CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6137 |
1.6162 |
0.0025 |
0.2% |
1.6069 |
| High |
1.6137 |
1.6193 |
0.0056 |
0.3% |
1.6179 |
| Low |
1.6122 |
1.6155 |
0.0033 |
0.2% |
1.6062 |
| Close |
1.6122 |
1.6193 |
0.0071 |
0.4% |
1.6179 |
| Range |
0.0015 |
0.0038 |
0.0023 |
153.3% |
0.0117 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.4% |
0.0000 |
| Volume |
33 |
1 |
-32 |
-97.0% |
133 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6294 |
1.6282 |
1.6214 |
|
| R3 |
1.6256 |
1.6244 |
1.6203 |
|
| R2 |
1.6218 |
1.6218 |
1.6200 |
|
| R1 |
1.6206 |
1.6206 |
1.6196 |
1.6212 |
| PP |
1.6180 |
1.6180 |
1.6180 |
1.6184 |
| S1 |
1.6168 |
1.6168 |
1.6190 |
1.6174 |
| S2 |
1.6142 |
1.6142 |
1.6186 |
|
| S3 |
1.6104 |
1.6130 |
1.6183 |
|
| S4 |
1.6066 |
1.6092 |
1.6172 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6491 |
1.6452 |
1.6243 |
|
| R3 |
1.6374 |
1.6335 |
1.6211 |
|
| R2 |
1.6257 |
1.6257 |
1.6200 |
|
| R1 |
1.6218 |
1.6218 |
1.6190 |
1.6238 |
| PP |
1.6140 |
1.6140 |
1.6140 |
1.6150 |
| S1 |
1.6101 |
1.6101 |
1.6168 |
1.6121 |
| S2 |
1.6023 |
1.6023 |
1.6158 |
|
| S3 |
1.5906 |
1.5984 |
1.6147 |
|
| S4 |
1.5789 |
1.5867 |
1.6115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6193 |
1.6062 |
0.0131 |
0.8% |
0.0011 |
0.1% |
100% |
True |
False |
26 |
| 10 |
1.6193 |
1.5995 |
0.0198 |
1.2% |
0.0010 |
0.1% |
100% |
True |
False |
19 |
| 20 |
1.6193 |
1.5864 |
0.0329 |
2.0% |
0.0008 |
0.0% |
100% |
True |
False |
42 |
| 40 |
1.6208 |
1.5864 |
0.0344 |
2.1% |
0.0004 |
0.0% |
96% |
False |
False |
27 |
| 60 |
1.6208 |
1.5563 |
0.0645 |
4.0% |
0.0003 |
0.0% |
98% |
False |
False |
25 |
| 80 |
1.6208 |
1.5327 |
0.0881 |
5.4% |
0.0002 |
0.0% |
98% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6355 |
|
2.618 |
1.6292 |
|
1.618 |
1.6254 |
|
1.000 |
1.6231 |
|
0.618 |
1.6216 |
|
HIGH |
1.6193 |
|
0.618 |
1.6178 |
|
0.500 |
1.6174 |
|
0.382 |
1.6170 |
|
LOW |
1.6155 |
|
0.618 |
1.6132 |
|
1.000 |
1.6117 |
|
1.618 |
1.6094 |
|
2.618 |
1.6056 |
|
4.250 |
1.5994 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6187 |
1.6181 |
| PP |
1.6180 |
1.6169 |
| S1 |
1.6174 |
1.6158 |
|