CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6346 |
1.6374 |
0.0028 |
0.2% |
1.6212 |
| High |
1.6425 |
1.6390 |
-0.0035 |
-0.2% |
1.6370 |
| Low |
1.6335 |
1.6317 |
-0.0018 |
-0.1% |
1.6120 |
| Close |
1.6389 |
1.6366 |
-0.0023 |
-0.1% |
1.6348 |
| Range |
0.0090 |
0.0073 |
-0.0017 |
-18.9% |
0.0250 |
| ATR |
0.0095 |
0.0094 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
1,665 |
13,824 |
12,159 |
730.3% |
15,281 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6577 |
1.6544 |
1.6406 |
|
| R3 |
1.6504 |
1.6471 |
1.6386 |
|
| R2 |
1.6431 |
1.6431 |
1.6379 |
|
| R1 |
1.6398 |
1.6398 |
1.6373 |
1.6378 |
| PP |
1.6358 |
1.6358 |
1.6358 |
1.6348 |
| S1 |
1.6325 |
1.6325 |
1.6359 |
1.6305 |
| S2 |
1.6285 |
1.6285 |
1.6353 |
|
| S3 |
1.6212 |
1.6252 |
1.6346 |
|
| S4 |
1.6139 |
1.6179 |
1.6326 |
|
|
| 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 |
1.6184 |
0.0243 |
1.5% |
0.0099 |
0.6% |
75% |
False |
False |
4,215 |
| 10 |
1.6427 |
1.6059 |
0.0368 |
2.2% |
0.0094 |
0.6% |
83% |
False |
False |
3,380 |
| 20 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0095 |
0.6% |
90% |
False |
False |
1,835 |
| 40 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0093 |
0.6% |
90% |
False |
False |
996 |
| 60 |
1.6427 |
1.5758 |
0.0669 |
4.1% |
0.0082 |
0.5% |
91% |
False |
False |
676 |
| 80 |
1.6427 |
1.5424 |
0.1003 |
6.1% |
0.0063 |
0.4% |
94% |
False |
False |
516 |
| 100 |
1.6427 |
1.5090 |
0.1337 |
8.2% |
0.0056 |
0.3% |
95% |
False |
False |
416 |
| 120 |
1.6427 |
1.4850 |
0.1577 |
9.6% |
0.0049 |
0.3% |
96% |
False |
False |
348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6700 |
|
2.618 |
1.6581 |
|
1.618 |
1.6508 |
|
1.000 |
1.6463 |
|
0.618 |
1.6435 |
|
HIGH |
1.6390 |
|
0.618 |
1.6362 |
|
0.500 |
1.6354 |
|
0.382 |
1.6345 |
|
LOW |
1.6317 |
|
0.618 |
1.6272 |
|
1.000 |
1.6244 |
|
1.618 |
1.6199 |
|
2.618 |
1.6126 |
|
4.250 |
1.6007 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6362 |
1.6372 |
| PP |
1.6358 |
1.6370 |
| S1 |
1.6354 |
1.6368 |
|