CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6212 |
1.6144 |
-0.0068 |
-0.4% |
1.6136 |
| High |
1.6212 |
1.6146 |
-0.0066 |
-0.4% |
1.6230 |
| Low |
1.6137 |
1.6006 |
-0.0131 |
-0.8% |
1.6006 |
| Close |
1.6140 |
1.6006 |
-0.0134 |
-0.8% |
1.6006 |
| Range |
0.0075 |
0.0140 |
0.0065 |
86.7% |
0.0224 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
7.8% |
0.0000 |
| Volume |
85 |
126 |
41 |
48.2% |
312 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6473 |
1.6379 |
1.6083 |
|
| R3 |
1.6333 |
1.6239 |
1.6045 |
|
| R2 |
1.6193 |
1.6193 |
1.6032 |
|
| R1 |
1.6099 |
1.6099 |
1.6019 |
1.6076 |
| PP |
1.6053 |
1.6053 |
1.6053 |
1.6041 |
| S1 |
1.5959 |
1.5959 |
1.5993 |
1.5936 |
| S2 |
1.5913 |
1.5913 |
1.5980 |
|
| S3 |
1.5773 |
1.5819 |
1.5968 |
|
| S4 |
1.5633 |
1.5679 |
1.5929 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6753 |
1.6603 |
1.6129 |
|
| R3 |
1.6529 |
1.6379 |
1.6068 |
|
| R2 |
1.6305 |
1.6305 |
1.6047 |
|
| R1 |
1.6155 |
1.6155 |
1.6027 |
1.6118 |
| PP |
1.6081 |
1.6081 |
1.6081 |
1.6062 |
| S1 |
1.5931 |
1.5931 |
1.5985 |
1.5894 |
| S2 |
1.5857 |
1.5857 |
1.5965 |
|
| S3 |
1.5633 |
1.5707 |
1.5944 |
|
| S4 |
1.5409 |
1.5483 |
1.5883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6230 |
1.6006 |
0.0224 |
1.4% |
0.0080 |
0.5% |
0% |
False |
True |
62 |
| 10 |
1.6230 |
1.5942 |
0.0288 |
1.8% |
0.0065 |
0.4% |
22% |
False |
False |
45 |
| 20 |
1.6230 |
1.5682 |
0.0548 |
3.4% |
0.0054 |
0.3% |
59% |
False |
False |
32 |
| 40 |
1.6230 |
1.5424 |
0.0806 |
5.0% |
0.0029 |
0.2% |
72% |
False |
False |
38 |
| 60 |
1.6230 |
1.5081 |
0.1149 |
7.2% |
0.0030 |
0.2% |
81% |
False |
False |
28 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0025 |
0.2% |
84% |
False |
False |
22 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0020 |
0.1% |
84% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6741 |
|
2.618 |
1.6513 |
|
1.618 |
1.6373 |
|
1.000 |
1.6286 |
|
0.618 |
1.6233 |
|
HIGH |
1.6146 |
|
0.618 |
1.6093 |
|
0.500 |
1.6076 |
|
0.382 |
1.6059 |
|
LOW |
1.6006 |
|
0.618 |
1.5919 |
|
1.000 |
1.5866 |
|
1.618 |
1.5779 |
|
2.618 |
1.5639 |
|
4.250 |
1.5411 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6076 |
1.6118 |
| PP |
1.6053 |
1.6081 |
| S1 |
1.6029 |
1.6043 |
|