CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6159 |
1.6211 |
0.0052 |
0.3% |
1.6115 |
| High |
1.6218 |
1.6329 |
0.0111 |
0.7% |
1.6224 |
| Low |
1.6137 |
1.6195 |
0.0058 |
0.4% |
1.6056 |
| Close |
1.6217 |
1.6275 |
0.0058 |
0.4% |
1.6204 |
| Range |
0.0081 |
0.0134 |
0.0053 |
65.4% |
0.0168 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.3% |
0.0000 |
| Volume |
89,492 |
124,746 |
35,254 |
39.4% |
438,356 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6668 |
1.6606 |
1.6349 |
|
| R3 |
1.6534 |
1.6472 |
1.6312 |
|
| R2 |
1.6400 |
1.6400 |
1.6300 |
|
| R1 |
1.6338 |
1.6338 |
1.6287 |
1.6369 |
| PP |
1.6266 |
1.6266 |
1.6266 |
1.6282 |
| S1 |
1.6204 |
1.6204 |
1.6263 |
1.6235 |
| S2 |
1.6132 |
1.6132 |
1.6250 |
|
| S3 |
1.5998 |
1.6070 |
1.6238 |
|
| S4 |
1.5864 |
1.5936 |
1.6201 |
|
|
| 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 |
1.6329 |
1.6070 |
0.0259 |
1.6% |
0.0103 |
0.6% |
79% |
True |
False |
93,936 |
| 10 |
1.6329 |
1.5984 |
0.0345 |
2.1% |
0.0095 |
0.6% |
84% |
True |
False |
92,237 |
| 20 |
1.6329 |
1.5850 |
0.0479 |
2.9% |
0.0103 |
0.6% |
89% |
True |
False |
95,294 |
| 40 |
1.6329 |
1.5850 |
0.0479 |
2.9% |
0.0108 |
0.7% |
89% |
True |
False |
90,381 |
| 60 |
1.6329 |
1.5555 |
0.0774 |
4.8% |
0.0106 |
0.6% |
93% |
True |
False |
86,396 |
| 80 |
1.6329 |
1.5198 |
0.1131 |
6.9% |
0.0102 |
0.6% |
95% |
True |
False |
64,957 |
| 100 |
1.6329 |
1.4854 |
0.1475 |
9.1% |
0.0101 |
0.6% |
96% |
True |
False |
51,979 |
| 120 |
1.6329 |
1.4798 |
0.1531 |
9.4% |
0.0101 |
0.6% |
96% |
True |
False |
43,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6899 |
|
2.618 |
1.6680 |
|
1.618 |
1.6546 |
|
1.000 |
1.6463 |
|
0.618 |
1.6412 |
|
HIGH |
1.6329 |
|
0.618 |
1.6278 |
|
0.500 |
1.6262 |
|
0.382 |
1.6246 |
|
LOW |
1.6195 |
|
0.618 |
1.6112 |
|
1.000 |
1.6061 |
|
1.618 |
1.5978 |
|
2.618 |
1.5844 |
|
4.250 |
1.5626 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6271 |
1.6260 |
| PP |
1.6266 |
1.6245 |
| S1 |
1.6262 |
1.6230 |
|