CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.6370 |
1.6353 |
-0.0017 |
-0.1% |
1.6230 |
High |
1.6442 |
1.6436 |
-0.0006 |
0.0% |
1.6383 |
Low |
1.6342 |
1.6346 |
0.0004 |
0.0% |
1.6131 |
Close |
1.6348 |
1.6400 |
0.0052 |
0.3% |
1.6360 |
Range |
0.0100 |
0.0090 |
-0.0010 |
-10.0% |
0.0252 |
ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
128,461 |
79,648 |
-48,813 |
-38.0% |
409,404 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6664 |
1.6622 |
1.6450 |
|
R3 |
1.6574 |
1.6532 |
1.6425 |
|
R2 |
1.6484 |
1.6484 |
1.6417 |
|
R1 |
1.6442 |
1.6442 |
1.6408 |
1.6463 |
PP |
1.6394 |
1.6394 |
1.6394 |
1.6405 |
S1 |
1.6352 |
1.6352 |
1.6392 |
1.6373 |
S2 |
1.6304 |
1.6304 |
1.6384 |
|
S3 |
1.6214 |
1.6262 |
1.6375 |
|
S4 |
1.6124 |
1.6172 |
1.6351 |
|
|
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 |
1.6137 |
0.0305 |
1.9% |
0.0103 |
0.6% |
86% |
False |
False |
107,189 |
10 |
1.6442 |
1.6056 |
0.0386 |
2.4% |
0.0098 |
0.6% |
89% |
False |
False |
98,946 |
20 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0104 |
0.6% |
93% |
False |
False |
97,466 |
40 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0107 |
0.7% |
93% |
False |
False |
91,563 |
60 |
1.6442 |
1.5674 |
0.0768 |
4.7% |
0.0105 |
0.6% |
95% |
False |
False |
91,125 |
80 |
1.6442 |
1.5410 |
0.1032 |
6.3% |
0.0101 |
0.6% |
96% |
False |
False |
68,974 |
100 |
1.6442 |
1.5050 |
0.1392 |
8.5% |
0.0100 |
0.6% |
97% |
False |
False |
55,193 |
120 |
1.6442 |
1.4798 |
0.1644 |
10.0% |
0.0103 |
0.6% |
97% |
False |
False |
46,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6819 |
2.618 |
1.6672 |
1.618 |
1.6582 |
1.000 |
1.6526 |
0.618 |
1.6492 |
HIGH |
1.6436 |
0.618 |
1.6402 |
0.500 |
1.6391 |
0.382 |
1.6380 |
LOW |
1.6346 |
0.618 |
1.6290 |
1.000 |
1.6256 |
1.618 |
1.6200 |
2.618 |
1.6110 |
4.250 |
1.5964 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6397 |
1.6386 |
PP |
1.6394 |
1.6372 |
S1 |
1.6391 |
1.6358 |
|