CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6181 |
1.6212 |
0.0031 |
0.2% |
1.6096 |
| High |
1.6209 |
1.6225 |
0.0016 |
0.1% |
1.6209 |
| Low |
1.6168 |
1.6120 |
-0.0048 |
-0.3% |
1.6048 |
| Close |
1.6192 |
1.6135 |
-0.0057 |
-0.4% |
1.6192 |
| Range |
0.0041 |
0.0105 |
0.0064 |
156.1% |
0.0161 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
| Volume |
554 |
1,350 |
796 |
143.7% |
1,957 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6475 |
1.6410 |
1.6193 |
|
| R3 |
1.6370 |
1.6305 |
1.6164 |
|
| R2 |
1.6265 |
1.6265 |
1.6154 |
|
| R1 |
1.6200 |
1.6200 |
1.6145 |
1.6180 |
| PP |
1.6160 |
1.6160 |
1.6160 |
1.6150 |
| S1 |
1.6095 |
1.6095 |
1.6125 |
1.6075 |
| S2 |
1.6055 |
1.6055 |
1.6116 |
|
| S3 |
1.5950 |
1.5990 |
1.6106 |
|
| S4 |
1.5845 |
1.5885 |
1.6077 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6633 |
1.6573 |
1.6281 |
|
| R3 |
1.6472 |
1.6412 |
1.6236 |
|
| R2 |
1.6311 |
1.6311 |
1.6222 |
|
| R1 |
1.6251 |
1.6251 |
1.6207 |
1.6281 |
| PP |
1.6150 |
1.6150 |
1.6150 |
1.6165 |
| S1 |
1.6090 |
1.6090 |
1.6177 |
1.6120 |
| S2 |
1.5989 |
1.5989 |
1.6162 |
|
| S3 |
1.5828 |
1.5929 |
1.6148 |
|
| S4 |
1.5667 |
1.5768 |
1.6103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6225 |
1.6048 |
0.0177 |
1.1% |
0.0084 |
0.5% |
49% |
True |
False |
610 |
| 10 |
1.6225 |
1.5840 |
0.0385 |
2.4% |
0.0097 |
0.6% |
77% |
True |
False |
413 |
| 20 |
1.6225 |
1.5840 |
0.0385 |
2.4% |
0.0090 |
0.6% |
77% |
True |
False |
367 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0091 |
0.6% |
76% |
False |
False |
229 |
| 60 |
1.6230 |
1.5543 |
0.0687 |
4.3% |
0.0073 |
0.5% |
86% |
False |
False |
160 |
| 80 |
1.6230 |
1.5204 |
0.1026 |
6.4% |
0.0059 |
0.4% |
91% |
False |
False |
130 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0051 |
0.3% |
93% |
False |
False |
106 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0044 |
0.3% |
93% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6671 |
|
2.618 |
1.6500 |
|
1.618 |
1.6395 |
|
1.000 |
1.6330 |
|
0.618 |
1.6290 |
|
HIGH |
1.6225 |
|
0.618 |
1.6185 |
|
0.500 |
1.6173 |
|
0.382 |
1.6160 |
|
LOW |
1.6120 |
|
0.618 |
1.6055 |
|
1.000 |
1.6015 |
|
1.618 |
1.5950 |
|
2.618 |
1.5845 |
|
4.250 |
1.5674 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6173 |
1.6142 |
| PP |
1.6160 |
1.6140 |
| S1 |
1.6148 |
1.6137 |
|