CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6437 |
1.6366 |
-0.0071 |
-0.4% |
1.6359 |
| High |
1.6448 |
1.6408 |
-0.0040 |
-0.2% |
1.6427 |
| Low |
1.6328 |
1.6311 |
-0.0017 |
-0.1% |
1.6283 |
| Close |
1.6372 |
1.6336 |
-0.0036 |
-0.2% |
1.6332 |
| Range |
0.0120 |
0.0097 |
-0.0023 |
-19.2% |
0.0144 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.2% |
0.0000 |
| Volume |
84,131 |
98,102 |
13,971 |
16.6% |
39,110 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6643 |
1.6586 |
1.6389 |
|
| R3 |
1.6546 |
1.6489 |
1.6363 |
|
| R2 |
1.6449 |
1.6449 |
1.6354 |
|
| R1 |
1.6392 |
1.6392 |
1.6345 |
1.6372 |
| PP |
1.6352 |
1.6352 |
1.6352 |
1.6342 |
| S1 |
1.6295 |
1.6295 |
1.6327 |
1.6275 |
| S2 |
1.6255 |
1.6255 |
1.6318 |
|
| S3 |
1.6158 |
1.6198 |
1.6309 |
|
| S4 |
1.6061 |
1.6101 |
1.6283 |
|
|
| 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% |
0.0094 |
0.6% |
31% |
False |
False |
52,743 |
| 10 |
1.6456 |
1.6265 |
0.0191 |
1.2% |
0.0094 |
0.6% |
37% |
False |
False |
29,149 |
| 20 |
1.6456 |
1.5977 |
0.0479 |
2.9% |
0.0091 |
0.6% |
75% |
False |
False |
15,323 |
| 40 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0093 |
0.6% |
81% |
False |
False |
7,771 |
| 60 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0087 |
0.5% |
81% |
False |
False |
5,200 |
| 80 |
1.6456 |
1.5450 |
0.1006 |
6.2% |
0.0070 |
0.4% |
88% |
False |
False |
3,909 |
| 100 |
1.6456 |
1.5101 |
0.1355 |
8.3% |
0.0060 |
0.4% |
91% |
False |
False |
3,131 |
| 120 |
1.6456 |
1.4850 |
0.1606 |
9.8% |
0.0054 |
0.3% |
93% |
False |
False |
2,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6820 |
|
2.618 |
1.6662 |
|
1.618 |
1.6565 |
|
1.000 |
1.6505 |
|
0.618 |
1.6468 |
|
HIGH |
1.6408 |
|
0.618 |
1.6371 |
|
0.500 |
1.6360 |
|
0.382 |
1.6348 |
|
LOW |
1.6311 |
|
0.618 |
1.6251 |
|
1.000 |
1.6214 |
|
1.618 |
1.6154 |
|
2.618 |
1.6057 |
|
4.250 |
1.5899 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6360 |
1.6384 |
| PP |
1.6352 |
1.6368 |
| S1 |
1.6344 |
1.6352 |
|