CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5964 |
1.5876 |
-0.0088 |
-0.6% |
1.5904 |
| High |
1.5964 |
1.6050 |
0.0086 |
0.5% |
1.6097 |
| Low |
1.5840 |
1.5872 |
0.0032 |
0.2% |
1.5886 |
| Close |
1.5876 |
1.6007 |
0.0131 |
0.8% |
1.5985 |
| Range |
0.0124 |
0.0178 |
0.0054 |
43.5% |
0.0211 |
| ATR |
0.0091 |
0.0097 |
0.0006 |
6.8% |
0.0000 |
| Volume |
59 |
218 |
159 |
269.5% |
1,756 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6510 |
1.6437 |
1.6105 |
|
| R3 |
1.6332 |
1.6259 |
1.6056 |
|
| R2 |
1.6154 |
1.6154 |
1.6040 |
|
| R1 |
1.6081 |
1.6081 |
1.6023 |
1.6118 |
| PP |
1.5976 |
1.5976 |
1.5976 |
1.5995 |
| S1 |
1.5903 |
1.5903 |
1.5991 |
1.5940 |
| S2 |
1.5798 |
1.5798 |
1.5974 |
|
| S3 |
1.5620 |
1.5725 |
1.5958 |
|
| S4 |
1.5442 |
1.5547 |
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 |
1.5840 |
0.0257 |
1.6% |
0.0118 |
0.7% |
65% |
False |
False |
189 |
| 10 |
1.6097 |
1.5840 |
0.0257 |
1.6% |
0.0096 |
0.6% |
65% |
False |
False |
288 |
| 20 |
1.6228 |
1.5840 |
0.0388 |
2.4% |
0.0095 |
0.6% |
43% |
False |
False |
220 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0086 |
0.5% |
43% |
False |
False |
139 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0063 |
0.4% |
71% |
False |
False |
105 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0053 |
0.3% |
80% |
False |
False |
83 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0047 |
0.3% |
84% |
False |
False |
68 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0039 |
0.2% |
84% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6807 |
|
2.618 |
1.6516 |
|
1.618 |
1.6338 |
|
1.000 |
1.6228 |
|
0.618 |
1.6160 |
|
HIGH |
1.6050 |
|
0.618 |
1.5982 |
|
0.500 |
1.5961 |
|
0.382 |
1.5940 |
|
LOW |
1.5872 |
|
0.618 |
1.5762 |
|
1.000 |
1.5694 |
|
1.618 |
1.5584 |
|
2.618 |
1.5406 |
|
4.250 |
1.5116 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5992 |
1.5986 |
| PP |
1.5976 |
1.5966 |
| S1 |
1.5961 |
1.5945 |
|