CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.6319 |
1.6370 |
0.0051 |
0.3% |
1.6230 |
High |
1.6383 |
1.6442 |
0.0059 |
0.4% |
1.6383 |
Low |
1.6274 |
1.6342 |
0.0068 |
0.4% |
1.6131 |
Close |
1.6360 |
1.6348 |
-0.0012 |
-0.1% |
1.6360 |
Range |
0.0109 |
0.0100 |
-0.0009 |
-8.3% |
0.0252 |
ATR |
0.0104 |
0.0104 |
0.0000 |
-0.3% |
0.0000 |
Volume |
113,600 |
128,461 |
14,861 |
13.1% |
409,404 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6677 |
1.6613 |
1.6403 |
|
R3 |
1.6577 |
1.6513 |
1.6376 |
|
R2 |
1.6477 |
1.6477 |
1.6366 |
|
R1 |
1.6413 |
1.6413 |
1.6357 |
1.6395 |
PP |
1.6377 |
1.6377 |
1.6377 |
1.6369 |
S1 |
1.6313 |
1.6313 |
1.6339 |
1.6295 |
S2 |
1.6277 |
1.6277 |
1.6330 |
|
S3 |
1.6177 |
1.6213 |
1.6321 |
|
S4 |
1.6077 |
1.6113 |
1.6293 |
|
|
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 |
1.6442 |
1.6131 |
0.0311 |
1.9% |
0.0106 |
0.6% |
70% |
True |
False |
107,573 |
10 |
1.6442 |
1.6056 |
0.0386 |
2.4% |
0.0096 |
0.6% |
76% |
True |
False |
97,622 |
20 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0103 |
0.6% |
84% |
True |
False |
96,636 |
40 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0107 |
0.7% |
84% |
True |
False |
91,518 |
60 |
1.6442 |
1.5619 |
0.0823 |
5.0% |
0.0106 |
0.6% |
89% |
True |
False |
90,188 |
80 |
1.6442 |
1.5410 |
0.1032 |
6.3% |
0.0100 |
0.6% |
91% |
True |
False |
67,981 |
100 |
1.6442 |
1.5050 |
0.1392 |
8.5% |
0.0100 |
0.6% |
93% |
True |
False |
54,398 |
120 |
1.6442 |
1.4798 |
0.1644 |
10.1% |
0.0102 |
0.6% |
94% |
True |
False |
45,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6867 |
2.618 |
1.6704 |
1.618 |
1.6604 |
1.000 |
1.6542 |
0.618 |
1.6504 |
HIGH |
1.6442 |
0.618 |
1.6404 |
0.500 |
1.6392 |
0.382 |
1.6380 |
LOW |
1.6342 |
0.618 |
1.6280 |
1.000 |
1.6242 |
1.618 |
1.6180 |
2.618 |
1.6080 |
4.250 |
1.5917 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6392 |
1.6338 |
PP |
1.6377 |
1.6328 |
S1 |
1.6363 |
1.6319 |
|