CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6074 |
1.6003 |
-0.0071 |
-0.4% |
1.5904 |
| High |
1.6086 |
1.6003 |
-0.0083 |
-0.5% |
1.6097 |
| Low |
1.5948 |
1.5954 |
0.0006 |
0.0% |
1.5886 |
| Close |
1.5985 |
1.5962 |
-0.0023 |
-0.1% |
1.5985 |
| Range |
0.0138 |
0.0049 |
-0.0089 |
-64.5% |
0.0211 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
288 |
180 |
-108 |
-37.5% |
1,756 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6120 |
1.6090 |
1.5989 |
|
| R3 |
1.6071 |
1.6041 |
1.5975 |
|
| R2 |
1.6022 |
1.6022 |
1.5971 |
|
| R1 |
1.5992 |
1.5992 |
1.5966 |
1.5983 |
| PP |
1.5973 |
1.5973 |
1.5973 |
1.5968 |
| S1 |
1.5943 |
1.5943 |
1.5958 |
1.5934 |
| S2 |
1.5924 |
1.5924 |
1.5953 |
|
| S3 |
1.5875 |
1.5894 |
1.5949 |
|
| S4 |
1.5826 |
1.5845 |
1.5935 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6622 |
1.6515 |
1.6101 |
|
| R3 |
1.6411 |
1.6304 |
1.6043 |
|
| R2 |
1.6200 |
1.6200 |
1.6024 |
|
| R1 |
1.6093 |
1.6093 |
1.6004 |
1.6147 |
| PP |
1.5989 |
1.5989 |
1.5989 |
1.6016 |
| S1 |
1.5882 |
1.5882 |
1.5966 |
1.5936 |
| S2 |
1.5778 |
1.5778 |
1.5946 |
|
| S3 |
1.5567 |
1.5671 |
1.5927 |
|
| S4 |
1.5356 |
1.5460 |
1.5869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6097 |
1.5939 |
0.0158 |
1.0% |
0.0092 |
0.6% |
15% |
False |
False |
348 |
| 10 |
1.6123 |
1.5886 |
0.0237 |
1.5% |
0.0083 |
0.5% |
32% |
False |
False |
321 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0091 |
0.6% |
25% |
False |
False |
210 |
| 40 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0082 |
0.5% |
25% |
False |
False |
133 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0058 |
0.4% |
66% |
False |
False |
101 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0049 |
0.3% |
76% |
False |
False |
80 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0044 |
0.3% |
81% |
False |
False |
65 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0036 |
0.2% |
81% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6211 |
|
2.618 |
1.6131 |
|
1.618 |
1.6082 |
|
1.000 |
1.6052 |
|
0.618 |
1.6033 |
|
HIGH |
1.6003 |
|
0.618 |
1.5984 |
|
0.500 |
1.5979 |
|
0.382 |
1.5973 |
|
LOW |
1.5954 |
|
0.618 |
1.5924 |
|
1.000 |
1.5905 |
|
1.618 |
1.5875 |
|
2.618 |
1.5826 |
|
4.250 |
1.5746 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5979 |
1.6023 |
| PP |
1.5973 |
1.6002 |
| S1 |
1.5968 |
1.5982 |
|