CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5876 |
1.6029 |
0.0153 |
1.0% |
1.5904 |
| High |
1.6050 |
1.6080 |
0.0030 |
0.2% |
1.6097 |
| Low |
1.5872 |
1.5977 |
0.0105 |
0.7% |
1.5886 |
| Close |
1.6007 |
1.6042 |
0.0035 |
0.2% |
1.5985 |
| Range |
0.0178 |
0.0103 |
-0.0075 |
-42.1% |
0.0211 |
| ATR |
0.0097 |
0.0098 |
0.0000 |
0.4% |
0.0000 |
| Volume |
218 |
367 |
149 |
68.3% |
1,756 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6342 |
1.6295 |
1.6099 |
|
| R3 |
1.6239 |
1.6192 |
1.6070 |
|
| R2 |
1.6136 |
1.6136 |
1.6061 |
|
| R1 |
1.6089 |
1.6089 |
1.6051 |
1.6113 |
| PP |
1.6033 |
1.6033 |
1.6033 |
1.6045 |
| S1 |
1.5986 |
1.5986 |
1.6033 |
1.6010 |
| S2 |
1.5930 |
1.5930 |
1.6023 |
|
| S3 |
1.5827 |
1.5883 |
1.6014 |
|
| S4 |
1.5724 |
1.5780 |
1.5985 |
|
|
| 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 |
1.6086 |
1.5840 |
0.0246 |
1.5% |
0.0118 |
0.7% |
82% |
False |
False |
222 |
| 10 |
1.6097 |
1.5840 |
0.0257 |
1.6% |
0.0103 |
0.6% |
79% |
False |
False |
291 |
| 20 |
1.6228 |
1.5840 |
0.0388 |
2.4% |
0.0089 |
0.6% |
52% |
False |
False |
229 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0086 |
0.5% |
52% |
False |
False |
148 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0065 |
0.4% |
76% |
False |
False |
110 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0054 |
0.3% |
83% |
False |
False |
87 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0048 |
0.3% |
86% |
False |
False |
71 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0040 |
0.2% |
86% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6518 |
|
2.618 |
1.6350 |
|
1.618 |
1.6247 |
|
1.000 |
1.6183 |
|
0.618 |
1.6144 |
|
HIGH |
1.6080 |
|
0.618 |
1.6041 |
|
0.500 |
1.6029 |
|
0.382 |
1.6016 |
|
LOW |
1.5977 |
|
0.618 |
1.5913 |
|
1.000 |
1.5874 |
|
1.618 |
1.5810 |
|
2.618 |
1.5707 |
|
4.250 |
1.5539 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6038 |
1.6015 |
| PP |
1.6033 |
1.5987 |
| S1 |
1.6029 |
1.5960 |
|