CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6366 |
1.6334 |
-0.0032 |
-0.2% |
1.6334 |
| High |
1.6408 |
1.6351 |
-0.0057 |
-0.3% |
1.6456 |
| Low |
1.6311 |
1.6252 |
-0.0059 |
-0.4% |
1.6252 |
| Close |
1.6336 |
1.6281 |
-0.0055 |
-0.3% |
1.6281 |
| Range |
0.0097 |
0.0099 |
0.0002 |
2.1% |
0.0204 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.4% |
0.0000 |
| Volume |
98,102 |
95,165 |
-2,937 |
-3.0% |
344,730 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6592 |
1.6535 |
1.6335 |
|
| R3 |
1.6493 |
1.6436 |
1.6308 |
|
| R2 |
1.6394 |
1.6394 |
1.6299 |
|
| R1 |
1.6337 |
1.6337 |
1.6290 |
1.6316 |
| PP |
1.6295 |
1.6295 |
1.6295 |
1.6284 |
| S1 |
1.6238 |
1.6238 |
1.6272 |
1.6217 |
| S2 |
1.6196 |
1.6196 |
1.6263 |
|
| S3 |
1.6097 |
1.6139 |
1.6254 |
|
| S4 |
1.5998 |
1.6040 |
1.6227 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6942 |
1.6815 |
1.6393 |
|
| R3 |
1.6738 |
1.6611 |
1.6337 |
|
| R2 |
1.6534 |
1.6534 |
1.6318 |
|
| R1 |
1.6407 |
1.6407 |
1.6300 |
1.6369 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6310 |
| S1 |
1.6203 |
1.6203 |
1.6262 |
1.6165 |
| S2 |
1.6126 |
1.6126 |
1.6244 |
|
| S3 |
1.5922 |
1.5999 |
1.6225 |
|
| S4 |
1.5718 |
1.5795 |
1.6169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6456 |
1.6252 |
0.0204 |
1.3% |
0.0094 |
0.6% |
14% |
False |
True |
68,946 |
| 10 |
1.6456 |
1.6252 |
0.0204 |
1.3% |
0.0093 |
0.6% |
14% |
False |
True |
38,384 |
| 20 |
1.6456 |
1.6033 |
0.0423 |
2.6% |
0.0091 |
0.6% |
59% |
False |
False |
20,062 |
| 40 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0090 |
0.6% |
72% |
False |
False |
10,146 |
| 60 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0087 |
0.5% |
72% |
False |
False |
6,786 |
| 80 |
1.6456 |
1.5450 |
0.1006 |
6.2% |
0.0071 |
0.4% |
83% |
False |
False |
5,098 |
| 100 |
1.6456 |
1.5101 |
0.1355 |
8.3% |
0.0061 |
0.4% |
87% |
False |
False |
4,082 |
| 120 |
1.6456 |
1.4850 |
0.1606 |
9.9% |
0.0055 |
0.3% |
89% |
False |
False |
3,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6772 |
|
2.618 |
1.6610 |
|
1.618 |
1.6511 |
|
1.000 |
1.6450 |
|
0.618 |
1.6412 |
|
HIGH |
1.6351 |
|
0.618 |
1.6313 |
|
0.500 |
1.6302 |
|
0.382 |
1.6290 |
|
LOW |
1.6252 |
|
0.618 |
1.6191 |
|
1.000 |
1.6153 |
|
1.618 |
1.6092 |
|
2.618 |
1.5993 |
|
4.250 |
1.5831 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6302 |
1.6350 |
| PP |
1.6295 |
1.6327 |
| S1 |
1.6288 |
1.6304 |
|