CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6308 |
1.6403 |
0.0095 |
0.6% |
1.6137 |
| High |
1.6335 |
1.6403 |
0.0068 |
0.4% |
1.6335 |
| Low |
1.6298 |
1.6324 |
0.0026 |
0.2% |
1.6122 |
| Close |
1.6335 |
1.6324 |
-0.0011 |
-0.1% |
1.6335 |
| Range |
0.0037 |
0.0079 |
0.0042 |
113.5% |
0.0213 |
| ATR |
0.0057 |
0.0058 |
0.0002 |
2.8% |
0.0000 |
| Volume |
21 |
20 |
-1 |
-4.8% |
76 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6587 |
1.6535 |
1.6367 |
|
| R3 |
1.6508 |
1.6456 |
1.6346 |
|
| R2 |
1.6429 |
1.6429 |
1.6338 |
|
| R1 |
1.6377 |
1.6377 |
1.6331 |
1.6364 |
| PP |
1.6350 |
1.6350 |
1.6350 |
1.6344 |
| S1 |
1.6298 |
1.6298 |
1.6317 |
1.6285 |
| S2 |
1.6271 |
1.6271 |
1.6310 |
|
| S3 |
1.6192 |
1.6219 |
1.6302 |
|
| S4 |
1.6113 |
1.6140 |
1.6281 |
|
|
| 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 |
1.6403 |
1.6122 |
0.0281 |
1.7% |
0.0034 |
0.2% |
72% |
True |
False |
19 |
| 10 |
1.6403 |
1.6062 |
0.0341 |
2.1% |
0.0017 |
0.1% |
77% |
True |
False |
22 |
| 20 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0014 |
0.1% |
85% |
True |
False |
43 |
| 40 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0007 |
0.0% |
85% |
True |
False |
27 |
| 60 |
1.6403 |
1.5673 |
0.0730 |
4.5% |
0.0005 |
0.0% |
89% |
True |
False |
24 |
| 80 |
1.6403 |
1.5416 |
0.0987 |
6.0% |
0.0003 |
0.0% |
92% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6739 |
|
2.618 |
1.6610 |
|
1.618 |
1.6531 |
|
1.000 |
1.6482 |
|
0.618 |
1.6452 |
|
HIGH |
1.6403 |
|
0.618 |
1.6373 |
|
0.500 |
1.6364 |
|
0.382 |
1.6354 |
|
LOW |
1.6324 |
|
0.618 |
1.6275 |
|
1.000 |
1.6245 |
|
1.618 |
1.6196 |
|
2.618 |
1.6117 |
|
4.250 |
1.5988 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6364 |
1.6327 |
| PP |
1.6350 |
1.6326 |
| S1 |
1.6337 |
1.6325 |
|