CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6448 |
1.6375 |
-0.0073 |
-0.4% |
1.6370 |
| High |
1.6457 |
1.6418 |
-0.0039 |
-0.2% |
1.6442 |
| Low |
1.6338 |
1.6320 |
-0.0018 |
-0.1% |
1.6292 |
| Close |
1.6382 |
1.6346 |
-0.0036 |
-0.2% |
1.6342 |
| Range |
0.0119 |
0.0098 |
-0.0021 |
-17.6% |
0.0150 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
149,664 |
128,435 |
-21,229 |
-14.2% |
563,534 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6655 |
1.6599 |
1.6400 |
|
| R3 |
1.6557 |
1.6501 |
1.6373 |
|
| R2 |
1.6459 |
1.6459 |
1.6364 |
|
| R1 |
1.6403 |
1.6403 |
1.6355 |
1.6382 |
| PP |
1.6361 |
1.6361 |
1.6361 |
1.6351 |
| S1 |
1.6305 |
1.6305 |
1.6337 |
1.6284 |
| S2 |
1.6263 |
1.6263 |
1.6328 |
|
| S3 |
1.6165 |
1.6207 |
1.6319 |
|
| S4 |
1.6067 |
1.6109 |
1.6292 |
|
|
| 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% |
0.0095 |
0.6% |
31% |
False |
False |
117,710 |
| 10 |
1.6465 |
1.6274 |
0.0191 |
1.2% |
0.0096 |
0.6% |
38% |
False |
False |
114,720 |
| 20 |
1.6465 |
1.5984 |
0.0481 |
2.9% |
0.0096 |
0.6% |
75% |
False |
False |
103,479 |
| 40 |
1.6465 |
1.5850 |
0.0615 |
3.8% |
0.0104 |
0.6% |
81% |
False |
False |
96,927 |
| 60 |
1.6465 |
1.5850 |
0.0615 |
3.8% |
0.0104 |
0.6% |
81% |
False |
False |
94,698 |
| 80 |
1.6465 |
1.5420 |
0.1045 |
6.4% |
0.0102 |
0.6% |
89% |
False |
False |
79,267 |
| 100 |
1.6465 |
1.5094 |
0.1371 |
8.4% |
0.0102 |
0.6% |
91% |
False |
False |
63,446 |
| 120 |
1.6465 |
1.4798 |
0.1667 |
10.2% |
0.0103 |
0.6% |
93% |
False |
False |
52,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6835 |
|
2.618 |
1.6675 |
|
1.618 |
1.6577 |
|
1.000 |
1.6516 |
|
0.618 |
1.6479 |
|
HIGH |
1.6418 |
|
0.618 |
1.6381 |
|
0.500 |
1.6369 |
|
0.382 |
1.6357 |
|
LOW |
1.6320 |
|
0.618 |
1.6259 |
|
1.000 |
1.6222 |
|
1.618 |
1.6161 |
|
2.618 |
1.6063 |
|
4.250 |
1.5904 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6369 |
1.6393 |
| PP |
1.6361 |
1.6377 |
| S1 |
1.6354 |
1.6362 |
|