CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6170 |
1.6151 |
-0.0019 |
-0.1% |
1.6040 |
| High |
1.6226 |
1.6230 |
0.0004 |
0.0% |
1.6115 |
| Low |
1.6170 |
1.6149 |
-0.0021 |
-0.1% |
1.5942 |
| Close |
1.6178 |
1.6201 |
0.0023 |
0.1% |
1.6115 |
| Range |
0.0056 |
0.0081 |
0.0025 |
44.6% |
0.0173 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.7% |
0.0000 |
| Volume |
38 |
46 |
8 |
21.1% |
139 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6436 |
1.6400 |
1.6246 |
|
| R3 |
1.6355 |
1.6319 |
1.6223 |
|
| R2 |
1.6274 |
1.6274 |
1.6216 |
|
| R1 |
1.6238 |
1.6238 |
1.6208 |
1.6256 |
| PP |
1.6193 |
1.6193 |
1.6193 |
1.6203 |
| S1 |
1.6157 |
1.6157 |
1.6194 |
1.6175 |
| S2 |
1.6112 |
1.6112 |
1.6186 |
|
| S3 |
1.6031 |
1.6076 |
1.6179 |
|
| S4 |
1.5950 |
1.5995 |
1.6156 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6576 |
1.6519 |
1.6210 |
|
| R3 |
1.6403 |
1.6346 |
1.6163 |
|
| R2 |
1.6230 |
1.6230 |
1.6147 |
|
| R1 |
1.6173 |
1.6173 |
1.6131 |
1.6202 |
| PP |
1.6057 |
1.6057 |
1.6057 |
1.6072 |
| S1 |
1.6000 |
1.6000 |
1.6099 |
1.6029 |
| S2 |
1.5884 |
1.5884 |
1.6083 |
|
| S3 |
1.5711 |
1.5827 |
1.6067 |
|
| S4 |
1.5538 |
1.5654 |
1.6020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6230 |
1.5983 |
0.0247 |
1.5% |
0.0062 |
0.4% |
88% |
True |
False |
28 |
| 10 |
1.6230 |
1.5942 |
0.0288 |
1.8% |
0.0058 |
0.4% |
90% |
True |
False |
32 |
| 20 |
1.6230 |
1.5571 |
0.0659 |
4.1% |
0.0043 |
0.3% |
96% |
True |
False |
24 |
| 40 |
1.6230 |
1.5204 |
0.1026 |
6.3% |
0.0030 |
0.2% |
97% |
True |
False |
33 |
| 60 |
1.6230 |
1.4903 |
0.1327 |
8.2% |
0.0027 |
0.2% |
98% |
True |
False |
25 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0023 |
0.1% |
98% |
True |
False |
20 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0018 |
0.1% |
98% |
True |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6574 |
|
2.618 |
1.6442 |
|
1.618 |
1.6361 |
|
1.000 |
1.6311 |
|
0.618 |
1.6280 |
|
HIGH |
1.6230 |
|
0.618 |
1.6199 |
|
0.500 |
1.6190 |
|
0.382 |
1.6180 |
|
LOW |
1.6149 |
|
0.618 |
1.6099 |
|
1.000 |
1.6068 |
|
1.618 |
1.6018 |
|
2.618 |
1.5937 |
|
4.250 |
1.5805 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6197 |
1.6192 |
| PP |
1.6193 |
1.6183 |
| S1 |
1.6190 |
1.6175 |
|