CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6130 |
1.6175 |
0.0045 |
0.3% |
1.5994 |
| High |
1.6194 |
1.6252 |
0.0058 |
0.4% |
1.6138 |
| Low |
1.6119 |
1.6173 |
0.0054 |
0.3% |
1.5943 |
| Close |
1.6177 |
1.6188 |
0.0011 |
0.1% |
1.6125 |
| Range |
0.0075 |
0.0079 |
0.0004 |
5.3% |
0.0195 |
| ATR |
0.0100 |
0.0099 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
96,284 |
97,468 |
1,184 |
1.2% |
411,138 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6441 |
1.6394 |
1.6231 |
|
| R3 |
1.6362 |
1.6315 |
1.6210 |
|
| R2 |
1.6283 |
1.6283 |
1.6202 |
|
| R1 |
1.6236 |
1.6236 |
1.6195 |
1.6260 |
| PP |
1.6204 |
1.6204 |
1.6204 |
1.6216 |
| S1 |
1.6157 |
1.6157 |
1.6181 |
1.6181 |
| S2 |
1.6125 |
1.6125 |
1.6174 |
|
| S3 |
1.6046 |
1.6078 |
1.6166 |
|
| S4 |
1.5967 |
1.5999 |
1.6145 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6654 |
1.6584 |
1.6232 |
|
| R3 |
1.6459 |
1.6389 |
1.6179 |
|
| R2 |
1.6264 |
1.6264 |
1.6161 |
|
| R1 |
1.6194 |
1.6194 |
1.6143 |
1.6229 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6086 |
| S1 |
1.5999 |
1.5999 |
1.6107 |
1.6034 |
| S2 |
1.5874 |
1.5874 |
1.6089 |
|
| S3 |
1.5679 |
1.5804 |
1.6071 |
|
| S4 |
1.5484 |
1.5609 |
1.6018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6252 |
1.5971 |
0.0281 |
1.7% |
0.0095 |
0.6% |
77% |
True |
False |
90,076 |
| 10 |
1.6252 |
1.5882 |
0.0370 |
2.3% |
0.0112 |
0.7% |
83% |
True |
False |
98,165 |
| 20 |
1.6252 |
1.5547 |
0.0705 |
4.4% |
0.0100 |
0.6% |
91% |
True |
False |
74,167 |
| 40 |
1.6252 |
1.5198 |
0.1054 |
6.5% |
0.0096 |
0.6% |
94% |
True |
False |
37,352 |
| 60 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0098 |
0.6% |
96% |
True |
False |
24,924 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0097 |
0.6% |
96% |
True |
False |
18,707 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0083 |
0.5% |
96% |
True |
False |
14,969 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0073 |
0.5% |
96% |
True |
False |
12,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6588 |
|
2.618 |
1.6459 |
|
1.618 |
1.6380 |
|
1.000 |
1.6331 |
|
0.618 |
1.6301 |
|
HIGH |
1.6252 |
|
0.618 |
1.6222 |
|
0.500 |
1.6213 |
|
0.382 |
1.6203 |
|
LOW |
1.6173 |
|
0.618 |
1.6124 |
|
1.000 |
1.6094 |
|
1.618 |
1.6045 |
|
2.618 |
1.5966 |
|
4.250 |
1.5837 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6213 |
1.6171 |
| PP |
1.6204 |
1.6154 |
| S1 |
1.6196 |
1.6137 |
|