CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6334 |
1.6293 |
-0.0041 |
-0.3% |
1.6334 |
| High |
1.6351 |
1.6339 |
-0.0012 |
-0.1% |
1.6456 |
| Low |
1.6252 |
1.6279 |
0.0027 |
0.2% |
1.6252 |
| Close |
1.6281 |
1.6290 |
0.0009 |
0.1% |
1.6281 |
| Range |
0.0099 |
0.0060 |
-0.0039 |
-39.4% |
0.0204 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
95,165 |
75,046 |
-20,119 |
-21.1% |
344,730 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6483 |
1.6446 |
1.6323 |
|
| R3 |
1.6423 |
1.6386 |
1.6307 |
|
| R2 |
1.6363 |
1.6363 |
1.6301 |
|
| R1 |
1.6326 |
1.6326 |
1.6296 |
1.6315 |
| PP |
1.6303 |
1.6303 |
1.6303 |
1.6297 |
| S1 |
1.6266 |
1.6266 |
1.6285 |
1.6255 |
| S2 |
1.6243 |
1.6243 |
1.6279 |
|
| S3 |
1.6183 |
1.6206 |
1.6274 |
|
| S4 |
1.6123 |
1.6146 |
1.6257 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6942 |
1.6815 |
1.6393 |
|
| R3 |
1.6738 |
1.6611 |
1.6337 |
|
| R2 |
1.6534 |
1.6534 |
1.6318 |
|
| R1 |
1.6407 |
1.6407 |
1.6300 |
1.6369 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6310 |
| S1 |
1.6203 |
1.6203 |
1.6262 |
1.6165 |
| S2 |
1.6126 |
1.6126 |
1.6244 |
|
| S3 |
1.5922 |
1.5999 |
1.6225 |
|
| S4 |
1.5718 |
1.5795 |
1.6169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6456 |
1.6252 |
0.0204 |
1.3% |
0.0084 |
0.5% |
19% |
False |
False |
80,140 |
| 10 |
1.6456 |
1.6252 |
0.0204 |
1.3% |
0.0089 |
0.5% |
19% |
False |
False |
45,724 |
| 20 |
1.6456 |
1.6048 |
0.0408 |
2.5% |
0.0089 |
0.5% |
59% |
False |
False |
23,806 |
| 40 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0090 |
0.6% |
73% |
False |
False |
12,019 |
| 60 |
1.6456 |
1.5840 |
0.0616 |
3.8% |
0.0088 |
0.5% |
73% |
False |
False |
8,036 |
| 80 |
1.6456 |
1.5450 |
0.1006 |
6.2% |
0.0072 |
0.4% |
83% |
False |
False |
6,035 |
| 100 |
1.6456 |
1.5101 |
0.1355 |
8.3% |
0.0062 |
0.4% |
88% |
False |
False |
4,833 |
| 120 |
1.6456 |
1.4850 |
0.1606 |
9.9% |
0.0055 |
0.3% |
90% |
False |
False |
4,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6594 |
|
2.618 |
1.6496 |
|
1.618 |
1.6436 |
|
1.000 |
1.6399 |
|
0.618 |
1.6376 |
|
HIGH |
1.6339 |
|
0.618 |
1.6316 |
|
0.500 |
1.6309 |
|
0.382 |
1.6302 |
|
LOW |
1.6279 |
|
0.618 |
1.6242 |
|
1.000 |
1.6219 |
|
1.618 |
1.6182 |
|
2.618 |
1.6122 |
|
4.250 |
1.6024 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6309 |
1.6330 |
| PP |
1.6303 |
1.6317 |
| S1 |
1.6296 |
1.6303 |
|