CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5904 |
1.5963 |
0.0059 |
0.4% |
1.6156 |
| High |
1.5957 |
1.6045 |
0.0088 |
0.6% |
1.6181 |
| Low |
1.5886 |
1.5939 |
0.0053 |
0.3% |
1.5896 |
| Close |
1.5954 |
1.6032 |
0.0078 |
0.5% |
1.5911 |
| Range |
0.0071 |
0.0106 |
0.0035 |
49.3% |
0.0285 |
| ATR |
0.0087 |
0.0089 |
0.0001 |
1.5% |
0.0000 |
| Volume |
196 |
214 |
18 |
9.2% |
1,385 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6323 |
1.6284 |
1.6090 |
|
| R3 |
1.6217 |
1.6178 |
1.6061 |
|
| R2 |
1.6111 |
1.6111 |
1.6051 |
|
| R1 |
1.6072 |
1.6072 |
1.6042 |
1.6092 |
| PP |
1.6005 |
1.6005 |
1.6005 |
1.6015 |
| S1 |
1.5966 |
1.5966 |
1.6022 |
1.5986 |
| S2 |
1.5899 |
1.5899 |
1.6013 |
|
| S3 |
1.5793 |
1.5860 |
1.6003 |
|
| S4 |
1.5687 |
1.5754 |
1.5974 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6851 |
1.6666 |
1.6068 |
|
| R3 |
1.6566 |
1.6381 |
1.5989 |
|
| R2 |
1.6281 |
1.6281 |
1.5963 |
|
| R1 |
1.6096 |
1.6096 |
1.5937 |
1.6046 |
| PP |
1.5996 |
1.5996 |
1.5996 |
1.5971 |
| S1 |
1.5811 |
1.5811 |
1.5885 |
1.5761 |
| S2 |
1.5711 |
1.5711 |
1.5859 |
|
| S3 |
1.5426 |
1.5526 |
1.5833 |
|
| S4 |
1.5141 |
1.5241 |
1.5754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6052 |
1.5886 |
0.0166 |
1.0% |
0.0071 |
0.4% |
88% |
False |
False |
312 |
| 10 |
1.6228 |
1.5886 |
0.0342 |
2.1% |
0.0081 |
0.5% |
43% |
False |
False |
216 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0091 |
0.6% |
44% |
False |
False |
156 |
| 40 |
1.6230 |
1.5758 |
0.0472 |
2.9% |
0.0076 |
0.5% |
58% |
False |
False |
96 |
| 60 |
1.6230 |
1.5424 |
0.0806 |
5.0% |
0.0052 |
0.3% |
75% |
False |
False |
77 |
| 80 |
1.6230 |
1.5090 |
0.1140 |
7.1% |
0.0046 |
0.3% |
83% |
False |
False |
61 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0040 |
0.3% |
86% |
False |
False |
50 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0033 |
0.2% |
86% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6496 |
|
2.618 |
1.6323 |
|
1.618 |
1.6217 |
|
1.000 |
1.6151 |
|
0.618 |
1.6111 |
|
HIGH |
1.6045 |
|
0.618 |
1.6005 |
|
0.500 |
1.5992 |
|
0.382 |
1.5979 |
|
LOW |
1.5939 |
|
0.618 |
1.5873 |
|
1.000 |
1.5833 |
|
1.618 |
1.5767 |
|
2.618 |
1.5661 |
|
4.250 |
1.5489 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6019 |
1.6010 |
| PP |
1.6005 |
1.5988 |
| S1 |
1.5992 |
1.5966 |
|