CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6096 |
1.6191 |
0.0095 |
0.6% |
1.6115 |
| High |
1.6199 |
1.6224 |
0.0025 |
0.2% |
1.6224 |
| Low |
1.6070 |
1.6160 |
0.0090 |
0.6% |
1.6056 |
| Close |
1.6160 |
1.6204 |
0.0044 |
0.3% |
1.6204 |
| Range |
0.0129 |
0.0064 |
-0.0065 |
-50.4% |
0.0168 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
104,146 |
69,730 |
-34,416 |
-33.0% |
438,356 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6388 |
1.6360 |
1.6239 |
|
| R3 |
1.6324 |
1.6296 |
1.6222 |
|
| R2 |
1.6260 |
1.6260 |
1.6216 |
|
| R1 |
1.6232 |
1.6232 |
1.6210 |
1.6246 |
| PP |
1.6196 |
1.6196 |
1.6196 |
1.6203 |
| S1 |
1.6168 |
1.6168 |
1.6198 |
1.6182 |
| S2 |
1.6132 |
1.6132 |
1.6192 |
|
| S3 |
1.6068 |
1.6104 |
1.6186 |
|
| S4 |
1.6004 |
1.6040 |
1.6169 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6665 |
1.6603 |
1.6296 |
|
| R3 |
1.6497 |
1.6435 |
1.6250 |
|
| R2 |
1.6329 |
1.6329 |
1.6235 |
|
| R1 |
1.6267 |
1.6267 |
1.6219 |
1.6298 |
| PP |
1.6161 |
1.6161 |
1.6161 |
1.6177 |
| S1 |
1.6099 |
1.6099 |
1.6189 |
1.6130 |
| S2 |
1.5993 |
1.5993 |
1.6173 |
|
| S3 |
1.5825 |
1.5931 |
1.6158 |
|
| S4 |
1.5657 |
1.5763 |
1.6112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6224 |
1.6056 |
0.0168 |
1.0% |
0.0085 |
0.5% |
88% |
True |
False |
87,671 |
| 10 |
1.6224 |
1.5850 |
0.0374 |
2.3% |
0.0101 |
0.6% |
95% |
True |
False |
91,355 |
| 20 |
1.6224 |
1.5850 |
0.0374 |
2.3% |
0.0102 |
0.6% |
95% |
True |
False |
92,885 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0106 |
0.7% |
88% |
False |
False |
90,012 |
| 60 |
1.6252 |
1.5455 |
0.0797 |
4.9% |
0.0104 |
0.6% |
94% |
False |
False |
81,547 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.1% |
0.0103 |
0.6% |
96% |
False |
False |
61,262 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0104 |
0.6% |
97% |
False |
False |
49,025 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0101 |
0.6% |
97% |
False |
False |
40,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6496 |
|
2.618 |
1.6392 |
|
1.618 |
1.6328 |
|
1.000 |
1.6288 |
|
0.618 |
1.6264 |
|
HIGH |
1.6224 |
|
0.618 |
1.6200 |
|
0.500 |
1.6192 |
|
0.382 |
1.6184 |
|
LOW |
1.6160 |
|
0.618 |
1.6120 |
|
1.000 |
1.6096 |
|
1.618 |
1.6056 |
|
2.618 |
1.5992 |
|
4.250 |
1.5888 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6200 |
1.6185 |
| PP |
1.6196 |
1.6166 |
| S1 |
1.6192 |
1.6147 |
|