CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6056 |
1.6074 |
0.0018 |
0.1% |
1.5904 |
| High |
1.6097 |
1.6086 |
-0.0011 |
-0.1% |
1.6097 |
| Low |
1.5998 |
1.5948 |
-0.0050 |
-0.3% |
1.5886 |
| Close |
1.6072 |
1.5985 |
-0.0087 |
-0.5% |
1.5985 |
| Range |
0.0099 |
0.0138 |
0.0039 |
39.4% |
0.0211 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.1% |
0.0000 |
| Volume |
204 |
288 |
84 |
41.2% |
1,756 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6420 |
1.6341 |
1.6061 |
|
| R3 |
1.6282 |
1.6203 |
1.6023 |
|
| R2 |
1.6144 |
1.6144 |
1.6010 |
|
| R1 |
1.6065 |
1.6065 |
1.5998 |
1.6036 |
| PP |
1.6006 |
1.6006 |
1.6006 |
1.5992 |
| S1 |
1.5927 |
1.5927 |
1.5972 |
1.5898 |
| S2 |
1.5868 |
1.5868 |
1.5960 |
|
| S3 |
1.5730 |
1.5789 |
1.5947 |
|
| S4 |
1.5592 |
1.5651 |
1.5909 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6622 |
1.6515 |
1.6101 |
|
| R3 |
1.6411 |
1.6304 |
1.6043 |
|
| R2 |
1.6200 |
1.6200 |
1.6024 |
|
| R1 |
1.6093 |
1.6093 |
1.6004 |
1.6147 |
| PP |
1.5989 |
1.5989 |
1.5989 |
1.6016 |
| S1 |
1.5882 |
1.5882 |
1.5966 |
1.5936 |
| S2 |
1.5778 |
1.5778 |
1.5946 |
|
| S3 |
1.5567 |
1.5671 |
1.5927 |
|
| S4 |
1.5356 |
1.5460 |
1.5869 |
|
|
| 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% |
0.0096 |
0.6% |
47% |
False |
False |
351 |
| 10 |
1.6181 |
1.5886 |
0.0295 |
1.8% |
0.0084 |
0.5% |
34% |
False |
False |
314 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0091 |
0.6% |
31% |
False |
False |
205 |
| 40 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0083 |
0.5% |
31% |
False |
False |
129 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0057 |
0.4% |
69% |
False |
False |
98 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0048 |
0.3% |
78% |
False |
False |
77 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0043 |
0.3% |
82% |
False |
False |
63 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0036 |
0.2% |
82% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6673 |
|
2.618 |
1.6447 |
|
1.618 |
1.6309 |
|
1.000 |
1.6224 |
|
0.618 |
1.6171 |
|
HIGH |
1.6086 |
|
0.618 |
1.6033 |
|
0.500 |
1.6017 |
|
0.382 |
1.6001 |
|
LOW |
1.5948 |
|
0.618 |
1.5863 |
|
1.000 |
1.5810 |
|
1.618 |
1.5725 |
|
2.618 |
1.5587 |
|
4.250 |
1.5362 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6017 |
1.6023 |
| PP |
1.6006 |
1.6010 |
| S1 |
1.5996 |
1.5998 |
|