|
4.250 |
1.5320 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6028 |
1.6034 |
| PP |
1.6017 |
1.6021 |
| S1 |
1.6007 |
1.6009 |
|