CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6150 |
1.6017 |
-0.0133 |
-0.8% |
1.6130 |
| High |
1.6169 |
1.6092 |
-0.0077 |
-0.5% |
1.6252 |
| Low |
1.5996 |
1.6016 |
0.0020 |
0.1% |
1.5996 |
| Close |
1.6017 |
1.6084 |
0.0067 |
0.4% |
1.6017 |
| Range |
0.0173 |
0.0076 |
-0.0097 |
-56.1% |
0.0256 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
107,303 |
77,834 |
-29,469 |
-27.5% |
477,617 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6292 |
1.6264 |
1.6126 |
|
| R3 |
1.6216 |
1.6188 |
1.6105 |
|
| R2 |
1.6140 |
1.6140 |
1.6098 |
|
| R1 |
1.6112 |
1.6112 |
1.6091 |
1.6126 |
| PP |
1.6064 |
1.6064 |
1.6064 |
1.6071 |
| S1 |
1.6036 |
1.6036 |
1.6077 |
1.6050 |
| S2 |
1.5988 |
1.5988 |
1.6070 |
|
| S3 |
1.5912 |
1.5960 |
1.6063 |
|
| S4 |
1.5836 |
1.5884 |
1.6042 |
|
|
| 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% |
34% |
False |
False |
91,833 |
| 10 |
1.6252 |
1.5943 |
0.0309 |
1.9% |
0.0100 |
0.6% |
46% |
False |
False |
89,428 |
| 20 |
1.6252 |
1.5674 |
0.0578 |
3.6% |
0.0101 |
0.6% |
71% |
False |
False |
90,248 |
| 40 |
1.6252 |
1.5410 |
0.0842 |
5.2% |
0.0094 |
0.6% |
80% |
False |
False |
46,386 |
| 60 |
1.6252 |
1.5050 |
0.1202 |
7.5% |
0.0095 |
0.6% |
86% |
False |
False |
30,946 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0100 |
0.6% |
88% |
False |
False |
23,227 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0087 |
0.5% |
88% |
False |
False |
18,585 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0076 |
0.5% |
88% |
False |
False |
15,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6415 |
|
2.618 |
1.6291 |
|
1.618 |
1.6215 |
|
1.000 |
1.6168 |
|
0.618 |
1.6139 |
|
HIGH |
1.6092 |
|
0.618 |
1.6063 |
|
0.500 |
1.6054 |
|
0.382 |
1.6045 |
|
LOW |
1.6016 |
|
0.618 |
1.5969 |
|
1.000 |
1.5940 |
|
1.618 |
1.5893 |
|
2.618 |
1.5817 |
|
4.250 |
1.5693 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6074 |
1.6114 |
| PP |
1.6064 |
1.6104 |
| S1 |
1.6054 |
1.6094 |
|