CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6115 |
1.6109 |
-0.0006 |
0.0% |
1.6006 |
| High |
1.6146 |
1.6130 |
-0.0016 |
-0.1% |
1.6132 |
| Low |
1.6079 |
1.6056 |
-0.0023 |
-0.1% |
1.5850 |
| Close |
1.6094 |
1.6114 |
0.0020 |
0.1% |
1.6108 |
| Range |
0.0067 |
0.0074 |
0.0007 |
10.4% |
0.0282 |
| ATR |
0.0108 |
0.0105 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
66,409 |
74,276 |
7,867 |
11.8% |
475,198 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6322 |
1.6292 |
1.6155 |
|
| R3 |
1.6248 |
1.6218 |
1.6134 |
|
| R2 |
1.6174 |
1.6174 |
1.6128 |
|
| R1 |
1.6144 |
1.6144 |
1.6121 |
1.6159 |
| PP |
1.6100 |
1.6100 |
1.6100 |
1.6108 |
| S1 |
1.6070 |
1.6070 |
1.6107 |
1.6085 |
| S2 |
1.6026 |
1.6026 |
1.6100 |
|
| S3 |
1.5952 |
1.5996 |
1.6094 |
|
| S4 |
1.5878 |
1.5922 |
1.6073 |
|
|
| 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 |
1.6146 |
1.5875 |
0.0271 |
1.7% |
0.0107 |
0.7% |
88% |
False |
False |
91,271 |
| 10 |
1.6146 |
1.5850 |
0.0296 |
1.8% |
0.0106 |
0.7% |
89% |
False |
False |
92,814 |
| 20 |
1.6250 |
1.5850 |
0.0400 |
2.5% |
0.0104 |
0.6% |
66% |
False |
False |
90,039 |
| 40 |
1.6252 |
1.5850 |
0.0402 |
2.5% |
0.0107 |
0.7% |
66% |
False |
False |
88,986 |
| 60 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0104 |
0.6% |
83% |
False |
False |
76,640 |
| 80 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0103 |
0.6% |
88% |
False |
False |
57,546 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0104 |
0.6% |
91% |
False |
False |
46,050 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0099 |
0.6% |
91% |
False |
False |
38,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6445 |
|
2.618 |
1.6324 |
|
1.618 |
1.6250 |
|
1.000 |
1.6204 |
|
0.618 |
1.6176 |
|
HIGH |
1.6130 |
|
0.618 |
1.6102 |
|
0.500 |
1.6093 |
|
0.382 |
1.6084 |
|
LOW |
1.6056 |
|
0.618 |
1.6010 |
|
1.000 |
1.5982 |
|
1.618 |
1.5936 |
|
2.618 |
1.5862 |
|
4.250 |
1.5742 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6107 |
1.6107 |
| PP |
1.6100 |
1.6101 |
| S1 |
1.6093 |
1.6094 |
|