CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6097 |
1.6119 |
0.0022 |
0.1% |
1.6003 |
| High |
1.6108 |
1.6160 |
0.0052 |
0.3% |
1.6120 |
| Low |
1.6048 |
1.6074 |
0.0026 |
0.2% |
1.5840 |
| Close |
1.6102 |
1.6075 |
-0.0027 |
-0.2% |
1.6096 |
| Range |
0.0060 |
0.0086 |
0.0026 |
43.3% |
0.0280 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
309 |
291 |
-18 |
-5.8% |
1,004 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6361 |
1.6304 |
1.6122 |
|
| R3 |
1.6275 |
1.6218 |
1.6099 |
|
| R2 |
1.6189 |
1.6189 |
1.6091 |
|
| R1 |
1.6132 |
1.6132 |
1.6083 |
1.6118 |
| PP |
1.6103 |
1.6103 |
1.6103 |
1.6096 |
| S1 |
1.6046 |
1.6046 |
1.6067 |
1.6032 |
| S2 |
1.6017 |
1.6017 |
1.6059 |
|
| S3 |
1.5931 |
1.5960 |
1.6051 |
|
| S4 |
1.5845 |
1.5874 |
1.6028 |
|
|
| 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 |
1.6160 |
1.5977 |
0.0183 |
1.1% |
0.0079 |
0.5% |
54% |
True |
False |
280 |
| 10 |
1.6160 |
1.5840 |
0.0320 |
2.0% |
0.0099 |
0.6% |
73% |
True |
False |
235 |
| 20 |
1.6228 |
1.5840 |
0.0388 |
2.4% |
0.0087 |
0.5% |
61% |
False |
False |
264 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0089 |
0.6% |
60% |
False |
False |
170 |
| 60 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0069 |
0.4% |
80% |
False |
False |
119 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0058 |
0.4% |
86% |
False |
False |
100 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0050 |
0.3% |
89% |
False |
False |
82 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0042 |
0.3% |
89% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6526 |
|
2.618 |
1.6385 |
|
1.618 |
1.6299 |
|
1.000 |
1.6246 |
|
0.618 |
1.6213 |
|
HIGH |
1.6160 |
|
0.618 |
1.6127 |
|
0.500 |
1.6117 |
|
0.382 |
1.6107 |
|
LOW |
1.6074 |
|
0.618 |
1.6021 |
|
1.000 |
1.5988 |
|
1.618 |
1.5935 |
|
2.618 |
1.5849 |
|
4.250 |
1.5709 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6117 |
1.6104 |
| PP |
1.6103 |
1.6094 |
| S1 |
1.6089 |
1.6085 |
|