CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.6211 |
1.6319 |
0.0108 |
0.7% |
1.6230 |
High |
1.6329 |
1.6383 |
0.0054 |
0.3% |
1.6383 |
Low |
1.6195 |
1.6274 |
0.0079 |
0.5% |
1.6131 |
Close |
1.6275 |
1.6360 |
0.0085 |
0.5% |
1.6360 |
Range |
0.0134 |
0.0109 |
-0.0025 |
-18.7% |
0.0252 |
ATR |
0.0104 |
0.0104 |
0.0000 |
0.3% |
0.0000 |
Volume |
124,746 |
113,600 |
-11,146 |
-8.9% |
409,404 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6666 |
1.6622 |
1.6420 |
|
R3 |
1.6557 |
1.6513 |
1.6390 |
|
R2 |
1.6448 |
1.6448 |
1.6380 |
|
R1 |
1.6404 |
1.6404 |
1.6370 |
1.6426 |
PP |
1.6339 |
1.6339 |
1.6339 |
1.6350 |
S1 |
1.6295 |
1.6295 |
1.6350 |
1.6317 |
S2 |
1.6230 |
1.6230 |
1.6340 |
|
S3 |
1.6121 |
1.6186 |
1.6330 |
|
S4 |
1.6012 |
1.6077 |
1.6300 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7047 |
1.6956 |
1.6499 |
|
R3 |
1.6795 |
1.6704 |
1.6429 |
|
R2 |
1.6543 |
1.6543 |
1.6406 |
|
R1 |
1.6452 |
1.6452 |
1.6383 |
1.6498 |
PP |
1.6291 |
1.6291 |
1.6291 |
1.6314 |
S1 |
1.6200 |
1.6200 |
1.6337 |
1.6246 |
S2 |
1.6039 |
1.6039 |
1.6314 |
|
S3 |
1.5787 |
1.5948 |
1.6291 |
|
S4 |
1.5535 |
1.5696 |
1.6221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6383 |
1.6131 |
0.0252 |
1.5% |
0.0099 |
0.6% |
91% |
True |
False |
95,826 |
10 |
1.6383 |
1.6042 |
0.0341 |
2.1% |
0.0095 |
0.6% |
93% |
True |
False |
93,290 |
20 |
1.6383 |
1.5850 |
0.0533 |
3.3% |
0.0105 |
0.6% |
96% |
True |
False |
95,737 |
40 |
1.6383 |
1.5850 |
0.0533 |
3.3% |
0.0109 |
0.7% |
96% |
True |
False |
90,989 |
60 |
1.6383 |
1.5555 |
0.0828 |
5.1% |
0.0106 |
0.6% |
97% |
True |
False |
88,212 |
80 |
1.6383 |
1.5410 |
0.0973 |
5.9% |
0.0100 |
0.6% |
98% |
True |
False |
66,376 |
100 |
1.6383 |
1.5025 |
0.1358 |
8.3% |
0.0101 |
0.6% |
98% |
True |
False |
53,114 |
120 |
1.6383 |
1.4798 |
0.1585 |
9.7% |
0.0102 |
0.6% |
99% |
True |
False |
44,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6846 |
2.618 |
1.6668 |
1.618 |
1.6559 |
1.000 |
1.6492 |
0.618 |
1.6450 |
HIGH |
1.6383 |
0.618 |
1.6341 |
0.500 |
1.6329 |
0.382 |
1.6316 |
LOW |
1.6274 |
0.618 |
1.6207 |
1.000 |
1.6165 |
1.618 |
1.6098 |
2.618 |
1.5989 |
4.250 |
1.5811 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6350 |
1.6327 |
PP |
1.6339 |
1.6293 |
S1 |
1.6329 |
1.6260 |
|