CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6344 |
1.6420 |
0.0076 |
0.5% |
1.6370 |
| High |
1.6433 |
1.6465 |
0.0032 |
0.2% |
1.6442 |
| Low |
1.6323 |
1.6418 |
0.0095 |
0.6% |
1.6292 |
| Close |
1.6427 |
1.6446 |
0.0019 |
0.1% |
1.6342 |
| Range |
0.0110 |
0.0047 |
-0.0063 |
-57.3% |
0.0150 |
| ATR |
0.0102 |
0.0098 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
81,580 |
110,392 |
28,812 |
35.3% |
563,534 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6584 |
1.6562 |
1.6472 |
|
| R3 |
1.6537 |
1.6515 |
1.6459 |
|
| R2 |
1.6490 |
1.6490 |
1.6455 |
|
| R1 |
1.6468 |
1.6468 |
1.6450 |
1.6479 |
| PP |
1.6443 |
1.6443 |
1.6443 |
1.6449 |
| S1 |
1.6421 |
1.6421 |
1.6442 |
1.6432 |
| S2 |
1.6396 |
1.6396 |
1.6437 |
|
| S3 |
1.6349 |
1.6374 |
1.6433 |
|
| S4 |
1.6302 |
1.6327 |
1.6420 |
|
|
| 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 |
1.6465 |
1.6292 |
0.0173 |
1.1% |
0.0088 |
0.5% |
89% |
True |
False |
109,479 |
| 10 |
1.6465 |
1.6137 |
0.0328 |
2.0% |
0.0096 |
0.6% |
94% |
True |
False |
108,334 |
| 20 |
1.6465 |
1.5850 |
0.0615 |
3.7% |
0.0101 |
0.6% |
97% |
True |
False |
101,242 |
| 40 |
1.6465 |
1.5850 |
0.0615 |
3.7% |
0.0105 |
0.6% |
97% |
True |
False |
95,251 |
| 60 |
1.6465 |
1.5850 |
0.0615 |
3.7% |
0.0106 |
0.6% |
97% |
True |
False |
93,865 |
| 80 |
1.6465 |
1.5420 |
0.1045 |
6.4% |
0.0101 |
0.6% |
98% |
True |
False |
75,795 |
| 100 |
1.6465 |
1.5094 |
0.1371 |
8.3% |
0.0101 |
0.6% |
99% |
True |
False |
60,666 |
| 120 |
1.6465 |
1.4798 |
0.1667 |
10.1% |
0.0103 |
0.6% |
99% |
True |
False |
50,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6665 |
|
2.618 |
1.6588 |
|
1.618 |
1.6541 |
|
1.000 |
1.6512 |
|
0.618 |
1.6494 |
|
HIGH |
1.6465 |
|
0.618 |
1.6447 |
|
0.500 |
1.6442 |
|
0.382 |
1.6436 |
|
LOW |
1.6418 |
|
0.618 |
1.6389 |
|
1.000 |
1.6371 |
|
1.618 |
1.6342 |
|
2.618 |
1.6295 |
|
4.250 |
1.6218 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6445 |
1.6424 |
| PP |
1.6443 |
1.6401 |
| S1 |
1.6442 |
1.6379 |
|