CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.6061 |
1.6115 |
0.0054 |
0.3% |
1.6006 |
High |
1.6132 |
1.6146 |
0.0014 |
0.1% |
1.6132 |
Low |
1.6042 |
1.6079 |
0.0037 |
0.2% |
1.5850 |
Close |
1.6108 |
1.6094 |
-0.0014 |
-0.1% |
1.6108 |
Range |
0.0090 |
0.0067 |
-0.0023 |
-25.6% |
0.0282 |
ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
85,144 |
66,409 |
-18,735 |
-22.0% |
475,198 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6307 |
1.6268 |
1.6131 |
|
R3 |
1.6240 |
1.6201 |
1.6112 |
|
R2 |
1.6173 |
1.6173 |
1.6106 |
|
R1 |
1.6134 |
1.6134 |
1.6100 |
1.6120 |
PP |
1.6106 |
1.6106 |
1.6106 |
1.6100 |
S1 |
1.6067 |
1.6067 |
1.6088 |
1.6053 |
S2 |
1.6039 |
1.6039 |
1.6082 |
|
S3 |
1.5972 |
1.6000 |
1.6076 |
|
S4 |
1.5905 |
1.5933 |
1.6057 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6876 |
1.6774 |
1.6263 |
|
R3 |
1.6594 |
1.6492 |
1.6186 |
|
R2 |
1.6312 |
1.6312 |
1.6160 |
|
R1 |
1.6210 |
1.6210 |
1.6134 |
1.6261 |
PP |
1.6030 |
1.6030 |
1.6030 |
1.6056 |
S1 |
1.5928 |
1.5928 |
1.6082 |
1.5979 |
S2 |
1.5748 |
1.5748 |
1.6056 |
|
S3 |
1.5466 |
1.5646 |
1.6030 |
|
S4 |
1.5184 |
1.5364 |
1.5953 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6146 |
1.5850 |
0.0296 |
1.8% |
0.0120 |
0.7% |
82% |
True |
False |
97,599 |
10 |
1.6146 |
1.5850 |
0.0296 |
1.8% |
0.0110 |
0.7% |
82% |
True |
False |
95,987 |
20 |
1.6250 |
1.5850 |
0.0400 |
2.5% |
0.0107 |
0.7% |
61% |
False |
False |
90,683 |
40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0108 |
0.7% |
61% |
False |
False |
89,184 |
60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0104 |
0.6% |
81% |
False |
False |
75,408 |
80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0103 |
0.6% |
86% |
False |
False |
56,618 |
100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0104 |
0.6% |
89% |
False |
False |
45,307 |
120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0099 |
0.6% |
89% |
False |
False |
37,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6431 |
2.618 |
1.6321 |
1.618 |
1.6254 |
1.000 |
1.6213 |
0.618 |
1.6187 |
HIGH |
1.6146 |
0.618 |
1.6120 |
0.500 |
1.6113 |
0.382 |
1.6105 |
LOW |
1.6079 |
0.618 |
1.6038 |
1.000 |
1.6012 |
1.618 |
1.5971 |
2.618 |
1.5904 |
4.250 |
1.5794 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6113 |
1.6084 |
PP |
1.6106 |
1.6075 |
S1 |
1.6100 |
1.6065 |
|