CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6310 |
1.6295 |
-0.0015 |
-0.1% |
1.6137 |
| High |
1.6354 |
1.6316 |
-0.0038 |
-0.2% |
1.6335 |
| Low |
1.6290 |
1.6289 |
-0.0001 |
0.0% |
1.6122 |
| Close |
1.6354 |
1.6316 |
-0.0038 |
-0.2% |
1.6335 |
| Range |
0.0064 |
0.0027 |
-0.0037 |
-57.8% |
0.0213 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
3 |
10 |
7 |
233.3% |
76 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6388 |
1.6379 |
1.6331 |
|
| R3 |
1.6361 |
1.6352 |
1.6323 |
|
| R2 |
1.6334 |
1.6334 |
1.6321 |
|
| R1 |
1.6325 |
1.6325 |
1.6318 |
1.6330 |
| PP |
1.6307 |
1.6307 |
1.6307 |
1.6309 |
| S1 |
1.6298 |
1.6298 |
1.6314 |
1.6303 |
| S2 |
1.6280 |
1.6280 |
1.6311 |
|
| S3 |
1.6253 |
1.6271 |
1.6309 |
|
| S4 |
1.6226 |
1.6244 |
1.6301 |
|
|
| 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 |
1.6289 |
0.0114 |
0.7% |
0.0056 |
0.3% |
24% |
False |
True |
11 |
| 10 |
1.6403 |
1.6122 |
0.0281 |
1.7% |
0.0034 |
0.2% |
69% |
False |
False |
18 |
| 20 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0022 |
0.1% |
84% |
False |
False |
28 |
| 40 |
1.6403 |
1.5864 |
0.0539 |
3.3% |
0.0011 |
0.1% |
84% |
False |
False |
27 |
| 60 |
1.6403 |
1.5784 |
0.0619 |
3.8% |
0.0007 |
0.0% |
86% |
False |
False |
25 |
| 80 |
1.6403 |
1.5466 |
0.0937 |
5.7% |
0.0006 |
0.0% |
91% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6431 |
|
2.618 |
1.6387 |
|
1.618 |
1.6360 |
|
1.000 |
1.6343 |
|
0.618 |
1.6333 |
|
HIGH |
1.6316 |
|
0.618 |
1.6306 |
|
0.500 |
1.6303 |
|
0.382 |
1.6299 |
|
LOW |
1.6289 |
|
0.618 |
1.6272 |
|
1.000 |
1.6262 |
|
1.618 |
1.6245 |
|
2.618 |
1.6218 |
|
4.250 |
1.6174 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6312 |
1.6345 |
| PP |
1.6307 |
1.6335 |
| S1 |
1.6303 |
1.6326 |
|