CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6403 |
1.6325 |
-0.0078 |
-0.5% |
1.6137 |
| High |
1.6403 |
1.6400 |
-0.0003 |
0.0% |
1.6335 |
| Low |
1.6324 |
1.6325 |
0.0001 |
0.0% |
1.6122 |
| Close |
1.6324 |
1.6376 |
0.0052 |
0.3% |
1.6335 |
| Range |
0.0079 |
0.0075 |
-0.0004 |
-5.1% |
0.0213 |
| ATR |
0.0058 |
0.0060 |
0.0001 |
2.2% |
0.0000 |
| Volume |
20 |
5 |
-15 |
-75.0% |
76 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6592 |
1.6559 |
1.6417 |
|
| R3 |
1.6517 |
1.6484 |
1.6397 |
|
| R2 |
1.6442 |
1.6442 |
1.6390 |
|
| R1 |
1.6409 |
1.6409 |
1.6383 |
1.6426 |
| PP |
1.6367 |
1.6367 |
1.6367 |
1.6375 |
| S1 |
1.6334 |
1.6334 |
1.6369 |
1.6351 |
| S2 |
1.6292 |
1.6292 |
1.6362 |
|
| S3 |
1.6217 |
1.6259 |
1.6355 |
|
| S4 |
1.6142 |
1.6184 |
1.6335 |
|
|
| 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 |
1.6155 |
0.0248 |
1.5% |
0.0046 |
0.3% |
89% |
False |
False |
13 |
| 10 |
1.6403 |
1.6062 |
0.0341 |
2.1% |
0.0024 |
0.1% |
92% |
False |
False |
23 |
| 20 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0018 |
0.1% |
95% |
False |
False |
42 |
| 40 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0009 |
0.1% |
95% |
False |
False |
27 |
| 60 |
1.6403 |
1.5701 |
0.0702 |
4.3% |
0.0006 |
0.0% |
96% |
False |
False |
25 |
| 80 |
1.6403 |
1.5416 |
0.0987 |
6.0% |
0.0004 |
0.0% |
97% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6719 |
|
2.618 |
1.6596 |
|
1.618 |
1.6521 |
|
1.000 |
1.6475 |
|
0.618 |
1.6446 |
|
HIGH |
1.6400 |
|
0.618 |
1.6371 |
|
0.500 |
1.6363 |
|
0.382 |
1.6354 |
|
LOW |
1.6325 |
|
0.618 |
1.6279 |
|
1.000 |
1.6250 |
|
1.618 |
1.6204 |
|
2.618 |
1.6129 |
|
4.250 |
1.6006 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6372 |
1.6368 |
| PP |
1.6367 |
1.6359 |
| S1 |
1.6363 |
1.6351 |
|