CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6191 |
1.6230 |
0.0039 |
0.2% |
1.6115 |
| High |
1.6224 |
1.6238 |
0.0014 |
0.1% |
1.6224 |
| Low |
1.6160 |
1.6131 |
-0.0029 |
-0.2% |
1.6056 |
| Close |
1.6204 |
1.6146 |
-0.0058 |
-0.4% |
1.6204 |
| Range |
0.0064 |
0.0107 |
0.0043 |
67.2% |
0.0168 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.3% |
0.0000 |
| Volume |
69,730 |
81,566 |
11,836 |
17.0% |
438,356 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6493 |
1.6426 |
1.6205 |
|
| R3 |
1.6386 |
1.6319 |
1.6175 |
|
| R2 |
1.6279 |
1.6279 |
1.6166 |
|
| R1 |
1.6212 |
1.6212 |
1.6156 |
1.6192 |
| PP |
1.6172 |
1.6172 |
1.6172 |
1.6162 |
| S1 |
1.6105 |
1.6105 |
1.6136 |
1.6085 |
| S2 |
1.6065 |
1.6065 |
1.6126 |
|
| S3 |
1.5958 |
1.5998 |
1.6117 |
|
| S4 |
1.5851 |
1.5891 |
1.6087 |
|
|
| 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 |
1.6238 |
1.6056 |
0.0182 |
1.1% |
0.0093 |
0.6% |
49% |
True |
False |
90,702 |
| 10 |
1.6238 |
1.5850 |
0.0388 |
2.4% |
0.0106 |
0.7% |
76% |
True |
False |
94,150 |
| 20 |
1.6238 |
1.5850 |
0.0388 |
2.4% |
0.0103 |
0.6% |
76% |
True |
False |
93,907 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0107 |
0.7% |
74% |
False |
False |
89,644 |
| 60 |
1.6252 |
1.5493 |
0.0759 |
4.7% |
0.0105 |
0.7% |
86% |
False |
False |
82,882 |
| 80 |
1.6252 |
1.5198 |
0.1054 |
6.5% |
0.0102 |
0.6% |
90% |
False |
False |
62,281 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0101 |
0.6% |
93% |
False |
False |
49,839 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0100 |
0.6% |
93% |
False |
False |
41,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6693 |
|
2.618 |
1.6518 |
|
1.618 |
1.6411 |
|
1.000 |
1.6345 |
|
0.618 |
1.6304 |
|
HIGH |
1.6238 |
|
0.618 |
1.6197 |
|
0.500 |
1.6185 |
|
0.382 |
1.6172 |
|
LOW |
1.6131 |
|
0.618 |
1.6065 |
|
1.000 |
1.6024 |
|
1.618 |
1.5958 |
|
2.618 |
1.5851 |
|
4.250 |
1.5676 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6185 |
1.6154 |
| PP |
1.6172 |
1.6151 |
| S1 |
1.6159 |
1.6149 |
|