CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6375 |
1.6345 |
-0.0030 |
-0.2% |
1.6344 |
| High |
1.6418 |
1.6359 |
-0.0059 |
-0.4% |
1.6465 |
| Low |
1.6320 |
1.6263 |
-0.0057 |
-0.3% |
1.6263 |
| Close |
1.6346 |
1.6291 |
-0.0055 |
-0.3% |
1.6291 |
| Range |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0202 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
128,435 |
34,185 |
-94,250 |
-73.4% |
504,256 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6592 |
1.6538 |
1.6344 |
|
| R3 |
1.6496 |
1.6442 |
1.6317 |
|
| R2 |
1.6400 |
1.6400 |
1.6309 |
|
| R1 |
1.6346 |
1.6346 |
1.6300 |
1.6325 |
| PP |
1.6304 |
1.6304 |
1.6304 |
1.6294 |
| S1 |
1.6250 |
1.6250 |
1.6282 |
1.6229 |
| S2 |
1.6208 |
1.6208 |
1.6273 |
|
| S3 |
1.6112 |
1.6154 |
1.6265 |
|
| S4 |
1.6016 |
1.6058 |
1.6238 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6946 |
1.6820 |
1.6402 |
|
| R3 |
1.6744 |
1.6618 |
1.6347 |
|
| R2 |
1.6542 |
1.6542 |
1.6328 |
|
| R1 |
1.6416 |
1.6416 |
1.6310 |
1.6378 |
| PP |
1.6340 |
1.6340 |
1.6340 |
1.6321 |
| S1 |
1.6214 |
1.6214 |
1.6272 |
1.6176 |
| S2 |
1.6138 |
1.6138 |
1.6254 |
|
| S3 |
1.5936 |
1.6012 |
1.6235 |
|
| S4 |
1.5734 |
1.5810 |
1.6180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6465 |
1.6263 |
0.0202 |
1.2% |
0.0094 |
0.6% |
14% |
False |
True |
100,851 |
| 10 |
1.6465 |
1.6263 |
0.0202 |
1.2% |
0.0095 |
0.6% |
14% |
False |
True |
106,779 |
| 20 |
1.6465 |
1.6042 |
0.0423 |
2.6% |
0.0095 |
0.6% |
59% |
False |
False |
100,034 |
| 40 |
1.6465 |
1.5850 |
0.0615 |
3.8% |
0.0100 |
0.6% |
72% |
False |
False |
94,656 |
| 60 |
1.6465 |
1.5850 |
0.0615 |
3.8% |
0.0103 |
0.6% |
72% |
False |
False |
92,967 |
| 80 |
1.6465 |
1.5420 |
0.1045 |
6.4% |
0.0102 |
0.6% |
83% |
False |
False |
79,690 |
| 100 |
1.6465 |
1.5094 |
0.1371 |
8.4% |
0.0102 |
0.6% |
87% |
False |
False |
63,787 |
| 120 |
1.6465 |
1.4798 |
0.1667 |
10.2% |
0.0103 |
0.6% |
90% |
False |
False |
53,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6767 |
|
2.618 |
1.6610 |
|
1.618 |
1.6514 |
|
1.000 |
1.6455 |
|
0.618 |
1.6418 |
|
HIGH |
1.6359 |
|
0.618 |
1.6322 |
|
0.500 |
1.6311 |
|
0.382 |
1.6300 |
|
LOW |
1.6263 |
|
0.618 |
1.6204 |
|
1.000 |
1.6167 |
|
1.618 |
1.6108 |
|
2.618 |
1.6012 |
|
4.250 |
1.5855 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6311 |
1.6360 |
| PP |
1.6304 |
1.6337 |
| S1 |
1.6298 |
1.6314 |
|