CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6184 |
1.6220 |
0.0036 |
0.2% |
1.5994 |
| High |
1.6243 |
1.6232 |
-0.0011 |
-0.1% |
1.6138 |
| Low |
1.6153 |
1.6145 |
-0.0008 |
0.0% |
1.5943 |
| Close |
1.6212 |
1.6151 |
-0.0061 |
-0.4% |
1.6125 |
| Range |
0.0090 |
0.0087 |
-0.0003 |
-3.3% |
0.0195 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
87,270 |
89,292 |
2,022 |
2.3% |
411,138 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6437 |
1.6381 |
1.6199 |
|
| R3 |
1.6350 |
1.6294 |
1.6175 |
|
| R2 |
1.6263 |
1.6263 |
1.6167 |
|
| R1 |
1.6207 |
1.6207 |
1.6159 |
1.6192 |
| PP |
1.6176 |
1.6176 |
1.6176 |
1.6168 |
| S1 |
1.6120 |
1.6120 |
1.6143 |
1.6105 |
| S2 |
1.6089 |
1.6089 |
1.6135 |
|
| S3 |
1.6002 |
1.6033 |
1.6127 |
|
| S4 |
1.5915 |
1.5946 |
1.6103 |
|
|
| 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 |
1.6021 |
0.0231 |
1.4% |
0.0090 |
0.6% |
56% |
False |
False |
91,611 |
| 10 |
1.6252 |
1.5943 |
0.0309 |
1.9% |
0.0090 |
0.6% |
67% |
False |
False |
87,068 |
| 20 |
1.6252 |
1.5555 |
0.0697 |
4.3% |
0.0100 |
0.6% |
86% |
False |
False |
82,659 |
| 40 |
1.6252 |
1.5410 |
0.0842 |
5.2% |
0.0091 |
0.6% |
88% |
False |
False |
41,764 |
| 60 |
1.6252 |
1.5025 |
0.1227 |
7.6% |
0.0095 |
0.6% |
92% |
False |
False |
27,865 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0098 |
0.6% |
93% |
False |
False |
20,913 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0084 |
0.5% |
93% |
False |
False |
16,734 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0075 |
0.5% |
93% |
False |
False |
13,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6602 |
|
2.618 |
1.6460 |
|
1.618 |
1.6373 |
|
1.000 |
1.6319 |
|
0.618 |
1.6286 |
|
HIGH |
1.6232 |
|
0.618 |
1.6199 |
|
0.500 |
1.6189 |
|
0.382 |
1.6178 |
|
LOW |
1.6145 |
|
0.618 |
1.6091 |
|
1.000 |
1.6058 |
|
1.618 |
1.6004 |
|
2.618 |
1.5917 |
|
4.250 |
1.5775 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6189 |
1.6199 |
| PP |
1.6176 |
1.6183 |
| S1 |
1.6164 |
1.6167 |
|