CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6328 |
1.6334 |
0.0006 |
0.0% |
1.6359 |
| High |
1.6381 |
1.6424 |
0.0043 |
0.3% |
1.6427 |
| Low |
1.6283 |
1.6315 |
0.0032 |
0.2% |
1.6283 |
| Close |
1.6332 |
1.6419 |
0.0087 |
0.5% |
1.6332 |
| Range |
0.0098 |
0.0109 |
0.0011 |
11.2% |
0.0144 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.1% |
0.0000 |
| Volume |
14,154 |
19,074 |
4,920 |
34.8% |
39,110 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6713 |
1.6675 |
1.6479 |
|
| R3 |
1.6604 |
1.6566 |
1.6449 |
|
| R2 |
1.6495 |
1.6495 |
1.6439 |
|
| R1 |
1.6457 |
1.6457 |
1.6429 |
1.6476 |
| PP |
1.6386 |
1.6386 |
1.6386 |
1.6396 |
| S1 |
1.6348 |
1.6348 |
1.6409 |
1.6367 |
| S2 |
1.6277 |
1.6277 |
1.6399 |
|
| S3 |
1.6168 |
1.6239 |
1.6389 |
|
| S4 |
1.6059 |
1.6130 |
1.6359 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6779 |
1.6700 |
1.6411 |
|
| R3 |
1.6635 |
1.6556 |
1.6372 |
|
| R2 |
1.6491 |
1.6491 |
1.6358 |
|
| R1 |
1.6412 |
1.6412 |
1.6345 |
1.6380 |
| PP |
1.6347 |
1.6347 |
1.6347 |
1.6331 |
| S1 |
1.6268 |
1.6268 |
1.6319 |
1.6236 |
| S2 |
1.6203 |
1.6203 |
1.6306 |
|
| S3 |
1.6059 |
1.6124 |
1.6292 |
|
| S4 |
1.5915 |
1.5980 |
1.6253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6425 |
1.6283 |
0.0142 |
0.9% |
0.0094 |
0.6% |
96% |
False |
False |
11,309 |
| 10 |
1.6427 |
1.6120 |
0.0307 |
1.9% |
0.0099 |
0.6% |
97% |
False |
False |
7,346 |
| 20 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0095 |
0.6% |
99% |
False |
False |
3,821 |
| 40 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0093 |
0.6% |
99% |
False |
False |
2,013 |
| 60 |
1.6427 |
1.5840 |
0.0587 |
3.6% |
0.0087 |
0.5% |
99% |
False |
False |
1,359 |
| 80 |
1.6427 |
1.5450 |
0.0977 |
6.0% |
0.0067 |
0.4% |
99% |
False |
False |
1,029 |
| 100 |
1.6427 |
1.5101 |
0.1326 |
8.1% |
0.0058 |
0.4% |
99% |
False |
False |
826 |
| 120 |
1.6427 |
1.4850 |
0.1577 |
9.6% |
0.0052 |
0.3% |
99% |
False |
False |
689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6887 |
|
2.618 |
1.6709 |
|
1.618 |
1.6600 |
|
1.000 |
1.6533 |
|
0.618 |
1.6491 |
|
HIGH |
1.6424 |
|
0.618 |
1.6382 |
|
0.500 |
1.6370 |
|
0.382 |
1.6357 |
|
LOW |
1.6315 |
|
0.618 |
1.6248 |
|
1.000 |
1.6206 |
|
1.618 |
1.6139 |
|
2.618 |
1.6030 |
|
4.250 |
1.5852 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6403 |
1.6397 |
| PP |
1.6386 |
1.6375 |
| S1 |
1.6370 |
1.6354 |
|