CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6353 |
1.6386 |
0.0033 |
0.2% |
1.6230 |
| High |
1.6436 |
1.6403 |
-0.0033 |
-0.2% |
1.6383 |
| Low |
1.6346 |
1.6325 |
-0.0021 |
-0.1% |
1.6131 |
| Close |
1.6400 |
1.6377 |
-0.0023 |
-0.1% |
1.6360 |
| Range |
0.0090 |
0.0078 |
-0.0012 |
-13.3% |
0.0252 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
79,648 |
119,478 |
39,830 |
50.0% |
409,404 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6602 |
1.6568 |
1.6420 |
|
| R3 |
1.6524 |
1.6490 |
1.6398 |
|
| R2 |
1.6446 |
1.6446 |
1.6391 |
|
| R1 |
1.6412 |
1.6412 |
1.6384 |
1.6390 |
| PP |
1.6368 |
1.6368 |
1.6368 |
1.6358 |
| S1 |
1.6334 |
1.6334 |
1.6370 |
1.6312 |
| S2 |
1.6290 |
1.6290 |
1.6363 |
|
| S3 |
1.6212 |
1.6256 |
1.6356 |
|
| S4 |
1.6134 |
1.6178 |
1.6334 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7047 |
1.6956 |
1.6499 |
|
| R3 |
1.6795 |
1.6704 |
1.6429 |
|
| R2 |
1.6543 |
1.6543 |
1.6406 |
|
| R1 |
1.6452 |
1.6452 |
1.6383 |
1.6498 |
| PP |
1.6291 |
1.6291 |
1.6291 |
1.6314 |
| S1 |
1.6200 |
1.6200 |
1.6337 |
1.6246 |
| S2 |
1.6039 |
1.6039 |
1.6314 |
|
| S3 |
1.5787 |
1.5948 |
1.6291 |
|
| S4 |
1.5535 |
1.5696 |
1.6221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6442 |
1.6195 |
0.0247 |
1.5% |
0.0102 |
0.6% |
74% |
False |
False |
113,186 |
| 10 |
1.6442 |
1.6070 |
0.0372 |
2.3% |
0.0098 |
0.6% |
83% |
False |
False |
103,466 |
| 20 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0102 |
0.6% |
89% |
False |
False |
98,140 |
| 40 |
1.6442 |
1.5850 |
0.0592 |
3.6% |
0.0107 |
0.7% |
89% |
False |
False |
92,418 |
| 60 |
1.6442 |
1.5709 |
0.0733 |
4.5% |
0.0106 |
0.6% |
91% |
False |
False |
92,556 |
| 80 |
1.6442 |
1.5410 |
0.1032 |
6.3% |
0.0101 |
0.6% |
94% |
False |
False |
70,466 |
| 100 |
1.6442 |
1.5062 |
0.1380 |
8.4% |
0.0100 |
0.6% |
95% |
False |
False |
56,387 |
| 120 |
1.6442 |
1.4798 |
0.1644 |
10.0% |
0.0103 |
0.6% |
96% |
False |
False |
47,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6735 |
|
2.618 |
1.6607 |
|
1.618 |
1.6529 |
|
1.000 |
1.6481 |
|
0.618 |
1.6451 |
|
HIGH |
1.6403 |
|
0.618 |
1.6373 |
|
0.500 |
1.6364 |
|
0.382 |
1.6355 |
|
LOW |
1.6325 |
|
0.618 |
1.6277 |
|
1.000 |
1.6247 |
|
1.618 |
1.6199 |
|
2.618 |
1.6121 |
|
4.250 |
1.5994 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6373 |
1.6384 |
| PP |
1.6368 |
1.6381 |
| S1 |
1.6364 |
1.6379 |
|