CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6068 |
1.6096 |
0.0028 |
0.2% |
1.6003 |
| High |
1.6120 |
1.6131 |
0.0011 |
0.1% |
1.6120 |
| Low |
1.6033 |
1.6070 |
0.0037 |
0.2% |
1.5840 |
| Close |
1.6096 |
1.6082 |
-0.0014 |
-0.1% |
1.6096 |
| Range |
0.0087 |
0.0061 |
-0.0026 |
-29.9% |
0.0280 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
180 |
254 |
74 |
41.1% |
1,004 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6277 |
1.6241 |
1.6116 |
|
| R3 |
1.6216 |
1.6180 |
1.6099 |
|
| R2 |
1.6155 |
1.6155 |
1.6093 |
|
| R1 |
1.6119 |
1.6119 |
1.6088 |
1.6107 |
| PP |
1.6094 |
1.6094 |
1.6094 |
1.6088 |
| S1 |
1.6058 |
1.6058 |
1.6076 |
1.6046 |
| S2 |
1.6033 |
1.6033 |
1.6071 |
|
| S3 |
1.5972 |
1.5997 |
1.6065 |
|
| S4 |
1.5911 |
1.5936 |
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 |
1.6131 |
1.5840 |
0.0291 |
1.8% |
0.0111 |
0.7% |
83% |
True |
False |
215 |
| 10 |
1.6131 |
1.5840 |
0.0291 |
1.8% |
0.0101 |
0.6% |
83% |
True |
False |
281 |
| 20 |
1.6228 |
1.5840 |
0.0388 |
2.4% |
0.0092 |
0.6% |
62% |
False |
False |
241 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0088 |
0.5% |
62% |
False |
False |
155 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0067 |
0.4% |
81% |
False |
False |
113 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0056 |
0.3% |
87% |
False |
False |
93 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0049 |
0.3% |
89% |
False |
False |
76 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0041 |
0.3% |
89% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6390 |
|
2.618 |
1.6291 |
|
1.618 |
1.6230 |
|
1.000 |
1.6192 |
|
0.618 |
1.6169 |
|
HIGH |
1.6131 |
|
0.618 |
1.6108 |
|
0.500 |
1.6101 |
|
0.382 |
1.6093 |
|
LOW |
1.6070 |
|
0.618 |
1.6032 |
|
1.000 |
1.6009 |
|
1.618 |
1.5971 |
|
2.618 |
1.5910 |
|
4.250 |
1.5811 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6073 |
| PP |
1.6094 |
1.6063 |
| S1 |
1.6088 |
1.6054 |
|