CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5957 |
1.5950 |
-0.0007 |
0.0% |
1.6014 |
| High |
1.5971 |
1.5994 |
0.0023 |
0.1% |
1.6096 |
| Low |
1.5906 |
1.5948 |
0.0042 |
0.3% |
1.5903 |
| Close |
1.5941 |
1.5976 |
0.0035 |
0.2% |
1.5941 |
| Range |
0.0065 |
0.0046 |
-0.0019 |
-29.2% |
0.0193 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
67 |
90 |
23 |
34.3% |
480 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6111 |
1.6089 |
1.6001 |
|
| R3 |
1.6065 |
1.6043 |
1.5989 |
|
| R2 |
1.6019 |
1.6019 |
1.5984 |
|
| R1 |
1.5997 |
1.5997 |
1.5980 |
1.6008 |
| PP |
1.5973 |
1.5973 |
1.5973 |
1.5978 |
| S1 |
1.5951 |
1.5951 |
1.5972 |
1.5962 |
| S2 |
1.5927 |
1.5927 |
1.5968 |
|
| S3 |
1.5881 |
1.5905 |
1.5963 |
|
| S4 |
1.5835 |
1.5859 |
1.5951 |
|
|
| 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% |
0.0089 |
0.6% |
38% |
False |
False |
101 |
| 10 |
1.6230 |
1.5903 |
0.0327 |
2.0% |
0.0087 |
0.5% |
22% |
False |
False |
86 |
| 20 |
1.6230 |
1.5890 |
0.0340 |
2.1% |
0.0074 |
0.5% |
25% |
False |
False |
57 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0042 |
0.3% |
67% |
False |
False |
46 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0035 |
0.2% |
78% |
False |
False |
36 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0032 |
0.2% |
82% |
False |
False |
29 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0026 |
0.2% |
82% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6190 |
|
2.618 |
1.6114 |
|
1.618 |
1.6068 |
|
1.000 |
1.6040 |
|
0.618 |
1.6022 |
|
HIGH |
1.5994 |
|
0.618 |
1.5976 |
|
0.500 |
1.5971 |
|
0.382 |
1.5966 |
|
LOW |
1.5948 |
|
0.618 |
1.5920 |
|
1.000 |
1.5902 |
|
1.618 |
1.5874 |
|
2.618 |
1.5828 |
|
4.250 |
1.5753 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5974 |
1.5967 |
| PP |
1.5973 |
1.5959 |
| S1 |
1.5971 |
1.5950 |
|