CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6041 |
1.6061 |
0.0020 |
0.1% |
1.6006 |
| High |
1.6099 |
1.6132 |
0.0033 |
0.2% |
1.6132 |
| Low |
1.5984 |
1.6042 |
0.0058 |
0.4% |
1.5850 |
| Close |
1.6054 |
1.6108 |
0.0054 |
0.3% |
1.6108 |
| Range |
0.0115 |
0.0090 |
-0.0025 |
-21.7% |
0.0282 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
103,075 |
85,144 |
-17,931 |
-17.4% |
475,198 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6364 |
1.6326 |
1.6158 |
|
| R3 |
1.6274 |
1.6236 |
1.6133 |
|
| R2 |
1.6184 |
1.6184 |
1.6125 |
|
| R1 |
1.6146 |
1.6146 |
1.6116 |
1.6165 |
| PP |
1.6094 |
1.6094 |
1.6094 |
1.6104 |
| S1 |
1.6056 |
1.6056 |
1.6100 |
1.6075 |
| S2 |
1.6004 |
1.6004 |
1.6092 |
|
| S3 |
1.5914 |
1.5966 |
1.6083 |
|
| S4 |
1.5824 |
1.5876 |
1.6059 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6876 |
1.6774 |
1.6263 |
|
| R3 |
1.6594 |
1.6492 |
1.6186 |
|
| R2 |
1.6312 |
1.6312 |
1.6160 |
|
| R1 |
1.6210 |
1.6210 |
1.6134 |
1.6261 |
| PP |
1.6030 |
1.6030 |
1.6030 |
1.6056 |
| S1 |
1.5928 |
1.5928 |
1.6082 |
1.5979 |
| S2 |
1.5748 |
1.5748 |
1.6056 |
|
| S3 |
1.5466 |
1.5646 |
1.6030 |
|
| S4 |
1.5184 |
1.5364 |
1.5953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6132 |
1.5850 |
0.0282 |
1.8% |
0.0118 |
0.7% |
91% |
True |
False |
95,039 |
| 10 |
1.6132 |
1.5850 |
0.0282 |
1.8% |
0.0111 |
0.7% |
91% |
True |
False |
95,650 |
| 20 |
1.6250 |
1.5850 |
0.0400 |
2.5% |
0.0106 |
0.7% |
65% |
False |
False |
90,038 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0108 |
0.7% |
64% |
False |
False |
89,331 |
| 60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0105 |
0.6% |
83% |
False |
False |
74,316 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0103 |
0.6% |
88% |
False |
False |
55,788 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0105 |
0.7% |
90% |
False |
False |
44,644 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0098 |
0.6% |
90% |
False |
False |
37,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6515 |
|
2.618 |
1.6368 |
|
1.618 |
1.6278 |
|
1.000 |
1.6222 |
|
0.618 |
1.6188 |
|
HIGH |
1.6132 |
|
0.618 |
1.6098 |
|
0.500 |
1.6087 |
|
0.382 |
1.6076 |
|
LOW |
1.6042 |
|
0.618 |
1.5986 |
|
1.000 |
1.5952 |
|
1.618 |
1.5896 |
|
2.618 |
1.5806 |
|
4.250 |
1.5660 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6073 |
| PP |
1.6094 |
1.6038 |
| S1 |
1.6087 |
1.6004 |
|