CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6119 |
1.6088 |
-0.0031 |
-0.2% |
1.6003 |
| High |
1.6160 |
1.6186 |
0.0026 |
0.2% |
1.6120 |
| Low |
1.6074 |
1.6059 |
-0.0015 |
-0.1% |
1.5840 |
| Close |
1.6075 |
1.6148 |
0.0073 |
0.5% |
1.6096 |
| Range |
0.0086 |
0.0127 |
0.0041 |
47.7% |
0.0280 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
2.8% |
0.0000 |
| Volume |
291 |
549 |
258 |
88.7% |
1,004 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6512 |
1.6457 |
1.6218 |
|
| R3 |
1.6385 |
1.6330 |
1.6183 |
|
| R2 |
1.6258 |
1.6258 |
1.6171 |
|
| R1 |
1.6203 |
1.6203 |
1.6160 |
1.6231 |
| PP |
1.6131 |
1.6131 |
1.6131 |
1.6145 |
| S1 |
1.6076 |
1.6076 |
1.6136 |
1.6104 |
| S2 |
1.6004 |
1.6004 |
1.6125 |
|
| S3 |
1.5877 |
1.5949 |
1.6113 |
|
| S4 |
1.5750 |
1.5822 |
1.6078 |
|
|
| 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 |
1.6186 |
1.6033 |
0.0153 |
0.9% |
0.0084 |
0.5% |
75% |
True |
False |
316 |
| 10 |
1.6186 |
1.5840 |
0.0346 |
2.1% |
0.0101 |
0.6% |
89% |
True |
False |
269 |
| 20 |
1.6228 |
1.5840 |
0.0388 |
2.4% |
0.0090 |
0.6% |
79% |
False |
False |
284 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0091 |
0.6% |
79% |
False |
False |
183 |
| 60 |
1.6230 |
1.5474 |
0.0756 |
4.7% |
0.0070 |
0.4% |
89% |
False |
False |
128 |
| 80 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0059 |
0.4% |
93% |
False |
False |
107 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0051 |
0.3% |
94% |
False |
False |
87 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0043 |
0.3% |
94% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6726 |
|
2.618 |
1.6518 |
|
1.618 |
1.6391 |
|
1.000 |
1.6313 |
|
0.618 |
1.6264 |
|
HIGH |
1.6186 |
|
0.618 |
1.6137 |
|
0.500 |
1.6123 |
|
0.382 |
1.6108 |
|
LOW |
1.6059 |
|
0.618 |
1.5981 |
|
1.000 |
1.5932 |
|
1.618 |
1.5854 |
|
2.618 |
1.5727 |
|
4.250 |
1.5519 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6140 |
1.6138 |
| PP |
1.6131 |
1.6127 |
| S1 |
1.6123 |
1.6117 |
|