CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6014 |
1.6064 |
0.0050 |
0.3% |
1.6136 |
| High |
1.6079 |
1.6096 |
0.0017 |
0.1% |
1.6230 |
| Low |
1.6008 |
1.6004 |
-0.0004 |
0.0% |
1.6006 |
| Close |
1.6073 |
1.6064 |
-0.0009 |
-0.1% |
1.6006 |
| Range |
0.0071 |
0.0092 |
0.0021 |
29.6% |
0.0224 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
| Volume |
64 |
50 |
-14 |
-21.9% |
312 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6331 |
1.6289 |
1.6115 |
|
| R3 |
1.6239 |
1.6197 |
1.6089 |
|
| R2 |
1.6147 |
1.6147 |
1.6081 |
|
| R1 |
1.6105 |
1.6105 |
1.6072 |
1.6110 |
| PP |
1.6055 |
1.6055 |
1.6055 |
1.6057 |
| S1 |
1.6013 |
1.6013 |
1.6056 |
1.6018 |
| S2 |
1.5963 |
1.5963 |
1.6047 |
|
| S3 |
1.5871 |
1.5921 |
1.6039 |
|
| S4 |
1.5779 |
1.5829 |
1.6013 |
|
|
| 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 |
1.6004 |
0.0226 |
1.4% |
0.0092 |
0.6% |
27% |
False |
True |
74 |
| 10 |
1.6230 |
1.5983 |
0.0247 |
1.5% |
0.0076 |
0.5% |
33% |
False |
False |
47 |
| 20 |
1.6230 |
1.5758 |
0.0472 |
2.9% |
0.0062 |
0.4% |
65% |
False |
False |
35 |
| 40 |
1.6230 |
1.5424 |
0.0806 |
5.0% |
0.0033 |
0.2% |
79% |
False |
False |
37 |
| 60 |
1.6230 |
1.5090 |
0.1140 |
7.1% |
0.0031 |
0.2% |
85% |
False |
False |
29 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0028 |
0.2% |
88% |
False |
False |
23 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0022 |
0.1% |
88% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6487 |
|
2.618 |
1.6337 |
|
1.618 |
1.6245 |
|
1.000 |
1.6188 |
|
0.618 |
1.6153 |
|
HIGH |
1.6096 |
|
0.618 |
1.6061 |
|
0.500 |
1.6050 |
|
0.382 |
1.6039 |
|
LOW |
1.6004 |
|
0.618 |
1.5947 |
|
1.000 |
1.5912 |
|
1.618 |
1.5855 |
|
2.618 |
1.5763 |
|
4.250 |
1.5613 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6059 |
1.6075 |
| PP |
1.6055 |
1.6071 |
| S1 |
1.6050 |
1.6068 |
|