CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6359 |
1.6346 |
-0.0013 |
-0.1% |
1.6212 |
| High |
1.6427 |
1.6425 |
-0.0002 |
0.0% |
1.6370 |
| Low |
1.6331 |
1.6335 |
0.0004 |
0.0% |
1.6120 |
| Close |
1.6337 |
1.6389 |
0.0052 |
0.3% |
1.6348 |
| Range |
0.0096 |
0.0090 |
-0.0006 |
-6.3% |
0.0250 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,637 |
1,665 |
28 |
1.7% |
15,281 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6653 |
1.6611 |
1.6439 |
|
| R3 |
1.6563 |
1.6521 |
1.6414 |
|
| R2 |
1.6473 |
1.6473 |
1.6406 |
|
| R1 |
1.6431 |
1.6431 |
1.6397 |
1.6452 |
| PP |
1.6383 |
1.6383 |
1.6383 |
1.6394 |
| S1 |
1.6341 |
1.6341 |
1.6381 |
1.6362 |
| S2 |
1.6293 |
1.6293 |
1.6373 |
|
| S3 |
1.6203 |
1.6251 |
1.6364 |
|
| S4 |
1.6113 |
1.6161 |
1.6340 |
|
|
| 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 |
1.6126 |
0.0301 |
1.8% |
0.0101 |
0.6% |
87% |
False |
False |
3,446 |
| 10 |
1.6427 |
1.6048 |
0.0379 |
2.3% |
0.0092 |
0.6% |
90% |
False |
False |
2,028 |
| 20 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0097 |
0.6% |
94% |
False |
False |
1,155 |
| 40 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0093 |
0.6% |
94% |
False |
False |
651 |
| 60 |
1.6427 |
1.5711 |
0.0716 |
4.4% |
0.0081 |
0.5% |
95% |
False |
False |
446 |
| 80 |
1.6427 |
1.5424 |
0.1003 |
6.1% |
0.0062 |
0.4% |
96% |
False |
False |
345 |
| 100 |
1.6427 |
1.5081 |
0.1346 |
8.2% |
0.0055 |
0.3% |
97% |
False |
False |
277 |
| 120 |
1.6427 |
1.4850 |
0.1577 |
9.6% |
0.0049 |
0.3% |
98% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6808 |
|
2.618 |
1.6661 |
|
1.618 |
1.6571 |
|
1.000 |
1.6515 |
|
0.618 |
1.6481 |
|
HIGH |
1.6425 |
|
0.618 |
1.6391 |
|
0.500 |
1.6380 |
|
0.382 |
1.6369 |
|
LOW |
1.6335 |
|
0.618 |
1.6279 |
|
1.000 |
1.6245 |
|
1.618 |
1.6189 |
|
2.618 |
1.6099 |
|
4.250 |
1.5953 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6386 |
1.6375 |
| PP |
1.6383 |
1.6360 |
| S1 |
1.6380 |
1.6346 |
|