CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6147 |
1.6206 |
0.0059 |
0.4% |
1.6096 |
| High |
1.6206 |
1.6317 |
0.0111 |
0.7% |
1.6209 |
| Low |
1.6126 |
1.6184 |
0.0058 |
0.4% |
1.6048 |
| Close |
1.6206 |
1.6264 |
0.0058 |
0.4% |
1.6192 |
| Range |
0.0080 |
0.0133 |
0.0053 |
66.3% |
0.0161 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.2% |
0.0000 |
| Volume |
9,980 |
1,135 |
-8,845 |
-88.6% |
1,957 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6654 |
1.6592 |
1.6337 |
|
| R3 |
1.6521 |
1.6459 |
1.6301 |
|
| R2 |
1.6388 |
1.6388 |
1.6288 |
|
| R1 |
1.6326 |
1.6326 |
1.6276 |
1.6357 |
| PP |
1.6255 |
1.6255 |
1.6255 |
1.6271 |
| S1 |
1.6193 |
1.6193 |
1.6252 |
1.6224 |
| S2 |
1.6122 |
1.6122 |
1.6240 |
|
| S3 |
1.5989 |
1.6060 |
1.6227 |
|
| S4 |
1.5856 |
1.5927 |
1.6191 |
|
|
| 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 |
1.6317 |
1.6059 |
0.0258 |
1.6% |
0.0097 |
0.6% |
79% |
True |
False |
2,713 |
| 10 |
1.6317 |
1.5977 |
0.0340 |
2.1% |
0.0088 |
0.5% |
84% |
True |
False |
1,496 |
| 20 |
1.6317 |
1.5840 |
0.0477 |
2.9% |
0.0092 |
0.6% |
89% |
True |
False |
892 |
| 40 |
1.6317 |
1.5840 |
0.0477 |
2.9% |
0.0093 |
0.6% |
89% |
True |
False |
505 |
| 60 |
1.6317 |
1.5571 |
0.0746 |
4.6% |
0.0076 |
0.5% |
93% |
True |
False |
345 |
| 80 |
1.6317 |
1.5204 |
0.1113 |
6.8% |
0.0062 |
0.4% |
95% |
True |
False |
269 |
| 100 |
1.6317 |
1.4903 |
0.1414 |
8.7% |
0.0053 |
0.3% |
96% |
True |
False |
217 |
| 120 |
1.6317 |
1.4850 |
0.1467 |
9.0% |
0.0046 |
0.3% |
96% |
True |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6882 |
|
2.618 |
1.6665 |
|
1.618 |
1.6532 |
|
1.000 |
1.6450 |
|
0.618 |
1.6399 |
|
HIGH |
1.6317 |
|
0.618 |
1.6266 |
|
0.500 |
1.6251 |
|
0.382 |
1.6235 |
|
LOW |
1.6184 |
|
0.618 |
1.6102 |
|
1.000 |
1.6051 |
|
1.618 |
1.5969 |
|
2.618 |
1.5836 |
|
4.250 |
1.5619 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6260 |
1.6249 |
| PP |
1.6255 |
1.6234 |
| S1 |
1.6251 |
1.6219 |
|