CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6319 |
1.6364 |
0.0045 |
0.3% |
1.6403 |
| High |
1.6319 |
1.6406 |
0.0087 |
0.5% |
1.6403 |
| Low |
1.6319 |
1.6364 |
0.0045 |
0.3% |
1.6289 |
| Close |
1.6319 |
1.6406 |
0.0087 |
0.5% |
1.6319 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0114 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.7% |
0.0000 |
| Volume |
2,603 |
2,603 |
0 |
0.0% |
2,641 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6518 |
1.6504 |
1.6429 |
|
| R3 |
1.6476 |
1.6462 |
1.6418 |
|
| R2 |
1.6434 |
1.6434 |
1.6414 |
|
| R1 |
1.6420 |
1.6420 |
1.6410 |
1.6427 |
| PP |
1.6392 |
1.6392 |
1.6392 |
1.6396 |
| S1 |
1.6378 |
1.6378 |
1.6402 |
1.6385 |
| S2 |
1.6350 |
1.6350 |
1.6398 |
|
| S3 |
1.6308 |
1.6336 |
1.6394 |
|
| S4 |
1.6266 |
1.6294 |
1.6383 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6679 |
1.6613 |
1.6382 |
|
| R3 |
1.6565 |
1.6499 |
1.6350 |
|
| R2 |
1.6451 |
1.6451 |
1.6340 |
|
| R1 |
1.6385 |
1.6385 |
1.6329 |
1.6361 |
| PP |
1.6337 |
1.6337 |
1.6337 |
1.6325 |
| S1 |
1.6271 |
1.6271 |
1.6309 |
1.6247 |
| S2 |
1.6223 |
1.6223 |
1.6298 |
|
| S3 |
1.6109 |
1.6157 |
1.6288 |
|
| S4 |
1.5995 |
1.6043 |
1.6256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6406 |
1.6289 |
0.0117 |
0.7% |
0.0042 |
0.3% |
100% |
True |
False |
1,044 |
| 10 |
1.6406 |
1.6122 |
0.0284 |
1.7% |
0.0038 |
0.2% |
100% |
True |
False |
532 |
| 20 |
1.6406 |
1.5864 |
0.0542 |
3.3% |
0.0022 |
0.1% |
100% |
True |
False |
274 |
| 40 |
1.6406 |
1.5864 |
0.0542 |
3.3% |
0.0012 |
0.1% |
100% |
True |
False |
156 |
| 60 |
1.6406 |
1.5864 |
0.0542 |
3.3% |
0.0008 |
0.0% |
100% |
True |
False |
111 |
| 80 |
1.6406 |
1.5466 |
0.0940 |
5.7% |
0.0006 |
0.0% |
100% |
True |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6585 |
|
2.618 |
1.6516 |
|
1.618 |
1.6474 |
|
1.000 |
1.6448 |
|
0.618 |
1.6432 |
|
HIGH |
1.6406 |
|
0.618 |
1.6390 |
|
0.500 |
1.6385 |
|
0.382 |
1.6380 |
|
LOW |
1.6364 |
|
0.618 |
1.6338 |
|
1.000 |
1.6322 |
|
1.618 |
1.6296 |
|
2.618 |
1.6254 |
|
4.250 |
1.6186 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6399 |
1.6387 |
| PP |
1.6392 |
1.6367 |
| S1 |
1.6385 |
1.6348 |
|