CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.6195 |
1.6166 |
-0.0029 |
-0.2% |
1.6163 |
High |
1.6241 |
1.6203 |
-0.0038 |
-0.2% |
1.6250 |
Low |
1.6144 |
1.6119 |
-0.0025 |
-0.2% |
1.6108 |
Close |
1.6168 |
1.6153 |
-0.0015 |
-0.1% |
1.6168 |
Range |
0.0097 |
0.0084 |
-0.0013 |
-13.4% |
0.0142 |
ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
73,204 |
61,131 |
-12,073 |
-16.5% |
381,416 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6410 |
1.6366 |
1.6199 |
|
R3 |
1.6326 |
1.6282 |
1.6176 |
|
R2 |
1.6242 |
1.6242 |
1.6168 |
|
R1 |
1.6198 |
1.6198 |
1.6161 |
1.6178 |
PP |
1.6158 |
1.6158 |
1.6158 |
1.6149 |
S1 |
1.6114 |
1.6114 |
1.6145 |
1.6094 |
S2 |
1.6074 |
1.6074 |
1.6138 |
|
S3 |
1.5990 |
1.6030 |
1.6130 |
|
S4 |
1.5906 |
1.5946 |
1.6107 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6601 |
1.6527 |
1.6246 |
|
R3 |
1.6459 |
1.6385 |
1.6207 |
|
R2 |
1.6317 |
1.6317 |
1.6194 |
|
R1 |
1.6243 |
1.6243 |
1.6181 |
1.6280 |
PP |
1.6175 |
1.6175 |
1.6175 |
1.6194 |
S1 |
1.6101 |
1.6101 |
1.6155 |
1.6138 |
S2 |
1.6033 |
1.6033 |
1.6142 |
|
S3 |
1.5891 |
1.5959 |
1.6129 |
|
S4 |
1.5749 |
1.5817 |
1.6090 |
|
|
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% |
0.0108 |
0.7% |
32% |
False |
False |
77,804 |
10 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0119 |
0.7% |
73% |
False |
False |
84,858 |
20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0111 |
0.7% |
73% |
False |
False |
85,380 |
40 |
1.6252 |
1.5493 |
0.0759 |
4.7% |
0.0106 |
0.7% |
87% |
False |
False |
77,369 |
60 |
1.6252 |
1.5198 |
0.1054 |
6.5% |
0.0101 |
0.6% |
91% |
False |
False |
51,739 |
80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0101 |
0.6% |
93% |
False |
False |
38,822 |
100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0100 |
0.6% |
93% |
False |
False |
31,069 |
120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0087 |
0.5% |
93% |
False |
False |
25,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6560 |
2.618 |
1.6423 |
1.618 |
1.6339 |
1.000 |
1.6287 |
0.618 |
1.6255 |
HIGH |
1.6203 |
0.618 |
1.6171 |
0.500 |
1.6161 |
0.382 |
1.6151 |
LOW |
1.6119 |
0.618 |
1.6067 |
1.000 |
1.6035 |
1.618 |
1.5983 |
2.618 |
1.5899 |
4.250 |
1.5762 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6161 |
1.6180 |
PP |
1.6158 |
1.6171 |
S1 |
1.6156 |
1.6162 |
|