CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.6414 |
1.6437 |
0.0023 |
0.1% |
1.6359 |
High |
1.6456 |
1.6448 |
-0.0008 |
0.0% |
1.6427 |
Low |
1.6410 |
1.6328 |
-0.0082 |
-0.5% |
1.6283 |
Close |
1.6437 |
1.6372 |
-0.0065 |
-0.4% |
1.6332 |
Range |
0.0046 |
0.0120 |
0.0074 |
160.9% |
0.0144 |
ATR |
0.0092 |
0.0094 |
0.0002 |
2.2% |
0.0000 |
Volume |
48,258 |
84,131 |
35,873 |
74.3% |
39,110 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6743 |
1.6677 |
1.6438 |
|
R3 |
1.6623 |
1.6557 |
1.6405 |
|
R2 |
1.6503 |
1.6503 |
1.6394 |
|
R1 |
1.6437 |
1.6437 |
1.6383 |
1.6410 |
PP |
1.6383 |
1.6383 |
1.6383 |
1.6369 |
S1 |
1.6317 |
1.6317 |
1.6361 |
1.6290 |
S2 |
1.6263 |
1.6263 |
1.6350 |
|
S3 |
1.6143 |
1.6197 |
1.6339 |
|
S4 |
1.6023 |
1.6077 |
1.6306 |
|
|
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% |
0.0095 |
0.6% |
51% |
False |
False |
34,689 |
10 |
1.6456 |
1.6184 |
0.0272 |
1.7% |
0.0097 |
0.6% |
69% |
False |
False |
19,452 |
20 |
1.6456 |
1.5872 |
0.0584 |
3.6% |
0.0095 |
0.6% |
86% |
False |
False |
10,428 |
40 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0094 |
0.6% |
86% |
False |
False |
5,319 |
60 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0089 |
0.5% |
86% |
False |
False |
3,565 |
80 |
1.6456 |
1.5450 |
0.1006 |
6.1% |
0.0069 |
0.4% |
92% |
False |
False |
2,683 |
100 |
1.6456 |
1.5101 |
0.1355 |
8.3% |
0.0059 |
0.4% |
94% |
False |
False |
2,150 |
120 |
1.6456 |
1.4850 |
0.1606 |
9.8% |
0.0053 |
0.3% |
95% |
False |
False |
1,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6958 |
2.618 |
1.6762 |
1.618 |
1.6642 |
1.000 |
1.6568 |
0.618 |
1.6522 |
HIGH |
1.6448 |
0.618 |
1.6402 |
0.500 |
1.6388 |
0.382 |
1.6374 |
LOW |
1.6328 |
0.618 |
1.6254 |
1.000 |
1.6208 |
1.618 |
1.6134 |
2.618 |
1.6014 |
4.250 |
1.5818 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6388 |
1.6386 |
PP |
1.6383 |
1.6381 |
S1 |
1.6377 |
1.6377 |
|