CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.6220 |
1.6150 |
-0.0070 |
-0.4% |
1.6130 |
High |
1.6232 |
1.6169 |
-0.0063 |
-0.4% |
1.6252 |
Low |
1.6145 |
1.5996 |
-0.0149 |
-0.9% |
1.5996 |
Close |
1.6151 |
1.6017 |
-0.0134 |
-0.8% |
1.6017 |
Range |
0.0087 |
0.0173 |
0.0086 |
98.9% |
0.0256 |
ATR |
0.0097 |
0.0103 |
0.0005 |
5.6% |
0.0000 |
Volume |
89,292 |
107,303 |
18,011 |
20.2% |
477,617 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6580 |
1.6471 |
1.6112 |
|
R3 |
1.6407 |
1.6298 |
1.6065 |
|
R2 |
1.6234 |
1.6234 |
1.6049 |
|
R1 |
1.6125 |
1.6125 |
1.6033 |
1.6093 |
PP |
1.6061 |
1.6061 |
1.6061 |
1.6045 |
S1 |
1.5952 |
1.5952 |
1.6001 |
1.5920 |
S2 |
1.5888 |
1.5888 |
1.5985 |
|
S3 |
1.5715 |
1.5779 |
1.5969 |
|
S4 |
1.5542 |
1.5606 |
1.5922 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6856 |
1.6693 |
1.6158 |
|
R3 |
1.6600 |
1.6437 |
1.6087 |
|
R2 |
1.6344 |
1.6344 |
1.6064 |
|
R1 |
1.6181 |
1.6181 |
1.6040 |
1.6135 |
PP |
1.6088 |
1.6088 |
1.6088 |
1.6065 |
S1 |
1.5925 |
1.5925 |
1.5994 |
1.5879 |
S2 |
1.5832 |
1.5832 |
1.5970 |
|
S3 |
1.5576 |
1.5669 |
1.5947 |
|
S4 |
1.5320 |
1.5413 |
1.5876 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6252 |
1.5996 |
0.0256 |
1.6% |
0.0101 |
0.6% |
8% |
False |
True |
95,523 |
10 |
1.6252 |
1.5943 |
0.0309 |
1.9% |
0.0100 |
0.6% |
24% |
False |
False |
88,875 |
20 |
1.6252 |
1.5619 |
0.0633 |
4.0% |
0.0103 |
0.6% |
63% |
False |
False |
87,527 |
40 |
1.6252 |
1.5410 |
0.0842 |
5.3% |
0.0094 |
0.6% |
72% |
False |
False |
44,444 |
60 |
1.6252 |
1.5050 |
0.1202 |
7.5% |
0.0096 |
0.6% |
80% |
False |
False |
29,651 |
80 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0100 |
0.6% |
84% |
False |
False |
22,255 |
100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0086 |
0.5% |
84% |
False |
False |
17,807 |
120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0076 |
0.5% |
84% |
False |
False |
14,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6904 |
2.618 |
1.6622 |
1.618 |
1.6449 |
1.000 |
1.6342 |
0.618 |
1.6276 |
HIGH |
1.6169 |
0.618 |
1.6103 |
0.500 |
1.6083 |
0.382 |
1.6062 |
LOW |
1.5996 |
0.618 |
1.5889 |
1.000 |
1.5823 |
1.618 |
1.5716 |
2.618 |
1.5543 |
4.250 |
1.5261 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6083 |
1.6120 |
PP |
1.6061 |
1.6085 |
S1 |
1.6039 |
1.6051 |
|