CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.6270 |
1.6359 |
0.0089 |
0.5% |
1.6212 |
High |
1.6370 |
1.6427 |
0.0057 |
0.3% |
1.6370 |
Low |
1.6265 |
1.6331 |
0.0066 |
0.4% |
1.6120 |
Close |
1.6348 |
1.6337 |
-0.0011 |
-0.1% |
1.6348 |
Range |
0.0105 |
0.0096 |
-0.0009 |
-8.6% |
0.0250 |
ATR |
0.0095 |
0.0096 |
0.0000 |
0.0% |
0.0000 |
Volume |
2,816 |
1,637 |
-1,179 |
-41.9% |
15,281 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6653 |
1.6591 |
1.6390 |
|
R3 |
1.6557 |
1.6495 |
1.6363 |
|
R2 |
1.6461 |
1.6461 |
1.6355 |
|
R1 |
1.6399 |
1.6399 |
1.6346 |
1.6382 |
PP |
1.6365 |
1.6365 |
1.6365 |
1.6357 |
S1 |
1.6303 |
1.6303 |
1.6328 |
1.6286 |
S2 |
1.6269 |
1.6269 |
1.6319 |
|
S3 |
1.6173 |
1.6207 |
1.6311 |
|
S4 |
1.6077 |
1.6111 |
1.6284 |
|
|
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 |
1.6427 |
1.6120 |
0.0307 |
1.9% |
0.0104 |
0.6% |
71% |
True |
False |
3,383 |
10 |
1.6427 |
1.6048 |
0.0379 |
2.3% |
0.0089 |
0.5% |
76% |
True |
False |
1,887 |
20 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0096 |
0.6% |
85% |
True |
False |
1,081 |
40 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0093 |
0.6% |
85% |
True |
False |
611 |
60 |
1.6427 |
1.5682 |
0.0745 |
4.6% |
0.0080 |
0.5% |
88% |
True |
False |
418 |
80 |
1.6427 |
1.5424 |
0.1003 |
6.1% |
0.0061 |
0.4% |
91% |
True |
False |
325 |
100 |
1.6427 |
1.5081 |
0.1346 |
8.2% |
0.0055 |
0.3% |
93% |
True |
False |
261 |
120 |
1.6427 |
1.4850 |
0.1577 |
9.7% |
0.0048 |
0.3% |
94% |
True |
False |
219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6835 |
2.618 |
1.6678 |
1.618 |
1.6582 |
1.000 |
1.6523 |
0.618 |
1.6486 |
HIGH |
1.6427 |
0.618 |
1.6390 |
0.500 |
1.6379 |
0.382 |
1.6368 |
LOW |
1.6331 |
0.618 |
1.6272 |
1.000 |
1.6235 |
1.618 |
1.6176 |
2.618 |
1.6080 |
4.250 |
1.5923 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6379 |
1.6327 |
PP |
1.6365 |
1.6316 |
S1 |
1.6351 |
1.6306 |
|