CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6029 |
1.6068 |
0.0039 |
0.2% |
1.6003 |
| High |
1.6080 |
1.6120 |
0.0040 |
0.2% |
1.6120 |
| Low |
1.5977 |
1.6033 |
0.0056 |
0.4% |
1.5840 |
| Close |
1.6042 |
1.6096 |
0.0054 |
0.3% |
1.6096 |
| Range |
0.0103 |
0.0087 |
-0.0016 |
-15.5% |
0.0280 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
367 |
180 |
-187 |
-51.0% |
1,004 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6344 |
1.6307 |
1.6144 |
|
| R3 |
1.6257 |
1.6220 |
1.6120 |
|
| R2 |
1.6170 |
1.6170 |
1.6112 |
|
| R1 |
1.6133 |
1.6133 |
1.6104 |
1.6152 |
| PP |
1.6083 |
1.6083 |
1.6083 |
1.6092 |
| S1 |
1.6046 |
1.6046 |
1.6088 |
1.6065 |
| S2 |
1.5996 |
1.5996 |
1.6080 |
|
| S3 |
1.5909 |
1.5959 |
1.6072 |
|
| S4 |
1.5822 |
1.5872 |
1.6048 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6859 |
1.6757 |
1.6250 |
|
| R3 |
1.6579 |
1.6477 |
1.6173 |
|
| R2 |
1.6299 |
1.6299 |
1.6147 |
|
| R1 |
1.6197 |
1.6197 |
1.6122 |
1.6248 |
| PP |
1.6019 |
1.6019 |
1.6019 |
1.6044 |
| S1 |
1.5917 |
1.5917 |
1.6070 |
1.5968 |
| S2 |
1.5739 |
1.5739 |
1.6045 |
|
| S3 |
1.5459 |
1.5637 |
1.6019 |
|
| S4 |
1.5179 |
1.5357 |
1.5942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6120 |
1.5840 |
0.0280 |
1.7% |
0.0108 |
0.7% |
91% |
True |
False |
200 |
| 10 |
1.6120 |
1.5840 |
0.0280 |
1.7% |
0.0102 |
0.6% |
91% |
True |
False |
276 |
| 20 |
1.6228 |
1.5840 |
0.0388 |
2.4% |
0.0090 |
0.6% |
66% |
False |
False |
233 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0087 |
0.5% |
66% |
False |
False |
151 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.8% |
0.0066 |
0.4% |
83% |
False |
False |
111 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0055 |
0.3% |
88% |
False |
False |
90 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0049 |
0.3% |
90% |
False |
False |
73 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0040 |
0.3% |
90% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6490 |
|
2.618 |
1.6348 |
|
1.618 |
1.6261 |
|
1.000 |
1.6207 |
|
0.618 |
1.6174 |
|
HIGH |
1.6120 |
|
0.618 |
1.6087 |
|
0.500 |
1.6077 |
|
0.382 |
1.6066 |
|
LOW |
1.6033 |
|
0.618 |
1.5979 |
|
1.000 |
1.5946 |
|
1.618 |
1.5892 |
|
2.618 |
1.5805 |
|
4.250 |
1.5663 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6090 |
1.6063 |
| PP |
1.6083 |
1.6029 |
| S1 |
1.6077 |
1.5996 |
|