CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6212 |
1.6147 |
-0.0065 |
-0.4% |
1.6096 |
| High |
1.6225 |
1.6206 |
-0.0019 |
-0.1% |
1.6209 |
| Low |
1.6120 |
1.6126 |
0.0006 |
0.0% |
1.6048 |
| Close |
1.6135 |
1.6206 |
0.0071 |
0.4% |
1.6192 |
| Range |
0.0105 |
0.0080 |
-0.0025 |
-23.8% |
0.0161 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,350 |
9,980 |
8,630 |
639.3% |
1,957 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6419 |
1.6393 |
1.6250 |
|
| R3 |
1.6339 |
1.6313 |
1.6228 |
|
| R2 |
1.6259 |
1.6259 |
1.6221 |
|
| R1 |
1.6233 |
1.6233 |
1.6213 |
1.6246 |
| PP |
1.6179 |
1.6179 |
1.6179 |
1.6186 |
| S1 |
1.6153 |
1.6153 |
1.6199 |
1.6166 |
| S2 |
1.6099 |
1.6099 |
1.6191 |
|
| S3 |
1.6019 |
1.6073 |
1.6184 |
|
| S4 |
1.5939 |
1.5993 |
1.6162 |
|
|
| 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 |
1.6059 |
0.0166 |
1.0% |
0.0088 |
0.5% |
89% |
False |
False |
2,544 |
| 10 |
1.6225 |
1.5872 |
0.0353 |
2.2% |
0.0093 |
0.6% |
95% |
False |
False |
1,405 |
| 20 |
1.6225 |
1.5840 |
0.0385 |
2.4% |
0.0088 |
0.5% |
95% |
False |
False |
859 |
| 40 |
1.6230 |
1.5840 |
0.0390 |
2.4% |
0.0092 |
0.6% |
94% |
False |
False |
478 |
| 60 |
1.6230 |
1.5571 |
0.0659 |
4.1% |
0.0074 |
0.5% |
96% |
False |
False |
326 |
| 80 |
1.6230 |
1.5204 |
0.1026 |
6.3% |
0.0060 |
0.4% |
98% |
False |
False |
255 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0052 |
0.3% |
98% |
False |
False |
206 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0045 |
0.3% |
98% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6546 |
|
2.618 |
1.6415 |
|
1.618 |
1.6335 |
|
1.000 |
1.6286 |
|
0.618 |
1.6255 |
|
HIGH |
1.6206 |
|
0.618 |
1.6175 |
|
0.500 |
1.6166 |
|
0.382 |
1.6157 |
|
LOW |
1.6126 |
|
0.618 |
1.6077 |
|
1.000 |
1.6046 |
|
1.618 |
1.5997 |
|
2.618 |
1.5917 |
|
4.250 |
1.5786 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6193 |
1.6195 |
| PP |
1.6179 |
1.6184 |
| S1 |
1.6166 |
1.6173 |
|