CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5949 |
1.5963 |
0.0014 |
0.1% |
1.6017 |
| High |
1.5975 |
1.5994 |
0.0019 |
0.1% |
1.6117 |
| Low |
1.5906 |
1.5915 |
0.0009 |
0.1% |
1.5906 |
| Close |
1.5970 |
1.5952 |
-0.0018 |
-0.1% |
1.5952 |
| Range |
0.0069 |
0.0079 |
0.0010 |
14.5% |
0.0211 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
77,576 |
62,916 |
-14,660 |
-18.9% |
423,063 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6191 |
1.6150 |
1.5995 |
|
| R3 |
1.6112 |
1.6071 |
1.5974 |
|
| R2 |
1.6033 |
1.6033 |
1.5966 |
|
| R1 |
1.5992 |
1.5992 |
1.5959 |
1.5973 |
| PP |
1.5954 |
1.5954 |
1.5954 |
1.5944 |
| S1 |
1.5913 |
1.5913 |
1.5945 |
1.5894 |
| S2 |
1.5875 |
1.5875 |
1.5938 |
|
| S3 |
1.5796 |
1.5834 |
1.5930 |
|
| S4 |
1.5717 |
1.5755 |
1.5909 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6625 |
1.6499 |
1.6068 |
|
| R3 |
1.6414 |
1.6288 |
1.6010 |
|
| R2 |
1.6203 |
1.6203 |
1.5991 |
|
| R1 |
1.6077 |
1.6077 |
1.5971 |
1.6035 |
| PP |
1.5992 |
1.5992 |
1.5992 |
1.5970 |
| S1 |
1.5866 |
1.5866 |
1.5933 |
1.5824 |
| S2 |
1.5781 |
1.5781 |
1.5913 |
|
| S3 |
1.5570 |
1.5655 |
1.5894 |
|
| S4 |
1.5359 |
1.5444 |
1.5836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6117 |
1.5906 |
0.0211 |
1.3% |
0.0107 |
0.7% |
22% |
False |
False |
84,612 |
| 10 |
1.6252 |
1.5906 |
0.0346 |
2.2% |
0.0104 |
0.7% |
13% |
False |
False |
90,068 |
| 20 |
1.6252 |
1.5869 |
0.0383 |
2.4% |
0.0107 |
0.7% |
22% |
False |
False |
92,913 |
| 40 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0097 |
0.6% |
64% |
False |
False |
54,997 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.3% |
0.0098 |
0.6% |
74% |
False |
False |
36,698 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0102 |
0.6% |
79% |
False |
False |
27,542 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0092 |
0.6% |
79% |
False |
False |
22,037 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0079 |
0.5% |
79% |
False |
False |
18,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6330 |
|
2.618 |
1.6201 |
|
1.618 |
1.6122 |
|
1.000 |
1.6073 |
|
0.618 |
1.6043 |
|
HIGH |
1.5994 |
|
0.618 |
1.5964 |
|
0.500 |
1.5955 |
|
0.382 |
1.5945 |
|
LOW |
1.5915 |
|
0.618 |
1.5866 |
|
1.000 |
1.5836 |
|
1.618 |
1.5787 |
|
2.618 |
1.5708 |
|
4.250 |
1.5579 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5955 |
1.6010 |
| PP |
1.5954 |
1.5991 |
| S1 |
1.5953 |
1.5971 |
|