CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6030 |
1.6040 |
0.0010 |
0.1% |
1.5950 |
| High |
1.6030 |
1.6084 |
0.0054 |
0.3% |
1.6084 |
| Low |
1.6030 |
1.6040 |
0.0010 |
0.1% |
1.5864 |
| Close |
1.6030 |
1.6084 |
0.0054 |
0.3% |
1.6084 |
| Range |
0.0000 |
0.0044 |
0.0044 |
|
0.0220 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
43 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6201 |
1.6187 |
1.6108 |
|
| R3 |
1.6157 |
1.6143 |
1.6096 |
|
| R2 |
1.6113 |
1.6113 |
1.6092 |
|
| R1 |
1.6099 |
1.6099 |
1.6088 |
1.6106 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6073 |
| S1 |
1.6055 |
1.6055 |
1.6080 |
1.6062 |
| S2 |
1.6025 |
1.6025 |
1.6076 |
|
| S3 |
1.5981 |
1.6011 |
1.6072 |
|
| S4 |
1.5937 |
1.5967 |
1.6060 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6671 |
1.6597 |
1.6205 |
|
| R3 |
1.6451 |
1.6377 |
1.6145 |
|
| R2 |
1.6231 |
1.6231 |
1.6124 |
|
| R1 |
1.6157 |
1.6157 |
1.6104 |
1.6194 |
| PP |
1.6011 |
1.6011 |
1.6011 |
1.6029 |
| S1 |
1.5937 |
1.5937 |
1.6064 |
1.5974 |
| S2 |
1.5791 |
1.5791 |
1.6044 |
|
| S3 |
1.5571 |
1.5717 |
1.6024 |
|
| S4 |
1.5351 |
1.5497 |
1.5963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6084 |
1.5864 |
0.0220 |
1.4% |
0.0014 |
0.1% |
100% |
True |
False |
8 |
| 10 |
1.6084 |
1.5864 |
0.0220 |
1.4% |
0.0011 |
0.1% |
100% |
True |
False |
63 |
| 20 |
1.6208 |
1.5864 |
0.0344 |
2.1% |
0.0005 |
0.0% |
64% |
False |
False |
38 |
| 40 |
1.6208 |
1.5864 |
0.0344 |
2.1% |
0.0003 |
0.0% |
64% |
False |
False |
28 |
| 60 |
1.6208 |
1.5466 |
0.0742 |
4.6% |
0.0002 |
0.0% |
83% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6271 |
|
2.618 |
1.6199 |
|
1.618 |
1.6155 |
|
1.000 |
1.6128 |
|
0.618 |
1.6111 |
|
HIGH |
1.6084 |
|
0.618 |
1.6067 |
|
0.500 |
1.6062 |
|
0.382 |
1.6057 |
|
LOW |
1.6040 |
|
0.618 |
1.6013 |
|
1.000 |
1.5996 |
|
1.618 |
1.5969 |
|
2.618 |
1.5925 |
|
4.250 |
1.5853 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6077 |
1.6069 |
| PP |
1.6069 |
1.6054 |
| S1 |
1.6062 |
1.6040 |
|