CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6365 |
1.6328 |
-0.0037 |
-0.2% |
1.6359 |
| High |
1.6391 |
1.6381 |
-0.0010 |
-0.1% |
1.6427 |
| Low |
1.6289 |
1.6283 |
-0.0006 |
0.0% |
1.6283 |
| Close |
1.6329 |
1.6332 |
0.0003 |
0.0% |
1.6332 |
| Range |
0.0102 |
0.0098 |
-0.0004 |
-3.9% |
0.0144 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.3% |
0.0000 |
| Volume |
7,830 |
14,154 |
6,324 |
80.8% |
39,110 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6626 |
1.6577 |
1.6386 |
|
| R3 |
1.6528 |
1.6479 |
1.6359 |
|
| R2 |
1.6430 |
1.6430 |
1.6350 |
|
| R1 |
1.6381 |
1.6381 |
1.6341 |
1.6406 |
| PP |
1.6332 |
1.6332 |
1.6332 |
1.6344 |
| S1 |
1.6283 |
1.6283 |
1.6323 |
1.6308 |
| S2 |
1.6234 |
1.6234 |
1.6314 |
|
| S3 |
1.6136 |
1.6185 |
1.6305 |
|
| S4 |
1.6038 |
1.6087 |
1.6278 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6779 |
1.6700 |
1.6411 |
|
| R3 |
1.6635 |
1.6556 |
1.6372 |
|
| R2 |
1.6491 |
1.6491 |
1.6358 |
|
| R1 |
1.6412 |
1.6412 |
1.6345 |
1.6380 |
| PP |
1.6347 |
1.6347 |
1.6347 |
1.6331 |
| S1 |
1.6268 |
1.6268 |
1.6319 |
1.6236 |
| S2 |
1.6203 |
1.6203 |
1.6306 |
|
| S3 |
1.6059 |
1.6124 |
1.6292 |
|
| S4 |
1.5915 |
1.5980 |
1.6253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6427 |
1.6283 |
0.0144 |
0.9% |
0.0092 |
0.6% |
34% |
False |
True |
7,822 |
| 10 |
1.6427 |
1.6120 |
0.0307 |
1.9% |
0.0092 |
0.6% |
69% |
False |
False |
5,494 |
| 20 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0097 |
0.6% |
84% |
False |
False |
2,882 |
| 40 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0092 |
0.6% |
84% |
False |
False |
1,538 |
| 60 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0085 |
0.5% |
84% |
False |
False |
1,042 |
| 80 |
1.6427 |
1.5450 |
0.0977 |
6.0% |
0.0065 |
0.4% |
90% |
False |
False |
791 |
| 100 |
1.6427 |
1.5101 |
0.1326 |
8.1% |
0.0057 |
0.3% |
93% |
False |
False |
635 |
| 120 |
1.6427 |
1.4850 |
0.1577 |
9.7% |
0.0051 |
0.3% |
94% |
False |
False |
531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6798 |
|
2.618 |
1.6638 |
|
1.618 |
1.6540 |
|
1.000 |
1.6479 |
|
0.618 |
1.6442 |
|
HIGH |
1.6381 |
|
0.618 |
1.6344 |
|
0.500 |
1.6332 |
|
0.382 |
1.6320 |
|
LOW |
1.6283 |
|
0.618 |
1.6222 |
|
1.000 |
1.6185 |
|
1.618 |
1.6124 |
|
2.618 |
1.6026 |
|
4.250 |
1.5867 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6332 |
1.6337 |
| PP |
1.6332 |
1.6335 |
| S1 |
1.6332 |
1.6334 |
|