CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6088 |
1.6181 |
0.0093 |
0.6% |
1.6096 |
| High |
1.6186 |
1.6209 |
0.0023 |
0.1% |
1.6209 |
| Low |
1.6059 |
1.6168 |
0.0109 |
0.7% |
1.6048 |
| Close |
1.6148 |
1.6192 |
0.0044 |
0.3% |
1.6192 |
| Range |
0.0127 |
0.0041 |
-0.0086 |
-67.7% |
0.0161 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
549 |
554 |
5 |
0.9% |
1,957 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6313 |
1.6293 |
1.6215 |
|
| R3 |
1.6272 |
1.6252 |
1.6203 |
|
| R2 |
1.6231 |
1.6231 |
1.6200 |
|
| R1 |
1.6211 |
1.6211 |
1.6196 |
1.6221 |
| PP |
1.6190 |
1.6190 |
1.6190 |
1.6195 |
| S1 |
1.6170 |
1.6170 |
1.6188 |
1.6180 |
| S2 |
1.6149 |
1.6149 |
1.6184 |
|
| S3 |
1.6108 |
1.6129 |
1.6181 |
|
| S4 |
1.6067 |
1.6088 |
1.6169 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6633 |
1.6573 |
1.6281 |
|
| R3 |
1.6472 |
1.6412 |
1.6236 |
|
| R2 |
1.6311 |
1.6311 |
1.6222 |
|
| R1 |
1.6251 |
1.6251 |
1.6207 |
1.6281 |
| PP |
1.6150 |
1.6150 |
1.6150 |
1.6165 |
| S1 |
1.6090 |
1.6090 |
1.6177 |
1.6120 |
| S2 |
1.5989 |
1.5989 |
1.6162 |
|
| S3 |
1.5828 |
1.5929 |
1.6148 |
|
| S4 |
1.5667 |
1.5768 |
1.6103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6209 |
1.6048 |
0.0161 |
1.0% |
0.0075 |
0.5% |
89% |
True |
False |
391 |
| 10 |
1.6209 |
1.5840 |
0.0369 |
2.3% |
0.0092 |
0.6% |
95% |
True |
False |
296 |
| 20 |
1.6209 |
1.5840 |
0.0369 |
2.3% |
0.0088 |
0.5% |
95% |
True |
False |
305 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0090 |
0.6% |
90% |
False |
False |
196 |
| 60 |
1.6230 |
1.5474 |
0.0756 |
4.7% |
0.0071 |
0.4% |
95% |
False |
False |
137 |
| 80 |
1.6230 |
1.5135 |
0.1095 |
6.8% |
0.0059 |
0.4% |
97% |
False |
False |
114 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0052 |
0.3% |
97% |
False |
False |
92 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0044 |
0.3% |
97% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6383 |
|
2.618 |
1.6316 |
|
1.618 |
1.6275 |
|
1.000 |
1.6250 |
|
0.618 |
1.6234 |
|
HIGH |
1.6209 |
|
0.618 |
1.6193 |
|
0.500 |
1.6189 |
|
0.382 |
1.6184 |
|
LOW |
1.6168 |
|
0.618 |
1.6143 |
|
1.000 |
1.6127 |
|
1.618 |
1.6102 |
|
2.618 |
1.6061 |
|
4.250 |
1.5994 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6191 |
1.6173 |
| PP |
1.6190 |
1.6153 |
| S1 |
1.6189 |
1.6134 |
|