CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.6093 |
1.6006 |
-0.0087 |
-0.5% |
1.5920 |
High |
1.6102 |
1.6018 |
-0.0084 |
-0.5% |
1.6114 |
Low |
1.5953 |
1.5961 |
0.0008 |
0.1% |
1.5897 |
Close |
1.5997 |
1.5974 |
-0.0023 |
-0.1% |
1.5997 |
Range |
0.0149 |
0.0057 |
-0.0092 |
-61.7% |
0.0217 |
ATR |
0.0107 |
0.0104 |
-0.0004 |
-3.4% |
0.0000 |
Volume |
114,618 |
53,611 |
-61,007 |
-53.2% |
481,302 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6155 |
1.6122 |
1.6005 |
|
R3 |
1.6098 |
1.6065 |
1.5990 |
|
R2 |
1.6041 |
1.6041 |
1.5984 |
|
R1 |
1.6008 |
1.6008 |
1.5979 |
1.5996 |
PP |
1.5984 |
1.5984 |
1.5984 |
1.5979 |
S1 |
1.5951 |
1.5951 |
1.5969 |
1.5939 |
S2 |
1.5927 |
1.5927 |
1.5964 |
|
S3 |
1.5870 |
1.5894 |
1.5958 |
|
S4 |
1.5813 |
1.5837 |
1.5943 |
|
|
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 |
1.5944 |
0.0170 |
1.1% |
0.0101 |
0.6% |
18% |
False |
False |
94,375 |
10 |
1.6153 |
1.5897 |
0.0256 |
1.6% |
0.0100 |
0.6% |
30% |
False |
False |
93,664 |
20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0110 |
0.7% |
24% |
False |
False |
89,261 |
40 |
1.6252 |
1.5876 |
0.0376 |
2.4% |
0.0108 |
0.7% |
26% |
False |
False |
90,176 |
60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0101 |
0.6% |
67% |
False |
False |
67,313 |
80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0101 |
0.6% |
76% |
False |
False |
50,521 |
100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0104 |
0.6% |
81% |
False |
False |
40,432 |
120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0095 |
0.6% |
81% |
False |
False |
33,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6260 |
2.618 |
1.6167 |
1.618 |
1.6110 |
1.000 |
1.6075 |
0.618 |
1.6053 |
HIGH |
1.6018 |
0.618 |
1.5996 |
0.500 |
1.5990 |
0.382 |
1.5983 |
LOW |
1.5961 |
0.618 |
1.5926 |
1.000 |
1.5904 |
1.618 |
1.5869 |
2.618 |
1.5812 |
4.250 |
1.5719 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5990 |
1.6032 |
PP |
1.5984 |
1.6013 |
S1 |
1.5979 |
1.5993 |
|