CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6144 |
1.6014 |
-0.0130 |
-0.8% |
1.6136 |
| High |
1.6146 |
1.6079 |
-0.0067 |
-0.4% |
1.6230 |
| Low |
1.6006 |
1.6008 |
0.0002 |
0.0% |
1.6006 |
| Close |
1.6006 |
1.6073 |
0.0067 |
0.4% |
1.6006 |
| Range |
0.0140 |
0.0071 |
-0.0069 |
-49.3% |
0.0224 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.1% |
0.0000 |
| Volume |
126 |
64 |
-62 |
-49.2% |
312 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6266 |
1.6241 |
1.6112 |
|
| R3 |
1.6195 |
1.6170 |
1.6093 |
|
| R2 |
1.6124 |
1.6124 |
1.6086 |
|
| R1 |
1.6099 |
1.6099 |
1.6080 |
1.6112 |
| PP |
1.6053 |
1.6053 |
1.6053 |
1.6060 |
| S1 |
1.6028 |
1.6028 |
1.6066 |
1.6041 |
| S2 |
1.5982 |
1.5982 |
1.6060 |
|
| S3 |
1.5911 |
1.5957 |
1.6053 |
|
| S4 |
1.5840 |
1.5886 |
1.6034 |
|
|
| 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% |
0.0085 |
0.5% |
30% |
False |
False |
71 |
| 10 |
1.6230 |
1.5942 |
0.0288 |
1.8% |
0.0071 |
0.4% |
45% |
False |
False |
42 |
| 20 |
1.6230 |
1.5711 |
0.0519 |
3.2% |
0.0057 |
0.4% |
70% |
False |
False |
34 |
| 40 |
1.6230 |
1.5424 |
0.0806 |
5.0% |
0.0031 |
0.2% |
81% |
False |
False |
40 |
| 60 |
1.6230 |
1.5081 |
0.1149 |
7.1% |
0.0029 |
0.2% |
86% |
False |
False |
28 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0026 |
0.2% |
89% |
False |
False |
23 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0021 |
0.1% |
89% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6381 |
|
2.618 |
1.6265 |
|
1.618 |
1.6194 |
|
1.000 |
1.6150 |
|
0.618 |
1.6123 |
|
HIGH |
1.6079 |
|
0.618 |
1.6052 |
|
0.500 |
1.6044 |
|
0.382 |
1.6035 |
|
LOW |
1.6008 |
|
0.618 |
1.5964 |
|
1.000 |
1.5937 |
|
1.618 |
1.5893 |
|
2.618 |
1.5822 |
|
4.250 |
1.5706 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6063 |
1.6109 |
| PP |
1.6053 |
1.6097 |
| S1 |
1.6044 |
1.6085 |
|