CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5977 |
1.5993 |
0.0016 |
0.1% |
1.6017 |
| High |
1.6022 |
1.6056 |
0.0034 |
0.2% |
1.6117 |
| Low |
1.5908 |
1.5886 |
-0.0022 |
-0.1% |
1.5906 |
| Close |
1.5987 |
1.5940 |
-0.0047 |
-0.3% |
1.5952 |
| Range |
0.0114 |
0.0170 |
0.0056 |
49.1% |
0.0211 |
| ATR |
0.0102 |
0.0107 |
0.0005 |
4.8% |
0.0000 |
| Volume |
89,758 |
121,330 |
31,572 |
35.2% |
423,063 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6471 |
1.6375 |
1.6034 |
|
| R3 |
1.6301 |
1.6205 |
1.5987 |
|
| R2 |
1.6131 |
1.6131 |
1.5971 |
|
| R1 |
1.6035 |
1.6035 |
1.5956 |
1.5998 |
| PP |
1.5961 |
1.5961 |
1.5961 |
1.5942 |
| S1 |
1.5865 |
1.5865 |
1.5924 |
1.5828 |
| S2 |
1.5791 |
1.5791 |
1.5909 |
|
| S3 |
1.5621 |
1.5695 |
1.5893 |
|
| S4 |
1.5451 |
1.5525 |
1.5847 |
|
|
| 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 |
1.6056 |
1.5886 |
0.0170 |
1.1% |
0.0099 |
0.6% |
32% |
True |
True |
81,243 |
| 10 |
1.6232 |
1.5886 |
0.0346 |
2.2% |
0.0115 |
0.7% |
16% |
False |
True |
88,538 |
| 20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0104 |
0.7% |
15% |
False |
True |
90,240 |
| 40 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0100 |
0.6% |
63% |
False |
False |
61,606 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.3% |
0.0100 |
0.6% |
73% |
False |
False |
41,126 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0103 |
0.6% |
79% |
False |
False |
30,860 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0094 |
0.6% |
79% |
False |
False |
24,694 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0081 |
0.5% |
79% |
False |
False |
20,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6779 |
|
2.618 |
1.6501 |
|
1.618 |
1.6331 |
|
1.000 |
1.6226 |
|
0.618 |
1.6161 |
|
HIGH |
1.6056 |
|
0.618 |
1.5991 |
|
0.500 |
1.5971 |
|
0.382 |
1.5951 |
|
LOW |
1.5886 |
|
0.618 |
1.5781 |
|
1.000 |
1.5716 |
|
1.618 |
1.5611 |
|
2.618 |
1.5441 |
|
4.250 |
1.5164 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5971 |
1.5971 |
| PP |
1.5961 |
1.5961 |
| S1 |
1.5950 |
1.5950 |
|