CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5963 |
1.6030 |
0.0067 |
0.4% |
1.6156 |
| High |
1.6045 |
1.6097 |
0.0052 |
0.3% |
1.6181 |
| Low |
1.5939 |
1.6030 |
0.0091 |
0.6% |
1.5896 |
| Close |
1.6032 |
1.6066 |
0.0034 |
0.2% |
1.5911 |
| Range |
0.0106 |
0.0067 |
-0.0039 |
-36.8% |
0.0285 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
214 |
854 |
640 |
299.1% |
1,385 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6265 |
1.6233 |
1.6103 |
|
| R3 |
1.6198 |
1.6166 |
1.6084 |
|
| R2 |
1.6131 |
1.6131 |
1.6078 |
|
| R1 |
1.6099 |
1.6099 |
1.6072 |
1.6115 |
| PP |
1.6064 |
1.6064 |
1.6064 |
1.6073 |
| S1 |
1.6032 |
1.6032 |
1.6060 |
1.6048 |
| S2 |
1.5997 |
1.5997 |
1.6054 |
|
| S3 |
1.5930 |
1.5965 |
1.6048 |
|
| S4 |
1.5863 |
1.5898 |
1.6029 |
|
|
| 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 |
1.6097 |
1.5886 |
0.0211 |
1.3% |
0.0074 |
0.5% |
85% |
True |
False |
388 |
| 10 |
1.6228 |
1.5886 |
0.0342 |
2.1% |
0.0076 |
0.5% |
53% |
False |
False |
294 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0085 |
0.5% |
54% |
False |
False |
187 |
| 40 |
1.6230 |
1.5793 |
0.0437 |
2.7% |
0.0077 |
0.5% |
62% |
False |
False |
117 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0053 |
0.3% |
79% |
False |
False |
90 |
| 80 |
1.6230 |
1.5090 |
0.1140 |
7.1% |
0.0047 |
0.3% |
86% |
False |
False |
71 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0041 |
0.3% |
88% |
False |
False |
58 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0034 |
0.2% |
88% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6382 |
|
2.618 |
1.6272 |
|
1.618 |
1.6205 |
|
1.000 |
1.6164 |
|
0.618 |
1.6138 |
|
HIGH |
1.6097 |
|
0.618 |
1.6071 |
|
0.500 |
1.6064 |
|
0.382 |
1.6056 |
|
LOW |
1.6030 |
|
0.618 |
1.5989 |
|
1.000 |
1.5963 |
|
1.618 |
1.5922 |
|
2.618 |
1.5855 |
|
4.250 |
1.5745 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6065 |
1.6041 |
| PP |
1.6064 |
1.6016 |
| S1 |
1.6064 |
1.5992 |
|