CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5985 |
1.5893 |
-0.0092 |
-0.6% |
1.5920 |
| High |
1.5988 |
1.6063 |
0.0075 |
0.5% |
1.6114 |
| Low |
1.5850 |
1.5875 |
0.0025 |
0.2% |
1.5897 |
| Close |
1.5887 |
1.6019 |
0.0132 |
0.8% |
1.5997 |
| Range |
0.0138 |
0.0188 |
0.0050 |
36.2% |
0.0217 |
| ATR |
0.0106 |
0.0112 |
0.0006 |
5.5% |
0.0000 |
| Volume |
105,913 |
127,455 |
21,542 |
20.3% |
481,302 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6550 |
1.6472 |
1.6122 |
|
| R3 |
1.6362 |
1.6284 |
1.6071 |
|
| R2 |
1.6174 |
1.6174 |
1.6053 |
|
| R1 |
1.6096 |
1.6096 |
1.6036 |
1.6135 |
| PP |
1.5986 |
1.5986 |
1.5986 |
1.6005 |
| S1 |
1.5908 |
1.5908 |
1.6002 |
1.5947 |
| S2 |
1.5798 |
1.5798 |
1.5985 |
|
| S3 |
1.5610 |
1.5720 |
1.5967 |
|
| S4 |
1.5422 |
1.5532 |
1.5916 |
|
|
| 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 |
1.6111 |
1.5850 |
0.0261 |
1.6% |
0.0128 |
0.8% |
65% |
False |
False |
105,084 |
| 10 |
1.6114 |
1.5850 |
0.0264 |
1.6% |
0.0111 |
0.7% |
64% |
False |
False |
98,350 |
| 20 |
1.6250 |
1.5850 |
0.0400 |
2.5% |
0.0112 |
0.7% |
42% |
False |
False |
90,375 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0108 |
0.7% |
42% |
False |
False |
90,307 |
| 60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0104 |
0.6% |
72% |
False |
False |
71,196 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0103 |
0.6% |
80% |
False |
False |
53,438 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0105 |
0.7% |
84% |
False |
False |
42,763 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0097 |
0.6% |
84% |
False |
False |
35,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6862 |
|
2.618 |
1.6555 |
|
1.618 |
1.6367 |
|
1.000 |
1.6251 |
|
0.618 |
1.6179 |
|
HIGH |
1.6063 |
|
0.618 |
1.5991 |
|
0.500 |
1.5969 |
|
0.382 |
1.5947 |
|
LOW |
1.5875 |
|
0.618 |
1.5759 |
|
1.000 |
1.5687 |
|
1.618 |
1.5571 |
|
2.618 |
1.5383 |
|
4.250 |
1.5076 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6002 |
1.5998 |
| PP |
1.5986 |
1.5977 |
| S1 |
1.5969 |
1.5957 |
|