CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.6386 |
1.6381 |
-0.0005 |
0.0% |
1.6230 |
High |
1.6403 |
1.6403 |
0.0000 |
0.0% |
1.6383 |
Low |
1.6325 |
1.6298 |
-0.0027 |
-0.2% |
1.6131 |
Close |
1.6377 |
1.6340 |
-0.0037 |
-0.2% |
1.6360 |
Range |
0.0078 |
0.0105 |
0.0027 |
34.6% |
0.0252 |
ATR |
0.0101 |
0.0102 |
0.0000 |
0.3% |
0.0000 |
Volume |
119,478 |
117,464 |
-2,014 |
-1.7% |
409,404 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6662 |
1.6606 |
1.6398 |
|
R3 |
1.6557 |
1.6501 |
1.6369 |
|
R2 |
1.6452 |
1.6452 |
1.6359 |
|
R1 |
1.6396 |
1.6396 |
1.6350 |
1.6372 |
PP |
1.6347 |
1.6347 |
1.6347 |
1.6335 |
S1 |
1.6291 |
1.6291 |
1.6330 |
1.6267 |
S2 |
1.6242 |
1.6242 |
1.6321 |
|
S3 |
1.6137 |
1.6186 |
1.6311 |
|
S4 |
1.6032 |
1.6081 |
1.6282 |
|
|
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 |
1.6274 |
0.0168 |
1.0% |
0.0096 |
0.6% |
39% |
False |
False |
111,730 |
10 |
1.6442 |
1.6070 |
0.0372 |
2.3% |
0.0100 |
0.6% |
73% |
False |
False |
102,833 |
20 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0104 |
0.6% |
83% |
False |
False |
100,322 |
40 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0104 |
0.6% |
83% |
False |
False |
92,368 |
60 |
1.6442 |
1.5766 |
0.0676 |
4.1% |
0.0105 |
0.6% |
85% |
False |
False |
93,366 |
80 |
1.6442 |
1.5410 |
0.1032 |
6.3% |
0.0102 |
0.6% |
90% |
False |
False |
71,933 |
100 |
1.6442 |
1.5094 |
0.1348 |
8.2% |
0.0101 |
0.6% |
92% |
False |
False |
57,562 |
120 |
1.6442 |
1.4798 |
0.1644 |
10.1% |
0.0104 |
0.6% |
94% |
False |
False |
47,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6849 |
2.618 |
1.6678 |
1.618 |
1.6573 |
1.000 |
1.6508 |
0.618 |
1.6468 |
HIGH |
1.6403 |
0.618 |
1.6363 |
0.500 |
1.6351 |
0.382 |
1.6338 |
LOW |
1.6298 |
0.618 |
1.6233 |
1.000 |
1.6193 |
1.618 |
1.6128 |
2.618 |
1.6023 |
4.250 |
1.5852 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6351 |
1.6367 |
PP |
1.6347 |
1.6358 |
S1 |
1.6344 |
1.6349 |
|