CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5963 |
1.5965 |
0.0002 |
0.0% |
1.6017 |
| High |
1.5994 |
1.6012 |
0.0018 |
0.1% |
1.6117 |
| Low |
1.5915 |
1.5947 |
0.0032 |
0.2% |
1.5906 |
| Close |
1.5952 |
1.5987 |
0.0035 |
0.2% |
1.5952 |
| Range |
0.0079 |
0.0065 |
-0.0014 |
-17.7% |
0.0211 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
62,916 |
54,636 |
-8,280 |
-13.2% |
423,063 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6177 |
1.6147 |
1.6023 |
|
| R3 |
1.6112 |
1.6082 |
1.6005 |
|
| R2 |
1.6047 |
1.6047 |
1.5999 |
|
| R1 |
1.6017 |
1.6017 |
1.5993 |
1.6032 |
| PP |
1.5982 |
1.5982 |
1.5982 |
1.5990 |
| S1 |
1.5952 |
1.5952 |
1.5981 |
1.5967 |
| S2 |
1.5917 |
1.5917 |
1.5975 |
|
| S3 |
1.5852 |
1.5887 |
1.5969 |
|
| S4 |
1.5787 |
1.5822 |
1.5951 |
|
|
| 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% |
0.0105 |
0.7% |
38% |
False |
False |
79,973 |
| 10 |
1.6252 |
1.5906 |
0.0346 |
2.2% |
0.0103 |
0.6% |
23% |
False |
False |
85,903 |
| 20 |
1.6252 |
1.5876 |
0.0376 |
2.4% |
0.0106 |
0.7% |
30% |
False |
False |
91,091 |
| 40 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0096 |
0.6% |
68% |
False |
False |
56,339 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0098 |
0.6% |
77% |
False |
False |
37,608 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0102 |
0.6% |
82% |
False |
False |
28,225 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0092 |
0.6% |
82% |
False |
False |
22,583 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0079 |
0.5% |
82% |
False |
False |
18,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6288 |
|
2.618 |
1.6182 |
|
1.618 |
1.6117 |
|
1.000 |
1.6077 |
|
0.618 |
1.6052 |
|
HIGH |
1.6012 |
|
0.618 |
1.5987 |
|
0.500 |
1.5980 |
|
0.382 |
1.5972 |
|
LOW |
1.5947 |
|
0.618 |
1.5907 |
|
1.000 |
1.5882 |
|
1.618 |
1.5842 |
|
2.618 |
1.5777 |
|
4.250 |
1.5671 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5985 |
1.5978 |
| PP |
1.5982 |
1.5968 |
| S1 |
1.5980 |
1.5959 |
|