CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6054 |
1.6020 |
-0.0034 |
-0.2% |
1.6130 |
| High |
1.6054 |
1.6060 |
0.0006 |
0.0% |
1.6130 |
| Low |
1.6054 |
1.6020 |
-0.0034 |
-0.2% |
1.5899 |
| Close |
1.6054 |
1.6060 |
0.0006 |
0.0% |
1.5899 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0231 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
271 |
271 |
0 |
0.0% |
65 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6167 |
1.6153 |
1.6082 |
|
| R3 |
1.6127 |
1.6113 |
1.6071 |
|
| R2 |
1.6087 |
1.6087 |
1.6067 |
|
| R1 |
1.6073 |
1.6073 |
1.6064 |
1.6080 |
| PP |
1.6047 |
1.6047 |
1.6047 |
1.6050 |
| S1 |
1.6033 |
1.6033 |
1.6056 |
1.6040 |
| S2 |
1.6007 |
1.6007 |
1.6053 |
|
| S3 |
1.5967 |
1.5993 |
1.6049 |
|
| S4 |
1.5927 |
1.5953 |
1.6038 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6669 |
1.6515 |
1.6026 |
|
| R3 |
1.6438 |
1.6284 |
1.5963 |
|
| R2 |
1.6207 |
1.6207 |
1.5941 |
|
| R1 |
1.6053 |
1.6053 |
1.5920 |
1.6015 |
| PP |
1.5976 |
1.5976 |
1.5976 |
1.5957 |
| S1 |
1.5822 |
1.5822 |
1.5878 |
1.5784 |
| S2 |
1.5745 |
1.5745 |
1.5857 |
|
| S3 |
1.5514 |
1.5591 |
1.5835 |
|
| S4 |
1.5283 |
1.5360 |
1.5772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6060 |
1.5899 |
0.0161 |
1.0% |
0.0008 |
0.0% |
100% |
True |
False |
120 |
| 10 |
1.6144 |
1.5899 |
0.0245 |
1.5% |
0.0004 |
0.0% |
66% |
False |
False |
67 |
| 20 |
1.6208 |
1.5899 |
0.0309 |
1.9% |
0.0002 |
0.0% |
52% |
False |
False |
38 |
| 40 |
1.6208 |
1.5851 |
0.0357 |
2.2% |
0.0001 |
0.0% |
59% |
False |
False |
30 |
| 60 |
1.6208 |
1.5466 |
0.0742 |
4.6% |
0.0001 |
0.0% |
80% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6230 |
|
2.618 |
1.6165 |
|
1.618 |
1.6125 |
|
1.000 |
1.6100 |
|
0.618 |
1.6085 |
|
HIGH |
1.6060 |
|
0.618 |
1.6045 |
|
0.500 |
1.6040 |
|
0.382 |
1.6035 |
|
LOW |
1.6020 |
|
0.618 |
1.5995 |
|
1.000 |
1.5980 |
|
1.618 |
1.5955 |
|
2.618 |
1.5915 |
|
4.250 |
1.5850 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6053 |
1.6053 |
| PP |
1.6047 |
1.6046 |
| S1 |
1.6040 |
1.6040 |
|