CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6251 |
1.6308 |
0.0057 |
0.4% |
1.6137 |
| High |
1.6251 |
1.6335 |
0.0084 |
0.5% |
1.6335 |
| Low |
1.6251 |
1.6298 |
0.0047 |
0.3% |
1.6122 |
| Close |
1.6251 |
1.6335 |
0.0084 |
0.5% |
1.6335 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0213 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.8% |
0.0000 |
| Volume |
21 |
21 |
0 |
0.0% |
76 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6434 |
1.6421 |
1.6355 |
|
| R3 |
1.6397 |
1.6384 |
1.6345 |
|
| R2 |
1.6360 |
1.6360 |
1.6342 |
|
| R1 |
1.6347 |
1.6347 |
1.6338 |
1.6354 |
| PP |
1.6323 |
1.6323 |
1.6323 |
1.6326 |
| S1 |
1.6310 |
1.6310 |
1.6332 |
1.6317 |
| S2 |
1.6286 |
1.6286 |
1.6328 |
|
| S3 |
1.6249 |
1.6273 |
1.6325 |
|
| S4 |
1.6212 |
1.6236 |
1.6315 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6903 |
1.6832 |
1.6452 |
|
| R3 |
1.6690 |
1.6619 |
1.6394 |
|
| R2 |
1.6477 |
1.6477 |
1.6374 |
|
| R1 |
1.6406 |
1.6406 |
1.6355 |
1.6442 |
| PP |
1.6264 |
1.6264 |
1.6264 |
1.6282 |
| S1 |
1.6193 |
1.6193 |
1.6315 |
1.6229 |
| S2 |
1.6051 |
1.6051 |
1.6296 |
|
| S3 |
1.5838 |
1.5980 |
1.6276 |
|
| S4 |
1.5625 |
1.5767 |
1.6218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6335 |
1.6122 |
0.0213 |
1.3% |
0.0018 |
0.1% |
100% |
True |
False |
21 |
| 10 |
1.6335 |
1.6040 |
0.0295 |
1.8% |
0.0013 |
0.1% |
100% |
True |
False |
21 |
| 20 |
1.6335 |
1.5864 |
0.0471 |
2.9% |
0.0010 |
0.1% |
100% |
True |
False |
42 |
| 40 |
1.6335 |
1.5864 |
0.0471 |
2.9% |
0.0005 |
0.0% |
100% |
True |
False |
27 |
| 60 |
1.6335 |
1.5605 |
0.0730 |
4.5% |
0.0003 |
0.0% |
100% |
True |
False |
24 |
| 80 |
1.6335 |
1.5416 |
0.0919 |
5.6% |
0.0002 |
0.0% |
100% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6492 |
|
2.618 |
1.6432 |
|
1.618 |
1.6395 |
|
1.000 |
1.6372 |
|
0.618 |
1.6358 |
|
HIGH |
1.6335 |
|
0.618 |
1.6321 |
|
0.500 |
1.6317 |
|
0.382 |
1.6312 |
|
LOW |
1.6298 |
|
0.618 |
1.6275 |
|
1.000 |
1.6261 |
|
1.618 |
1.6238 |
|
2.618 |
1.6201 |
|
4.250 |
1.6141 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6329 |
1.6305 |
| PP |
1.6323 |
1.6275 |
| S1 |
1.6317 |
1.6245 |
|