CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6006 |
1.5985 |
-0.0021 |
-0.1% |
1.5920 |
| High |
1.6018 |
1.5988 |
-0.0030 |
-0.2% |
1.6114 |
| Low |
1.5961 |
1.5850 |
-0.0111 |
-0.7% |
1.5897 |
| Close |
1.5974 |
1.5887 |
-0.0087 |
-0.5% |
1.5997 |
| Range |
0.0057 |
0.0138 |
0.0081 |
142.1% |
0.0217 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.4% |
0.0000 |
| Volume |
53,611 |
105,913 |
52,302 |
97.6% |
481,302 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6322 |
1.6243 |
1.5963 |
|
| R3 |
1.6184 |
1.6105 |
1.5925 |
|
| R2 |
1.6046 |
1.6046 |
1.5912 |
|
| R1 |
1.5967 |
1.5967 |
1.5900 |
1.5938 |
| PP |
1.5908 |
1.5908 |
1.5908 |
1.5894 |
| S1 |
1.5829 |
1.5829 |
1.5874 |
1.5800 |
| S2 |
1.5770 |
1.5770 |
1.5862 |
|
| S3 |
1.5632 |
1.5691 |
1.5849 |
|
| S4 |
1.5494 |
1.5553 |
1.5811 |
|
|
| 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 |
1.5850 |
0.0264 |
1.7% |
0.0105 |
0.7% |
14% |
False |
True |
94,356 |
| 10 |
1.6114 |
1.5850 |
0.0264 |
1.7% |
0.0100 |
0.6% |
14% |
False |
True |
94,934 |
| 20 |
1.6250 |
1.5850 |
0.0400 |
2.5% |
0.0111 |
0.7% |
9% |
False |
True |
90,069 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0110 |
0.7% |
9% |
False |
True |
90,858 |
| 60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0102 |
0.6% |
56% |
False |
False |
69,073 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.3% |
0.0101 |
0.6% |
68% |
False |
False |
51,845 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.2% |
0.0104 |
0.7% |
75% |
False |
False |
41,490 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.2% |
0.0095 |
0.6% |
75% |
False |
False |
34,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6575 |
|
2.618 |
1.6349 |
|
1.618 |
1.6211 |
|
1.000 |
1.6126 |
|
0.618 |
1.6073 |
|
HIGH |
1.5988 |
|
0.618 |
1.5935 |
|
0.500 |
1.5919 |
|
0.382 |
1.5903 |
|
LOW |
1.5850 |
|
0.618 |
1.5765 |
|
1.000 |
1.5712 |
|
1.618 |
1.5627 |
|
2.618 |
1.5489 |
|
4.250 |
1.5264 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5919 |
1.5976 |
| PP |
1.5908 |
1.5946 |
| S1 |
1.5898 |
1.5917 |
|