CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6420 |
1.6448 |
0.0028 |
0.2% |
1.6370 |
| High |
1.6465 |
1.6457 |
-0.0008 |
0.0% |
1.6442 |
| Low |
1.6418 |
1.6338 |
-0.0080 |
-0.5% |
1.6292 |
| Close |
1.6446 |
1.6382 |
-0.0064 |
-0.4% |
1.6342 |
| Range |
0.0047 |
0.0119 |
0.0072 |
153.2% |
0.0150 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.5% |
0.0000 |
| Volume |
110,392 |
149,664 |
39,272 |
35.6% |
563,534 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6749 |
1.6685 |
1.6447 |
|
| R3 |
1.6630 |
1.6566 |
1.6415 |
|
| R2 |
1.6511 |
1.6511 |
1.6404 |
|
| R1 |
1.6447 |
1.6447 |
1.6393 |
1.6420 |
| PP |
1.6392 |
1.6392 |
1.6392 |
1.6379 |
| S1 |
1.6328 |
1.6328 |
1.6371 |
1.6301 |
| S2 |
1.6273 |
1.6273 |
1.6360 |
|
| S3 |
1.6154 |
1.6209 |
1.6349 |
|
| S4 |
1.6035 |
1.6090 |
1.6317 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6809 |
1.6725 |
1.6425 |
|
| R3 |
1.6659 |
1.6575 |
1.6383 |
|
| R2 |
1.6509 |
1.6509 |
1.6370 |
|
| R1 |
1.6425 |
1.6425 |
1.6356 |
1.6392 |
| PP |
1.6359 |
1.6359 |
1.6359 |
1.6342 |
| S1 |
1.6275 |
1.6275 |
1.6328 |
1.6242 |
| S2 |
1.6209 |
1.6209 |
1.6315 |
|
| S3 |
1.6059 |
1.6125 |
1.6301 |
|
| S4 |
1.5909 |
1.5975 |
1.6260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6465 |
1.6292 |
0.0173 |
1.1% |
0.0097 |
0.6% |
52% |
False |
False |
115,516 |
| 10 |
1.6465 |
1.6195 |
0.0270 |
1.6% |
0.0099 |
0.6% |
69% |
False |
False |
114,351 |
| 20 |
1.6465 |
1.5875 |
0.0590 |
3.6% |
0.0100 |
0.6% |
86% |
False |
False |
103,430 |
| 40 |
1.6465 |
1.5850 |
0.0615 |
3.8% |
0.0105 |
0.6% |
87% |
False |
False |
96,749 |
| 60 |
1.6465 |
1.5850 |
0.0615 |
3.8% |
0.0107 |
0.7% |
87% |
False |
False |
95,049 |
| 80 |
1.6465 |
1.5420 |
0.1045 |
6.4% |
0.0101 |
0.6% |
92% |
False |
False |
77,663 |
| 100 |
1.6465 |
1.5094 |
0.1371 |
8.4% |
0.0101 |
0.6% |
94% |
False |
False |
62,162 |
| 120 |
1.6465 |
1.4798 |
0.1667 |
10.2% |
0.0103 |
0.6% |
95% |
False |
False |
51,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6963 |
|
2.618 |
1.6769 |
|
1.618 |
1.6650 |
|
1.000 |
1.6576 |
|
0.618 |
1.6531 |
|
HIGH |
1.6457 |
|
0.618 |
1.6412 |
|
0.500 |
1.6398 |
|
0.382 |
1.6383 |
|
LOW |
1.6338 |
|
0.618 |
1.6264 |
|
1.000 |
1.6219 |
|
1.618 |
1.6145 |
|
2.618 |
1.6026 |
|
4.250 |
1.5832 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6398 |
1.6394 |
| PP |
1.6392 |
1.6390 |
| S1 |
1.6387 |
1.6386 |
|