CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5942 |
1.5957 |
0.0015 |
0.1% |
1.6014 |
| High |
1.5962 |
1.5971 |
0.0009 |
0.1% |
1.6096 |
| Low |
1.5907 |
1.5906 |
-0.0001 |
0.0% |
1.5903 |
| Close |
1.5959 |
1.5941 |
-0.0018 |
-0.1% |
1.5941 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0193 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
66 |
67 |
1 |
1.5% |
480 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6134 |
1.6103 |
1.5977 |
|
| R3 |
1.6069 |
1.6038 |
1.5959 |
|
| R2 |
1.6004 |
1.6004 |
1.5953 |
|
| R1 |
1.5973 |
1.5973 |
1.5947 |
1.5956 |
| PP |
1.5939 |
1.5939 |
1.5939 |
1.5931 |
| S1 |
1.5908 |
1.5908 |
1.5935 |
1.5891 |
| S2 |
1.5874 |
1.5874 |
1.5929 |
|
| S3 |
1.5809 |
1.5843 |
1.5923 |
|
| S4 |
1.5744 |
1.5778 |
1.5905 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6559 |
1.6443 |
1.6047 |
|
| R3 |
1.6366 |
1.6250 |
1.5994 |
|
| R2 |
1.6173 |
1.6173 |
1.5976 |
|
| R1 |
1.6057 |
1.6057 |
1.5959 |
1.6019 |
| PP |
1.5980 |
1.5980 |
1.5980 |
1.5961 |
| S1 |
1.5864 |
1.5864 |
1.5923 |
1.5826 |
| S2 |
1.5787 |
1.5787 |
1.5906 |
|
| S3 |
1.5594 |
1.5671 |
1.5888 |
|
| S4 |
1.5401 |
1.5478 |
1.5835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6096 |
1.5903 |
0.0193 |
1.2% |
0.0094 |
0.6% |
20% |
False |
False |
96 |
| 10 |
1.6230 |
1.5903 |
0.0327 |
2.1% |
0.0087 |
0.5% |
12% |
False |
False |
79 |
| 20 |
1.6230 |
1.5877 |
0.0353 |
2.2% |
0.0075 |
0.5% |
18% |
False |
False |
53 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0040 |
0.3% |
63% |
False |
False |
45 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0034 |
0.2% |
74% |
False |
False |
35 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0031 |
0.2% |
79% |
False |
False |
28 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0025 |
0.2% |
79% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6247 |
|
2.618 |
1.6141 |
|
1.618 |
1.6076 |
|
1.000 |
1.6036 |
|
0.618 |
1.6011 |
|
HIGH |
1.5971 |
|
0.618 |
1.5946 |
|
0.500 |
1.5939 |
|
0.382 |
1.5931 |
|
LOW |
1.5906 |
|
0.618 |
1.5866 |
|
1.000 |
1.5841 |
|
1.618 |
1.5801 |
|
2.618 |
1.5736 |
|
4.250 |
1.5630 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5940 |
1.5996 |
| PP |
1.5939 |
1.5977 |
| S1 |
1.5939 |
1.5959 |
|