CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 10-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.6073 |
1.5949 |
-0.0124 |
-0.8% |
1.6130 |
High |
1.6114 |
1.5975 |
-0.0139 |
-0.9% |
1.6252 |
Low |
1.5909 |
1.5906 |
-0.0003 |
0.0% |
1.5996 |
Close |
1.5948 |
1.5970 |
0.0022 |
0.1% |
1.6017 |
Range |
0.0205 |
0.0069 |
-0.0136 |
-66.3% |
0.0256 |
ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
119,438 |
77,576 |
-41,862 |
-35.0% |
477,617 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6157 |
1.6133 |
1.6008 |
|
R3 |
1.6088 |
1.6064 |
1.5989 |
|
R2 |
1.6019 |
1.6019 |
1.5983 |
|
R1 |
1.5995 |
1.5995 |
1.5976 |
1.6007 |
PP |
1.5950 |
1.5950 |
1.5950 |
1.5957 |
S1 |
1.5926 |
1.5926 |
1.5964 |
1.5938 |
S2 |
1.5881 |
1.5881 |
1.5957 |
|
S3 |
1.5812 |
1.5857 |
1.5951 |
|
S4 |
1.5743 |
1.5788 |
1.5932 |
|
|
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 |
1.6169 |
1.5906 |
0.0263 |
1.6% |
0.0126 |
0.8% |
24% |
False |
True |
93,490 |
10 |
1.6252 |
1.5906 |
0.0346 |
2.2% |
0.0108 |
0.7% |
18% |
False |
True |
92,550 |
20 |
1.6252 |
1.5766 |
0.0486 |
3.0% |
0.0109 |
0.7% |
42% |
False |
False |
95,077 |
40 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0098 |
0.6% |
66% |
False |
False |
53,434 |
60 |
1.6252 |
1.5094 |
0.1158 |
7.3% |
0.0098 |
0.6% |
76% |
False |
False |
35,650 |
80 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0104 |
0.6% |
81% |
False |
False |
26,756 |
100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0091 |
0.6% |
81% |
False |
False |
21,408 |
120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0079 |
0.5% |
81% |
False |
False |
17,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6268 |
2.618 |
1.6156 |
1.618 |
1.6087 |
1.000 |
1.6044 |
0.618 |
1.6018 |
HIGH |
1.5975 |
0.618 |
1.5949 |
0.500 |
1.5941 |
0.382 |
1.5932 |
LOW |
1.5906 |
0.618 |
1.5863 |
1.000 |
1.5837 |
1.618 |
1.5794 |
2.618 |
1.5725 |
4.250 |
1.5613 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5960 |
1.6012 |
PP |
1.5950 |
1.5998 |
S1 |
1.5941 |
1.5984 |
|