CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6230 |
1.6159 |
-0.0071 |
-0.4% |
1.6115 |
| High |
1.6238 |
1.6218 |
-0.0020 |
-0.1% |
1.6224 |
| Low |
1.6131 |
1.6137 |
0.0006 |
0.0% |
1.6056 |
| Close |
1.6146 |
1.6217 |
0.0071 |
0.4% |
1.6204 |
| Range |
0.0107 |
0.0081 |
-0.0026 |
-24.3% |
0.0168 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
81,566 |
89,492 |
7,926 |
9.7% |
438,356 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6434 |
1.6406 |
1.6262 |
|
| R3 |
1.6353 |
1.6325 |
1.6239 |
|
| R2 |
1.6272 |
1.6272 |
1.6232 |
|
| R1 |
1.6244 |
1.6244 |
1.6224 |
1.6258 |
| PP |
1.6191 |
1.6191 |
1.6191 |
1.6198 |
| S1 |
1.6163 |
1.6163 |
1.6210 |
1.6177 |
| S2 |
1.6110 |
1.6110 |
1.6202 |
|
| S3 |
1.6029 |
1.6082 |
1.6195 |
|
| S4 |
1.5948 |
1.6001 |
1.6172 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6665 |
1.6603 |
1.6296 |
|
| R3 |
1.6497 |
1.6435 |
1.6250 |
|
| R2 |
1.6329 |
1.6329 |
1.6235 |
|
| R1 |
1.6267 |
1.6267 |
1.6219 |
1.6298 |
| PP |
1.6161 |
1.6161 |
1.6161 |
1.6177 |
| S1 |
1.6099 |
1.6099 |
1.6189 |
1.6130 |
| S2 |
1.5993 |
1.5993 |
1.6173 |
|
| S3 |
1.5825 |
1.5931 |
1.6158 |
|
| S4 |
1.5657 |
1.5763 |
1.6112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6238 |
1.6070 |
0.0168 |
1.0% |
0.0095 |
0.6% |
88% |
False |
False |
93,745 |
| 10 |
1.6238 |
1.5875 |
0.0363 |
2.2% |
0.0101 |
0.6% |
94% |
False |
False |
92,508 |
| 20 |
1.6238 |
1.5850 |
0.0388 |
2.4% |
0.0101 |
0.6% |
95% |
False |
False |
93,721 |
| 40 |
1.6250 |
1.5850 |
0.0400 |
2.5% |
0.0107 |
0.7% |
92% |
False |
False |
89,444 |
| 60 |
1.6252 |
1.5547 |
0.0705 |
4.3% |
0.0105 |
0.6% |
95% |
False |
False |
84,352 |
| 80 |
1.6252 |
1.5198 |
0.1054 |
6.5% |
0.0102 |
0.6% |
97% |
False |
False |
63,398 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0101 |
0.6% |
98% |
False |
False |
50,732 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0101 |
0.6% |
98% |
False |
False |
42,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6562 |
|
2.618 |
1.6430 |
|
1.618 |
1.6349 |
|
1.000 |
1.6299 |
|
0.618 |
1.6268 |
|
HIGH |
1.6218 |
|
0.618 |
1.6187 |
|
0.500 |
1.6178 |
|
0.382 |
1.6168 |
|
LOW |
1.6137 |
|
0.618 |
1.6087 |
|
1.000 |
1.6056 |
|
1.618 |
1.6006 |
|
2.618 |
1.5925 |
|
4.250 |
1.5793 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6204 |
1.6206 |
| PP |
1.6191 |
1.6195 |
| S1 |
1.6178 |
1.6185 |
|