CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.6225 |
1.6159 |
-0.0066 |
-0.4% |
1.5965 |
High |
1.6250 |
1.6217 |
-0.0033 |
-0.2% |
1.6218 |
Low |
1.6113 |
1.6131 |
0.0018 |
0.1% |
1.5886 |
Close |
1.6164 |
1.6198 |
0.0034 |
0.2% |
1.6153 |
Range |
0.0137 |
0.0086 |
-0.0051 |
-37.2% |
0.0332 |
ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
87,941 |
79,591 |
-8,350 |
-9.5% |
460,671 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6440 |
1.6405 |
1.6245 |
|
R3 |
1.6354 |
1.6319 |
1.6222 |
|
R2 |
1.6268 |
1.6268 |
1.6214 |
|
R1 |
1.6233 |
1.6233 |
1.6206 |
1.6251 |
PP |
1.6182 |
1.6182 |
1.6182 |
1.6191 |
S1 |
1.6147 |
1.6147 |
1.6190 |
1.6165 |
S2 |
1.6096 |
1.6096 |
1.6182 |
|
S3 |
1.6010 |
1.6061 |
1.6174 |
|
S4 |
1.5924 |
1.5975 |
1.6151 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7082 |
1.6949 |
1.6336 |
|
R3 |
1.6750 |
1.6617 |
1.6244 |
|
R2 |
1.6418 |
1.6418 |
1.6214 |
|
R1 |
1.6285 |
1.6285 |
1.6183 |
1.6352 |
PP |
1.6086 |
1.6086 |
1.6086 |
1.6119 |
S1 |
1.5953 |
1.5953 |
1.6123 |
1.6020 |
S2 |
1.5754 |
1.5754 |
1.6092 |
|
S3 |
1.5422 |
1.5621 |
1.6062 |
|
S4 |
1.5090 |
1.5289 |
1.5970 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6250 |
1.6108 |
0.0142 |
0.9% |
0.0098 |
0.6% |
63% |
False |
False |
75,631 |
10 |
1.6250 |
1.5886 |
0.0364 |
2.2% |
0.0115 |
0.7% |
86% |
False |
False |
83,179 |
20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0111 |
0.7% |
85% |
False |
False |
87,865 |
40 |
1.6252 |
1.5455 |
0.0797 |
4.9% |
0.0104 |
0.6% |
93% |
False |
False |
74,108 |
60 |
1.6252 |
1.5094 |
0.1158 |
7.1% |
0.0103 |
0.6% |
95% |
False |
False |
49,503 |
80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0106 |
0.7% |
96% |
False |
False |
37,145 |
100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0100 |
0.6% |
96% |
False |
False |
29,725 |
120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0086 |
0.5% |
96% |
False |
False |
24,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6583 |
2.618 |
1.6442 |
1.618 |
1.6356 |
1.000 |
1.6303 |
0.618 |
1.6270 |
HIGH |
1.6217 |
0.618 |
1.6184 |
0.500 |
1.6174 |
0.382 |
1.6164 |
LOW |
1.6131 |
0.618 |
1.6078 |
1.000 |
1.6045 |
1.618 |
1.5992 |
2.618 |
1.5906 |
4.250 |
1.5766 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6190 |
1.6192 |
PP |
1.6182 |
1.6185 |
S1 |
1.6174 |
1.6179 |
|