CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6030 |
1.6056 |
0.0026 |
0.2% |
1.6156 |
| High |
1.6097 |
1.6097 |
0.0000 |
0.0% |
1.6181 |
| Low |
1.6030 |
1.5998 |
-0.0032 |
-0.2% |
1.5896 |
| Close |
1.6066 |
1.6072 |
0.0006 |
0.0% |
1.5911 |
| Range |
0.0067 |
0.0099 |
0.0032 |
47.8% |
0.0285 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.0% |
0.0000 |
| Volume |
854 |
204 |
-650 |
-76.1% |
1,385 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6353 |
1.6311 |
1.6126 |
|
| R3 |
1.6254 |
1.6212 |
1.6099 |
|
| R2 |
1.6155 |
1.6155 |
1.6090 |
|
| R1 |
1.6113 |
1.6113 |
1.6081 |
1.6134 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6066 |
| S1 |
1.6014 |
1.6014 |
1.6063 |
1.6035 |
| S2 |
1.5957 |
1.5957 |
1.6054 |
|
| S3 |
1.5858 |
1.5915 |
1.6045 |
|
| S4 |
1.5759 |
1.5816 |
1.6018 |
|
|
| 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% |
0.0087 |
0.5% |
88% |
True |
False |
361 |
| 10 |
1.6228 |
1.5886 |
0.0342 |
2.1% |
0.0079 |
0.5% |
54% |
False |
False |
300 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0087 |
0.5% |
56% |
False |
False |
194 |
| 40 |
1.6230 |
1.5859 |
0.0371 |
2.3% |
0.0079 |
0.5% |
57% |
False |
False |
122 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0055 |
0.3% |
80% |
False |
False |
94 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0047 |
0.3% |
86% |
False |
False |
74 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0042 |
0.3% |
89% |
False |
False |
60 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0035 |
0.2% |
89% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6518 |
|
2.618 |
1.6356 |
|
1.618 |
1.6257 |
|
1.000 |
1.6196 |
|
0.618 |
1.6158 |
|
HIGH |
1.6097 |
|
0.618 |
1.6059 |
|
0.500 |
1.6048 |
|
0.382 |
1.6036 |
|
LOW |
1.5998 |
|
0.618 |
1.5937 |
|
1.000 |
1.5899 |
|
1.618 |
1.5838 |
|
2.618 |
1.5739 |
|
4.250 |
1.5577 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6064 |
1.6054 |
| PP |
1.6056 |
1.6036 |
| S1 |
1.6048 |
1.6018 |
|