CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6325 |
1.6310 |
-0.0015 |
-0.1% |
1.6137 |
| High |
1.6400 |
1.6354 |
-0.0046 |
-0.3% |
1.6335 |
| Low |
1.6325 |
1.6290 |
-0.0035 |
-0.2% |
1.6122 |
| Close |
1.6376 |
1.6354 |
-0.0022 |
-0.1% |
1.6335 |
| Range |
0.0075 |
0.0064 |
-0.0011 |
-14.7% |
0.0213 |
| ATR |
0.0060 |
0.0061 |
0.0002 |
3.2% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
76 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6525 |
1.6503 |
1.6389 |
|
| R3 |
1.6461 |
1.6439 |
1.6372 |
|
| R2 |
1.6397 |
1.6397 |
1.6366 |
|
| R1 |
1.6375 |
1.6375 |
1.6360 |
1.6386 |
| PP |
1.6333 |
1.6333 |
1.6333 |
1.6338 |
| S1 |
1.6311 |
1.6311 |
1.6348 |
1.6322 |
| S2 |
1.6269 |
1.6269 |
1.6342 |
|
| S3 |
1.6205 |
1.6247 |
1.6336 |
|
| S4 |
1.6141 |
1.6183 |
1.6319 |
|
|
| 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 |
1.6251 |
0.0152 |
0.9% |
0.0051 |
0.3% |
68% |
False |
False |
14 |
| 10 |
1.6403 |
1.6062 |
0.0341 |
2.1% |
0.0031 |
0.2% |
86% |
False |
False |
20 |
| 20 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0021 |
0.1% |
91% |
False |
False |
41 |
| 40 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0010 |
0.1% |
91% |
False |
False |
27 |
| 60 |
1.6403 |
1.5784 |
0.0619 |
3.8% |
0.0007 |
0.0% |
92% |
False |
False |
25 |
| 80 |
1.6403 |
1.5416 |
0.0987 |
6.0% |
0.0005 |
0.0% |
95% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6626 |
|
2.618 |
1.6522 |
|
1.618 |
1.6458 |
|
1.000 |
1.6418 |
|
0.618 |
1.6394 |
|
HIGH |
1.6354 |
|
0.618 |
1.6330 |
|
0.500 |
1.6322 |
|
0.382 |
1.6314 |
|
LOW |
1.6290 |
|
0.618 |
1.6250 |
|
1.000 |
1.6226 |
|
1.618 |
1.6186 |
|
2.618 |
1.6122 |
|
4.250 |
1.6018 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6343 |
1.6352 |
| PP |
1.6333 |
1.6349 |
| S1 |
1.6322 |
1.6347 |
|