CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6206 |
1.6270 |
0.0064 |
0.4% |
1.6212 |
| High |
1.6317 |
1.6370 |
0.0053 |
0.3% |
1.6370 |
| Low |
1.6184 |
1.6265 |
0.0081 |
0.5% |
1.6120 |
| Close |
1.6264 |
1.6348 |
0.0084 |
0.5% |
1.6348 |
| Range |
0.0133 |
0.0105 |
-0.0028 |
-21.1% |
0.0250 |
| ATR |
0.0095 |
0.0095 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,135 |
2,816 |
1,681 |
148.1% |
15,281 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6643 |
1.6600 |
1.6406 |
|
| R3 |
1.6538 |
1.6495 |
1.6377 |
|
| R2 |
1.6433 |
1.6433 |
1.6367 |
|
| R1 |
1.6390 |
1.6390 |
1.6358 |
1.6412 |
| PP |
1.6328 |
1.6328 |
1.6328 |
1.6338 |
| S1 |
1.6285 |
1.6285 |
1.6338 |
1.6307 |
| S2 |
1.6223 |
1.6223 |
1.6329 |
|
| S3 |
1.6118 |
1.6180 |
1.6319 |
|
| S4 |
1.6013 |
1.6075 |
1.6290 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7029 |
1.6939 |
1.6486 |
|
| R3 |
1.6779 |
1.6689 |
1.6417 |
|
| R2 |
1.6529 |
1.6529 |
1.6394 |
|
| R1 |
1.6439 |
1.6439 |
1.6371 |
1.6484 |
| PP |
1.6279 |
1.6279 |
1.6279 |
1.6302 |
| S1 |
1.6189 |
1.6189 |
1.6325 |
1.6234 |
| S2 |
1.6029 |
1.6029 |
1.6302 |
|
| S3 |
1.5779 |
1.5939 |
1.6279 |
|
| S4 |
1.5529 |
1.5689 |
1.6211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6370 |
1.6120 |
0.0250 |
1.5% |
0.0093 |
0.6% |
91% |
True |
False |
3,167 |
| 10 |
1.6370 |
1.6033 |
0.0337 |
2.1% |
0.0089 |
0.5% |
93% |
True |
False |
1,741 |
| 20 |
1.6370 |
1.5840 |
0.0530 |
3.2% |
0.0096 |
0.6% |
96% |
True |
False |
1,016 |
| 40 |
1.6370 |
1.5840 |
0.0530 |
3.2% |
0.0094 |
0.6% |
96% |
True |
False |
573 |
| 60 |
1.6370 |
1.5614 |
0.0756 |
4.6% |
0.0078 |
0.5% |
97% |
True |
False |
391 |
| 80 |
1.6370 |
1.5424 |
0.0946 |
5.8% |
0.0060 |
0.4% |
98% |
True |
False |
304 |
| 100 |
1.6370 |
1.5081 |
0.1289 |
7.9% |
0.0054 |
0.3% |
98% |
True |
False |
245 |
| 120 |
1.6370 |
1.4850 |
0.1520 |
9.3% |
0.0047 |
0.3% |
99% |
True |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6816 |
|
2.618 |
1.6645 |
|
1.618 |
1.6540 |
|
1.000 |
1.6475 |
|
0.618 |
1.6435 |
|
HIGH |
1.6370 |
|
0.618 |
1.6330 |
|
0.500 |
1.6318 |
|
0.382 |
1.6305 |
|
LOW |
1.6265 |
|
0.618 |
1.6200 |
|
1.000 |
1.6160 |
|
1.618 |
1.6095 |
|
2.618 |
1.5990 |
|
4.250 |
1.5819 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6338 |
1.6315 |
| PP |
1.6328 |
1.6281 |
| S1 |
1.6318 |
1.6248 |
|