CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5984 |
1.5904 |
-0.0080 |
-0.5% |
1.6156 |
| High |
1.5986 |
1.5957 |
-0.0029 |
-0.2% |
1.6181 |
| Low |
1.5896 |
1.5886 |
-0.0010 |
-0.1% |
1.5896 |
| Close |
1.5911 |
1.5954 |
0.0043 |
0.3% |
1.5911 |
| Range |
0.0090 |
0.0071 |
-0.0019 |
-21.1% |
0.0285 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
339 |
196 |
-143 |
-42.2% |
1,385 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6145 |
1.6121 |
1.5993 |
|
| R3 |
1.6074 |
1.6050 |
1.5974 |
|
| R2 |
1.6003 |
1.6003 |
1.5967 |
|
| R1 |
1.5979 |
1.5979 |
1.5961 |
1.5991 |
| PP |
1.5932 |
1.5932 |
1.5932 |
1.5939 |
| S1 |
1.5908 |
1.5908 |
1.5947 |
1.5920 |
| S2 |
1.5861 |
1.5861 |
1.5941 |
|
| S3 |
1.5790 |
1.5837 |
1.5934 |
|
| S4 |
1.5719 |
1.5766 |
1.5915 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6851 |
1.6666 |
1.6068 |
|
| R3 |
1.6566 |
1.6381 |
1.5989 |
|
| R2 |
1.6281 |
1.6281 |
1.5963 |
|
| R1 |
1.6096 |
1.6096 |
1.5937 |
1.6046 |
| PP |
1.5996 |
1.5996 |
1.5996 |
1.5971 |
| S1 |
1.5811 |
1.5811 |
1.5885 |
1.5761 |
| S2 |
1.5711 |
1.5711 |
1.5859 |
|
| S3 |
1.5426 |
1.5526 |
1.5833 |
|
| S4 |
1.5141 |
1.5241 |
1.5754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6123 |
1.5886 |
0.0237 |
1.5% |
0.0073 |
0.5% |
29% |
False |
True |
295 |
| 10 |
1.6228 |
1.5886 |
0.0342 |
2.1% |
0.0083 |
0.5% |
20% |
False |
True |
201 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0090 |
0.6% |
22% |
False |
False |
148 |
| 40 |
1.6230 |
1.5711 |
0.0519 |
3.3% |
0.0073 |
0.5% |
47% |
False |
False |
91 |
| 60 |
1.6230 |
1.5424 |
0.0806 |
5.1% |
0.0050 |
0.3% |
66% |
False |
False |
76 |
| 80 |
1.6230 |
1.5081 |
0.1149 |
7.2% |
0.0045 |
0.3% |
76% |
False |
False |
58 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0039 |
0.2% |
80% |
False |
False |
48 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0033 |
0.2% |
80% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6259 |
|
2.618 |
1.6143 |
|
1.618 |
1.6072 |
|
1.000 |
1.6028 |
|
0.618 |
1.6001 |
|
HIGH |
1.5957 |
|
0.618 |
1.5930 |
|
0.500 |
1.5922 |
|
0.382 |
1.5913 |
|
LOW |
1.5886 |
|
0.618 |
1.5842 |
|
1.000 |
1.5815 |
|
1.618 |
1.5771 |
|
2.618 |
1.5700 |
|
4.250 |
1.5584 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5943 |
1.5967 |
| PP |
1.5932 |
1.5962 |
| S1 |
1.5922 |
1.5958 |
|