CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5893 |
1.6041 |
0.0148 |
0.9% |
1.5920 |
| High |
1.6063 |
1.6099 |
0.0036 |
0.2% |
1.6114 |
| Low |
1.5875 |
1.5984 |
0.0109 |
0.7% |
1.5897 |
| Close |
1.6019 |
1.6054 |
0.0035 |
0.2% |
1.5997 |
| Range |
0.0188 |
0.0115 |
-0.0073 |
-38.8% |
0.0217 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.2% |
0.0000 |
| Volume |
127,455 |
103,075 |
-24,380 |
-19.1% |
481,302 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6391 |
1.6337 |
1.6117 |
|
| R3 |
1.6276 |
1.6222 |
1.6086 |
|
| R2 |
1.6161 |
1.6161 |
1.6075 |
|
| R1 |
1.6107 |
1.6107 |
1.6065 |
1.6134 |
| PP |
1.6046 |
1.6046 |
1.6046 |
1.6059 |
| S1 |
1.5992 |
1.5992 |
1.6043 |
1.6019 |
| S2 |
1.5931 |
1.5931 |
1.6033 |
|
| S3 |
1.5816 |
1.5877 |
1.6022 |
|
| S4 |
1.5701 |
1.5762 |
1.5991 |
|
|
| 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 |
1.6102 |
1.5850 |
0.0252 |
1.6% |
0.0129 |
0.8% |
81% |
False |
False |
100,934 |
| 10 |
1.6114 |
1.5850 |
0.0264 |
1.6% |
0.0116 |
0.7% |
77% |
False |
False |
98,183 |
| 20 |
1.6250 |
1.5850 |
0.0400 |
2.5% |
0.0106 |
0.7% |
51% |
False |
False |
89,278 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0108 |
0.7% |
51% |
False |
False |
89,433 |
| 60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0105 |
0.7% |
76% |
False |
False |
72,909 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0104 |
0.6% |
83% |
False |
False |
54,725 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0105 |
0.7% |
86% |
False |
False |
43,793 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0098 |
0.6% |
86% |
False |
False |
36,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6588 |
|
2.618 |
1.6400 |
|
1.618 |
1.6285 |
|
1.000 |
1.6214 |
|
0.618 |
1.6170 |
|
HIGH |
1.6099 |
|
0.618 |
1.6055 |
|
0.500 |
1.6042 |
|
0.382 |
1.6028 |
|
LOW |
1.5984 |
|
0.618 |
1.5913 |
|
1.000 |
1.5869 |
|
1.618 |
1.5798 |
|
2.618 |
1.5683 |
|
4.250 |
1.5495 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6050 |
1.6028 |
| PP |
1.6046 |
1.6001 |
| S1 |
1.6042 |
1.5975 |
|