CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6339 |
1.6344 |
0.0005 |
0.0% |
1.6370 |
| High |
1.6394 |
1.6433 |
0.0039 |
0.2% |
1.6442 |
| Low |
1.6292 |
1.6323 |
0.0031 |
0.2% |
1.6292 |
| Close |
1.6342 |
1.6427 |
0.0085 |
0.5% |
1.6342 |
| Range |
0.0102 |
0.0110 |
0.0008 |
7.8% |
0.0150 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.6% |
0.0000 |
| Volume |
118,483 |
81,580 |
-36,903 |
-31.1% |
563,534 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6724 |
1.6686 |
1.6488 |
|
| R3 |
1.6614 |
1.6576 |
1.6457 |
|
| R2 |
1.6504 |
1.6504 |
1.6447 |
|
| R1 |
1.6466 |
1.6466 |
1.6437 |
1.6485 |
| PP |
1.6394 |
1.6394 |
1.6394 |
1.6404 |
| S1 |
1.6356 |
1.6356 |
1.6417 |
1.6375 |
| S2 |
1.6284 |
1.6284 |
1.6407 |
|
| S3 |
1.6174 |
1.6246 |
1.6397 |
|
| S4 |
1.6064 |
1.6136 |
1.6367 |
|
|
| 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 |
1.6436 |
1.6292 |
0.0144 |
0.9% |
0.0097 |
0.6% |
94% |
False |
False |
103,330 |
| 10 |
1.6442 |
1.6131 |
0.0311 |
1.9% |
0.0102 |
0.6% |
95% |
False |
False |
105,451 |
| 20 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0102 |
0.6% |
97% |
False |
False |
98,403 |
| 40 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0106 |
0.6% |
97% |
False |
False |
93,858 |
| 60 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0106 |
0.6% |
97% |
False |
False |
93,543 |
| 80 |
1.6442 |
1.5420 |
0.1022 |
6.2% |
0.0101 |
0.6% |
99% |
False |
False |
74,427 |
| 100 |
1.6442 |
1.5094 |
0.1348 |
8.2% |
0.0101 |
0.6% |
99% |
False |
False |
59,562 |
| 120 |
1.6442 |
1.4798 |
0.1644 |
10.0% |
0.0103 |
0.6% |
99% |
False |
False |
49,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6901 |
|
2.618 |
1.6721 |
|
1.618 |
1.6611 |
|
1.000 |
1.6543 |
|
0.618 |
1.6501 |
|
HIGH |
1.6433 |
|
0.618 |
1.6391 |
|
0.500 |
1.6378 |
|
0.382 |
1.6365 |
|
LOW |
1.6323 |
|
0.618 |
1.6255 |
|
1.000 |
1.6213 |
|
1.618 |
1.6145 |
|
2.618 |
1.6035 |
|
4.250 |
1.5856 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6411 |
1.6406 |
| PP |
1.6394 |
1.6384 |
| S1 |
1.6378 |
1.6363 |
|