CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6381 |
1.6339 |
-0.0042 |
-0.3% |
1.6370 |
| High |
1.6403 |
1.6394 |
-0.0009 |
-0.1% |
1.6442 |
| Low |
1.6298 |
1.6292 |
-0.0006 |
0.0% |
1.6292 |
| Close |
1.6340 |
1.6342 |
0.0002 |
0.0% |
1.6342 |
| Range |
0.0105 |
0.0102 |
-0.0003 |
-2.9% |
0.0150 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.0% |
0.0000 |
| Volume |
117,464 |
118,483 |
1,019 |
0.9% |
563,534 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6649 |
1.6597 |
1.6398 |
|
| R3 |
1.6547 |
1.6495 |
1.6370 |
|
| R2 |
1.6445 |
1.6445 |
1.6361 |
|
| R1 |
1.6393 |
1.6393 |
1.6351 |
1.6419 |
| PP |
1.6343 |
1.6343 |
1.6343 |
1.6356 |
| S1 |
1.6291 |
1.6291 |
1.6333 |
1.6317 |
| S2 |
1.6241 |
1.6241 |
1.6323 |
|
| S3 |
1.6139 |
1.6189 |
1.6314 |
|
| S4 |
1.6037 |
1.6087 |
1.6286 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6809 |
1.6725 |
1.6425 |
|
| R3 |
1.6659 |
1.6575 |
1.6383 |
|
| R2 |
1.6509 |
1.6509 |
1.6370 |
|
| R1 |
1.6425 |
1.6425 |
1.6356 |
1.6392 |
| PP |
1.6359 |
1.6359 |
1.6359 |
1.6342 |
| S1 |
1.6275 |
1.6275 |
1.6328 |
1.6242 |
| S2 |
1.6209 |
1.6209 |
1.6315 |
|
| S3 |
1.6059 |
1.6125 |
1.6301 |
|
| S4 |
1.5909 |
1.5975 |
1.6260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6442 |
1.6292 |
0.0150 |
0.9% |
0.0095 |
0.6% |
33% |
False |
True |
112,706 |
| 10 |
1.6442 |
1.6131 |
0.0311 |
1.9% |
0.0097 |
0.6% |
68% |
False |
False |
104,266 |
| 20 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0103 |
0.6% |
83% |
False |
False |
100,055 |
| 40 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0105 |
0.6% |
83% |
False |
False |
93,391 |
| 60 |
1.6442 |
1.5766 |
0.0676 |
4.1% |
0.0106 |
0.6% |
85% |
False |
False |
93,953 |
| 80 |
1.6442 |
1.5420 |
0.1022 |
6.3% |
0.0102 |
0.6% |
90% |
False |
False |
73,412 |
| 100 |
1.6442 |
1.5094 |
0.1348 |
8.2% |
0.0101 |
0.6% |
93% |
False |
False |
58,746 |
| 120 |
1.6442 |
1.4798 |
0.1644 |
10.1% |
0.0104 |
0.6% |
94% |
False |
False |
48,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6828 |
|
2.618 |
1.6661 |
|
1.618 |
1.6559 |
|
1.000 |
1.6496 |
|
0.618 |
1.6457 |
|
HIGH |
1.6394 |
|
0.618 |
1.6355 |
|
0.500 |
1.6343 |
|
0.382 |
1.6331 |
|
LOW |
1.6292 |
|
0.618 |
1.6229 |
|
1.000 |
1.6190 |
|
1.618 |
1.6127 |
|
2.618 |
1.6025 |
|
4.250 |
1.5859 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6343 |
1.6348 |
| PP |
1.6343 |
1.6346 |
| S1 |
1.6342 |
1.6344 |
|