CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6111 |
1.6096 |
-0.0015 |
-0.1% |
1.6006 |
| High |
1.6175 |
1.6199 |
0.0024 |
0.1% |
1.6132 |
| Low |
1.6083 |
1.6070 |
-0.0013 |
-0.1% |
1.5850 |
| Close |
1.6087 |
1.6160 |
0.0073 |
0.5% |
1.6108 |
| Range |
0.0092 |
0.0129 |
0.0037 |
40.2% |
0.0282 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.7% |
0.0000 |
| Volume |
123,795 |
104,146 |
-19,649 |
-15.9% |
475,198 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6530 |
1.6474 |
1.6231 |
|
| R3 |
1.6401 |
1.6345 |
1.6195 |
|
| R2 |
1.6272 |
1.6272 |
1.6184 |
|
| R1 |
1.6216 |
1.6216 |
1.6172 |
1.6244 |
| PP |
1.6143 |
1.6143 |
1.6143 |
1.6157 |
| S1 |
1.6087 |
1.6087 |
1.6148 |
1.6115 |
| S2 |
1.6014 |
1.6014 |
1.6136 |
|
| S3 |
1.5885 |
1.5958 |
1.6125 |
|
| S4 |
1.5756 |
1.5829 |
1.6089 |
|
|
| 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 |
1.6199 |
1.6042 |
0.0157 |
1.0% |
0.0090 |
0.6% |
75% |
True |
False |
90,754 |
| 10 |
1.6199 |
1.5850 |
0.0349 |
2.2% |
0.0110 |
0.7% |
89% |
True |
False |
95,844 |
| 20 |
1.6241 |
1.5850 |
0.0391 |
2.4% |
0.0104 |
0.6% |
79% |
False |
False |
93,059 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0108 |
0.7% |
77% |
False |
False |
90,462 |
| 60 |
1.6252 |
1.5455 |
0.0797 |
4.9% |
0.0104 |
0.6% |
88% |
False |
False |
80,425 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0103 |
0.6% |
92% |
False |
False |
60,392 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0105 |
0.7% |
94% |
False |
False |
48,328 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0101 |
0.6% |
94% |
False |
False |
40,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6747 |
|
2.618 |
1.6537 |
|
1.618 |
1.6408 |
|
1.000 |
1.6328 |
|
0.618 |
1.6279 |
|
HIGH |
1.6199 |
|
0.618 |
1.6150 |
|
0.500 |
1.6135 |
|
0.382 |
1.6119 |
|
LOW |
1.6070 |
|
0.618 |
1.5990 |
|
1.000 |
1.5941 |
|
1.618 |
1.5861 |
|
2.618 |
1.5732 |
|
4.250 |
1.5522 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6152 |
1.6149 |
| PP |
1.6143 |
1.6138 |
| S1 |
1.6135 |
1.6128 |
|