CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6109 |
1.6111 |
0.0002 |
0.0% |
1.6006 |
| High |
1.6130 |
1.6175 |
0.0045 |
0.3% |
1.6132 |
| Low |
1.6056 |
1.6083 |
0.0027 |
0.2% |
1.5850 |
| Close |
1.6114 |
1.6087 |
-0.0027 |
-0.2% |
1.6108 |
| Range |
0.0074 |
0.0092 |
0.0018 |
24.3% |
0.0282 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
74,276 |
123,795 |
49,519 |
66.7% |
475,198 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6391 |
1.6331 |
1.6138 |
|
| R3 |
1.6299 |
1.6239 |
1.6112 |
|
| R2 |
1.6207 |
1.6207 |
1.6104 |
|
| R1 |
1.6147 |
1.6147 |
1.6095 |
1.6131 |
| PP |
1.6115 |
1.6115 |
1.6115 |
1.6107 |
| S1 |
1.6055 |
1.6055 |
1.6079 |
1.6039 |
| S2 |
1.6023 |
1.6023 |
1.6070 |
|
| S3 |
1.5931 |
1.5963 |
1.6062 |
|
| S4 |
1.5839 |
1.5871 |
1.6036 |
|
|
| 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 |
1.6175 |
1.5984 |
0.0191 |
1.2% |
0.0088 |
0.5% |
54% |
True |
False |
90,539 |
| 10 |
1.6175 |
1.5850 |
0.0325 |
2.0% |
0.0108 |
0.7% |
73% |
True |
False |
97,812 |
| 20 |
1.6241 |
1.5850 |
0.0391 |
2.4% |
0.0102 |
0.6% |
61% |
False |
False |
91,831 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0107 |
0.7% |
59% |
False |
False |
89,912 |
| 60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0104 |
0.6% |
80% |
False |
False |
78,699 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0103 |
0.6% |
86% |
False |
False |
59,091 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0105 |
0.7% |
89% |
False |
False |
47,287 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0100 |
0.6% |
89% |
False |
False |
39,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6566 |
|
2.618 |
1.6416 |
|
1.618 |
1.6324 |
|
1.000 |
1.6267 |
|
0.618 |
1.6232 |
|
HIGH |
1.6175 |
|
0.618 |
1.6140 |
|
0.500 |
1.6129 |
|
0.382 |
1.6118 |
|
LOW |
1.6083 |
|
0.618 |
1.6026 |
|
1.000 |
1.5991 |
|
1.618 |
1.5934 |
|
2.618 |
1.5842 |
|
4.250 |
1.5692 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6129 |
1.6116 |
| PP |
1.6115 |
1.6106 |
| S1 |
1.6101 |
1.6097 |
|