CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6345 |
1.6297 |
-0.0048 |
-0.3% |
1.6344 |
| High |
1.6359 |
1.6346 |
-0.0013 |
-0.1% |
1.6465 |
| Low |
1.6263 |
1.6291 |
0.0028 |
0.2% |
1.6263 |
| Close |
1.6291 |
1.6308 |
0.0017 |
0.1% |
1.6291 |
| Range |
0.0096 |
0.0055 |
-0.0041 |
-42.7% |
0.0202 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
34,185 |
3,670 |
-30,515 |
-89.3% |
504,256 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6480 |
1.6449 |
1.6338 |
|
| R3 |
1.6425 |
1.6394 |
1.6323 |
|
| R2 |
1.6370 |
1.6370 |
1.6318 |
|
| R1 |
1.6339 |
1.6339 |
1.6313 |
1.6355 |
| PP |
1.6315 |
1.6315 |
1.6315 |
1.6323 |
| S1 |
1.6284 |
1.6284 |
1.6303 |
1.6300 |
| S2 |
1.6260 |
1.6260 |
1.6298 |
|
| S3 |
1.6205 |
1.6229 |
1.6293 |
|
| S4 |
1.6150 |
1.6174 |
1.6278 |
|
|
| 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% |
0.0083 |
0.5% |
22% |
False |
False |
85,269 |
| 10 |
1.6465 |
1.6263 |
0.0202 |
1.2% |
0.0090 |
0.6% |
22% |
False |
False |
94,299 |
| 20 |
1.6465 |
1.6056 |
0.0409 |
2.5% |
0.0093 |
0.6% |
62% |
False |
False |
95,961 |
| 40 |
1.6465 |
1.5850 |
0.0615 |
3.8% |
0.0099 |
0.6% |
74% |
False |
False |
92,999 |
| 60 |
1.6465 |
1.5850 |
0.0615 |
3.8% |
0.0103 |
0.6% |
74% |
False |
False |
91,541 |
| 80 |
1.6465 |
1.5420 |
0.1045 |
6.4% |
0.0102 |
0.6% |
85% |
False |
False |
79,727 |
| 100 |
1.6465 |
1.5094 |
0.1371 |
8.4% |
0.0101 |
0.6% |
89% |
False |
False |
63,823 |
| 120 |
1.6465 |
1.4798 |
0.1667 |
10.2% |
0.0103 |
0.6% |
91% |
False |
False |
53,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6580 |
|
2.618 |
1.6490 |
|
1.618 |
1.6435 |
|
1.000 |
1.6401 |
|
0.618 |
1.6380 |
|
HIGH |
1.6346 |
|
0.618 |
1.6325 |
|
0.500 |
1.6319 |
|
0.382 |
1.6312 |
|
LOW |
1.6291 |
|
0.618 |
1.6257 |
|
1.000 |
1.6236 |
|
1.618 |
1.6202 |
|
2.618 |
1.6147 |
|
4.250 |
1.6057 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6319 |
1.6341 |
| PP |
1.6315 |
1.6330 |
| S1 |
1.6312 |
1.6319 |
|