CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6334 |
1.6414 |
0.0080 |
0.5% |
1.6359 |
| High |
1.6424 |
1.6456 |
0.0032 |
0.2% |
1.6427 |
| Low |
1.6315 |
1.6410 |
0.0095 |
0.6% |
1.6283 |
| Close |
1.6419 |
1.6437 |
0.0018 |
0.1% |
1.6332 |
| Range |
0.0109 |
0.0046 |
-0.0063 |
-57.8% |
0.0144 |
| ATR |
0.0095 |
0.0092 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
19,074 |
48,258 |
29,184 |
153.0% |
39,110 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6572 |
1.6551 |
1.6462 |
|
| R3 |
1.6526 |
1.6505 |
1.6450 |
|
| R2 |
1.6480 |
1.6480 |
1.6445 |
|
| R1 |
1.6459 |
1.6459 |
1.6441 |
1.6470 |
| PP |
1.6434 |
1.6434 |
1.6434 |
1.6440 |
| S1 |
1.6413 |
1.6413 |
1.6433 |
1.6424 |
| S2 |
1.6388 |
1.6388 |
1.6429 |
|
| S3 |
1.6342 |
1.6367 |
1.6424 |
|
| S4 |
1.6296 |
1.6321 |
1.6412 |
|
|
| 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 |
1.6456 |
1.6283 |
0.0173 |
1.1% |
0.0086 |
0.5% |
89% |
True |
False |
20,628 |
| 10 |
1.6456 |
1.6126 |
0.0330 |
2.0% |
0.0093 |
0.6% |
94% |
True |
False |
12,037 |
| 20 |
1.6456 |
1.5840 |
0.0616 |
3.7% |
0.0095 |
0.6% |
97% |
True |
False |
6,225 |
| 40 |
1.6456 |
1.5840 |
0.0616 |
3.7% |
0.0093 |
0.6% |
97% |
True |
False |
3,217 |
| 60 |
1.6456 |
1.5840 |
0.0616 |
3.7% |
0.0087 |
0.5% |
97% |
True |
False |
2,164 |
| 80 |
1.6456 |
1.5450 |
0.1006 |
6.1% |
0.0067 |
0.4% |
98% |
True |
False |
1,632 |
| 100 |
1.6456 |
1.5101 |
0.1355 |
8.2% |
0.0058 |
0.4% |
99% |
True |
False |
1,309 |
| 120 |
1.6456 |
1.4850 |
0.1606 |
9.8% |
0.0052 |
0.3% |
99% |
True |
False |
1,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6652 |
|
2.618 |
1.6576 |
|
1.618 |
1.6530 |
|
1.000 |
1.6502 |
|
0.618 |
1.6484 |
|
HIGH |
1.6456 |
|
0.618 |
1.6438 |
|
0.500 |
1.6433 |
|
0.382 |
1.6428 |
|
LOW |
1.6410 |
|
0.618 |
1.6382 |
|
1.000 |
1.6364 |
|
1.618 |
1.6336 |
|
2.618 |
1.6290 |
|
4.250 |
1.6215 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6436 |
1.6415 |
| PP |
1.6434 |
1.6392 |
| S1 |
1.6433 |
1.6370 |
|