CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6043 |
1.6032 |
-0.0011 |
-0.1% |
1.6163 |
| High |
1.6073 |
1.6064 |
-0.0009 |
-0.1% |
1.6250 |
| Low |
1.5992 |
1.6000 |
0.0008 |
0.1% |
1.6108 |
| Close |
1.6011 |
1.6048 |
0.0037 |
0.2% |
1.6168 |
| Range |
0.0081 |
0.0064 |
-0.0017 |
-21.0% |
0.0142 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
93,296 |
104,739 |
11,443 |
12.3% |
381,416 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6229 |
1.6203 |
1.6083 |
|
| R3 |
1.6165 |
1.6139 |
1.6066 |
|
| R2 |
1.6101 |
1.6101 |
1.6060 |
|
| R1 |
1.6075 |
1.6075 |
1.6054 |
1.6088 |
| PP |
1.6037 |
1.6037 |
1.6037 |
1.6044 |
| S1 |
1.6011 |
1.6011 |
1.6042 |
1.6024 |
| S2 |
1.5973 |
1.5973 |
1.6036 |
|
| S3 |
1.5909 |
1.5947 |
1.6030 |
|
| S4 |
1.5845 |
1.5883 |
1.6013 |
|
|
| 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 |
1.6241 |
1.5992 |
0.0249 |
1.6% |
0.0093 |
0.6% |
22% |
False |
False |
85,116 |
| 10 |
1.6250 |
1.5992 |
0.0258 |
1.6% |
0.0095 |
0.6% |
22% |
False |
False |
80,374 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0112 |
0.7% |
45% |
False |
False |
86,241 |
| 40 |
1.6252 |
1.5555 |
0.0697 |
4.3% |
0.0106 |
0.7% |
71% |
False |
False |
84,450 |
| 60 |
1.6252 |
1.5410 |
0.0842 |
5.2% |
0.0098 |
0.6% |
76% |
False |
False |
56,590 |
| 80 |
1.6252 |
1.5025 |
0.1227 |
7.6% |
0.0100 |
0.6% |
83% |
False |
False |
42,459 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0101 |
0.6% |
86% |
False |
False |
33,979 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0089 |
0.6% |
86% |
False |
False |
28,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6336 |
|
2.618 |
1.6232 |
|
1.618 |
1.6168 |
|
1.000 |
1.6128 |
|
0.618 |
1.6104 |
|
HIGH |
1.6064 |
|
0.618 |
1.6040 |
|
0.500 |
1.6032 |
|
0.382 |
1.6024 |
|
LOW |
1.6000 |
|
0.618 |
1.5960 |
|
1.000 |
1.5936 |
|
1.618 |
1.5896 |
|
2.618 |
1.5832 |
|
4.250 |
1.5728 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6043 |
1.6073 |
| PP |
1.6037 |
1.6064 |
| S1 |
1.6032 |
1.6056 |
|