CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6096 |
1.6097 |
0.0001 |
0.0% |
1.6003 |
| High |
1.6131 |
1.6108 |
-0.0023 |
-0.1% |
1.6120 |
| Low |
1.6070 |
1.6048 |
-0.0022 |
-0.1% |
1.5840 |
| Close |
1.6082 |
1.6102 |
0.0020 |
0.1% |
1.6096 |
| Range |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0280 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
254 |
309 |
55 |
21.7% |
1,004 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6266 |
1.6244 |
1.6135 |
|
| R3 |
1.6206 |
1.6184 |
1.6119 |
|
| R2 |
1.6146 |
1.6146 |
1.6113 |
|
| R1 |
1.6124 |
1.6124 |
1.6108 |
1.6135 |
| PP |
1.6086 |
1.6086 |
1.6086 |
1.6092 |
| S1 |
1.6064 |
1.6064 |
1.6097 |
1.6075 |
| S2 |
1.6026 |
1.6026 |
1.6091 |
|
| S3 |
1.5966 |
1.6004 |
1.6086 |
|
| S4 |
1.5906 |
1.5944 |
1.6069 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6859 |
1.6757 |
1.6250 |
|
| R3 |
1.6579 |
1.6477 |
1.6173 |
|
| R2 |
1.6299 |
1.6299 |
1.6147 |
|
| R1 |
1.6197 |
1.6197 |
1.6122 |
1.6248 |
| PP |
1.6019 |
1.6019 |
1.6019 |
1.6044 |
| S1 |
1.5917 |
1.5917 |
1.6070 |
1.5968 |
| S2 |
1.5739 |
1.5739 |
1.6045 |
|
| S3 |
1.5459 |
1.5637 |
1.6019 |
|
| S4 |
1.5179 |
1.5357 |
1.5942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6131 |
1.5872 |
0.0259 |
1.6% |
0.0098 |
0.6% |
89% |
False |
False |
265 |
| 10 |
1.6131 |
1.5840 |
0.0291 |
1.8% |
0.0097 |
0.6% |
90% |
False |
False |
291 |
| 20 |
1.6228 |
1.5840 |
0.0388 |
2.4% |
0.0089 |
0.6% |
68% |
False |
False |
253 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0088 |
0.5% |
67% |
False |
False |
162 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.8% |
0.0068 |
0.4% |
84% |
False |
False |
116 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0057 |
0.4% |
89% |
False |
False |
97 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0049 |
0.3% |
91% |
False |
False |
79 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0041 |
0.3% |
91% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6363 |
|
2.618 |
1.6265 |
|
1.618 |
1.6205 |
|
1.000 |
1.6168 |
|
0.618 |
1.6145 |
|
HIGH |
1.6108 |
|
0.618 |
1.6085 |
|
0.500 |
1.6078 |
|
0.382 |
1.6071 |
|
LOW |
1.6048 |
|
0.618 |
1.6011 |
|
1.000 |
1.5988 |
|
1.618 |
1.5951 |
|
2.618 |
1.5891 |
|
4.250 |
1.5793 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6094 |
1.6095 |
| PP |
1.6086 |
1.6089 |
| S1 |
1.6078 |
1.6082 |
|