CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5965 |
1.5977 |
0.0012 |
0.1% |
1.6017 |
| High |
1.6012 |
1.6022 |
0.0010 |
0.1% |
1.6117 |
| Low |
1.5947 |
1.5908 |
-0.0039 |
-0.2% |
1.5906 |
| Close |
1.5987 |
1.5987 |
0.0000 |
0.0% |
1.5952 |
| Range |
0.0065 |
0.0114 |
0.0049 |
75.4% |
0.0211 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.9% |
0.0000 |
| Volume |
54,636 |
89,758 |
35,122 |
64.3% |
423,063 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6314 |
1.6265 |
1.6050 |
|
| R3 |
1.6200 |
1.6151 |
1.6018 |
|
| R2 |
1.6086 |
1.6086 |
1.6008 |
|
| R1 |
1.6037 |
1.6037 |
1.5997 |
1.6062 |
| PP |
1.5972 |
1.5972 |
1.5972 |
1.5985 |
| S1 |
1.5923 |
1.5923 |
1.5977 |
1.5948 |
| S2 |
1.5858 |
1.5858 |
1.5966 |
|
| S3 |
1.5744 |
1.5809 |
1.5956 |
|
| S4 |
1.5630 |
1.5695 |
1.5924 |
|
|
| 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 |
1.6114 |
1.5906 |
0.0208 |
1.3% |
0.0106 |
0.7% |
39% |
False |
False |
80,864 |
| 10 |
1.6243 |
1.5906 |
0.0337 |
2.1% |
0.0107 |
0.7% |
24% |
False |
False |
85,132 |
| 20 |
1.6252 |
1.5882 |
0.0370 |
2.3% |
0.0109 |
0.7% |
28% |
False |
False |
91,648 |
| 40 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0098 |
0.6% |
68% |
False |
False |
58,576 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0098 |
0.6% |
77% |
False |
False |
39,104 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0102 |
0.6% |
82% |
False |
False |
29,345 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0092 |
0.6% |
82% |
False |
False |
23,481 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0079 |
0.5% |
82% |
False |
False |
19,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6507 |
|
2.618 |
1.6320 |
|
1.618 |
1.6206 |
|
1.000 |
1.6136 |
|
0.618 |
1.6092 |
|
HIGH |
1.6022 |
|
0.618 |
1.5978 |
|
0.500 |
1.5965 |
|
0.382 |
1.5952 |
|
LOW |
1.5908 |
|
0.618 |
1.5838 |
|
1.000 |
1.5794 |
|
1.618 |
1.5724 |
|
2.618 |
1.5610 |
|
4.250 |
1.5424 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5980 |
1.5980 |
| PP |
1.5972 |
1.5972 |
| S1 |
1.5965 |
1.5965 |
|