CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6003 |
1.5964 |
-0.0039 |
-0.2% |
1.5904 |
| High |
1.6003 |
1.5964 |
-0.0039 |
-0.2% |
1.6097 |
| Low |
1.5954 |
1.5840 |
-0.0114 |
-0.7% |
1.5886 |
| Close |
1.5962 |
1.5876 |
-0.0086 |
-0.5% |
1.5985 |
| Range |
0.0049 |
0.0124 |
0.0075 |
153.1% |
0.0211 |
| ATR |
0.0089 |
0.0091 |
0.0003 |
2.9% |
0.0000 |
| Volume |
180 |
59 |
-121 |
-67.2% |
1,756 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6265 |
1.6195 |
1.5944 |
|
| R3 |
1.6141 |
1.6071 |
1.5910 |
|
| R2 |
1.6017 |
1.6017 |
1.5899 |
|
| R1 |
1.5947 |
1.5947 |
1.5887 |
1.5920 |
| PP |
1.5893 |
1.5893 |
1.5893 |
1.5880 |
| S1 |
1.5823 |
1.5823 |
1.5865 |
1.5796 |
| S2 |
1.5769 |
1.5769 |
1.5853 |
|
| S3 |
1.5645 |
1.5699 |
1.5842 |
|
| S4 |
1.5521 |
1.5575 |
1.5808 |
|
|
| 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 |
1.5840 |
0.0257 |
1.6% |
0.0095 |
0.6% |
14% |
False |
True |
317 |
| 10 |
1.6097 |
1.5840 |
0.0257 |
1.6% |
0.0083 |
0.5% |
14% |
False |
True |
314 |
| 20 |
1.6228 |
1.5840 |
0.0388 |
2.4% |
0.0093 |
0.6% |
9% |
False |
True |
211 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.5% |
0.0085 |
0.5% |
9% |
False |
True |
134 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0060 |
0.4% |
55% |
False |
False |
101 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0050 |
0.3% |
69% |
False |
False |
80 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0045 |
0.3% |
74% |
False |
False |
65 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0037 |
0.2% |
74% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6491 |
|
2.618 |
1.6289 |
|
1.618 |
1.6165 |
|
1.000 |
1.6088 |
|
0.618 |
1.6041 |
|
HIGH |
1.5964 |
|
0.618 |
1.5917 |
|
0.500 |
1.5902 |
|
0.382 |
1.5887 |
|
LOW |
1.5840 |
|
0.618 |
1.5763 |
|
1.000 |
1.5716 |
|
1.618 |
1.5639 |
|
2.618 |
1.5515 |
|
4.250 |
1.5313 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5902 |
1.5963 |
| PP |
1.5893 |
1.5934 |
| S1 |
1.5885 |
1.5905 |
|