CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6374 |
1.6365 |
-0.0009 |
-0.1% |
1.6212 |
| High |
1.6390 |
1.6391 |
0.0001 |
0.0% |
1.6370 |
| Low |
1.6317 |
1.6289 |
-0.0028 |
-0.2% |
1.6120 |
| Close |
1.6366 |
1.6329 |
-0.0037 |
-0.2% |
1.6348 |
| Range |
0.0073 |
0.0102 |
0.0029 |
39.7% |
0.0250 |
| ATR |
0.0094 |
0.0094 |
0.0001 |
0.6% |
0.0000 |
| Volume |
13,824 |
7,830 |
-5,994 |
-43.4% |
15,281 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6642 |
1.6588 |
1.6385 |
|
| R3 |
1.6540 |
1.6486 |
1.6357 |
|
| R2 |
1.6438 |
1.6438 |
1.6348 |
|
| R1 |
1.6384 |
1.6384 |
1.6338 |
1.6360 |
| PP |
1.6336 |
1.6336 |
1.6336 |
1.6325 |
| S1 |
1.6282 |
1.6282 |
1.6320 |
1.6258 |
| S2 |
1.6234 |
1.6234 |
1.6310 |
|
| S3 |
1.6132 |
1.6180 |
1.6301 |
|
| S4 |
1.6030 |
1.6078 |
1.6273 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7029 |
1.6939 |
1.6486 |
|
| R3 |
1.6779 |
1.6689 |
1.6417 |
|
| R2 |
1.6529 |
1.6529 |
1.6394 |
|
| R1 |
1.6439 |
1.6439 |
1.6371 |
1.6484 |
| PP |
1.6279 |
1.6279 |
1.6279 |
1.6302 |
| S1 |
1.6189 |
1.6189 |
1.6325 |
1.6234 |
| S2 |
1.6029 |
1.6029 |
1.6302 |
|
| S3 |
1.5779 |
1.5939 |
1.6279 |
|
| S4 |
1.5529 |
1.5689 |
1.6211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6427 |
1.6265 |
0.0162 |
1.0% |
0.0093 |
0.6% |
40% |
False |
False |
5,554 |
| 10 |
1.6427 |
1.6059 |
0.0368 |
2.3% |
0.0095 |
0.6% |
73% |
False |
False |
4,134 |
| 20 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0097 |
0.6% |
83% |
False |
False |
2,184 |
| 40 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0091 |
0.6% |
83% |
False |
False |
1,186 |
| 60 |
1.6427 |
1.5793 |
0.0634 |
3.9% |
0.0083 |
0.5% |
85% |
False |
False |
806 |
| 80 |
1.6427 |
1.5450 |
0.0977 |
6.0% |
0.0064 |
0.4% |
90% |
False |
False |
614 |
| 100 |
1.6427 |
1.5090 |
0.1337 |
8.2% |
0.0057 |
0.3% |
93% |
False |
False |
494 |
| 120 |
1.6427 |
1.4850 |
0.1577 |
9.7% |
0.0050 |
0.3% |
94% |
False |
False |
413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6825 |
|
2.618 |
1.6658 |
|
1.618 |
1.6556 |
|
1.000 |
1.6493 |
|
0.618 |
1.6454 |
|
HIGH |
1.6391 |
|
0.618 |
1.6352 |
|
0.500 |
1.6340 |
|
0.382 |
1.6328 |
|
LOW |
1.6289 |
|
0.618 |
1.6226 |
|
1.000 |
1.6187 |
|
1.618 |
1.6124 |
|
2.618 |
1.6022 |
|
4.250 |
1.5856 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6340 |
1.6357 |
| PP |
1.6336 |
1.6348 |
| S1 |
1.6333 |
1.6338 |
|