CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6425 |
1.6441 |
0.0016 |
0.1% |
1.6403 |
| High |
1.6425 |
1.6441 |
0.0016 |
0.1% |
1.6403 |
| Low |
1.6425 |
1.6360 |
-0.0065 |
-0.4% |
1.6289 |
| Close |
1.6425 |
1.6360 |
-0.0065 |
-0.4% |
1.6319 |
| Range |
0.0000 |
0.0081 |
0.0081 |
|
0.0114 |
| ATR |
0.0057 |
0.0058 |
0.0002 |
3.1% |
0.0000 |
| Volume |
2,569 |
2,569 |
0 |
0.0% |
2,641 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6630 |
1.6576 |
1.6405 |
|
| R3 |
1.6549 |
1.6495 |
1.6382 |
|
| R2 |
1.6468 |
1.6468 |
1.6375 |
|
| R1 |
1.6414 |
1.6414 |
1.6367 |
1.6401 |
| PP |
1.6387 |
1.6387 |
1.6387 |
1.6380 |
| S1 |
1.6333 |
1.6333 |
1.6353 |
1.6320 |
| S2 |
1.6306 |
1.6306 |
1.6345 |
|
| S3 |
1.6225 |
1.6252 |
1.6338 |
|
| S4 |
1.6144 |
1.6171 |
1.6315 |
|
|
| 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 |
1.6441 |
1.6289 |
0.0152 |
0.9% |
0.0030 |
0.2% |
47% |
True |
False |
2,070 |
| 10 |
1.6441 |
1.6251 |
0.0190 |
1.2% |
0.0041 |
0.2% |
57% |
True |
False |
1,042 |
| 20 |
1.6441 |
1.5995 |
0.0446 |
2.7% |
0.0025 |
0.2% |
82% |
True |
False |
530 |
| 40 |
1.6441 |
1.5864 |
0.0577 |
3.5% |
0.0014 |
0.1% |
86% |
True |
False |
284 |
| 60 |
1.6441 |
1.5864 |
0.0577 |
3.5% |
0.0009 |
0.1% |
86% |
True |
False |
196 |
| 80 |
1.6441 |
1.5466 |
0.0975 |
6.0% |
0.0007 |
0.0% |
92% |
True |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6785 |
|
2.618 |
1.6653 |
|
1.618 |
1.6572 |
|
1.000 |
1.6522 |
|
0.618 |
1.6491 |
|
HIGH |
1.6441 |
|
0.618 |
1.6410 |
|
0.500 |
1.6401 |
|
0.382 |
1.6391 |
|
LOW |
1.6360 |
|
0.618 |
1.6310 |
|
1.000 |
1.6279 |
|
1.618 |
1.6229 |
|
2.618 |
1.6148 |
|
4.250 |
1.6016 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6401 |
1.6401 |
| PP |
1.6387 |
1.6387 |
| S1 |
1.6374 |
1.6374 |
|