CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5947 |
1.5939 |
-0.0008 |
-0.1% |
1.6014 |
| High |
1.6017 |
1.6144 |
0.0127 |
0.8% |
1.6096 |
| Low |
1.5875 |
1.5939 |
0.0064 |
0.4% |
1.5903 |
| Close |
1.5929 |
1.6139 |
0.0210 |
1.3% |
1.5941 |
| Range |
0.0142 |
0.0205 |
0.0063 |
44.4% |
0.0193 |
| ATR |
0.0082 |
0.0091 |
0.0010 |
11.6% |
0.0000 |
| Volume |
38 |
172 |
134 |
352.6% |
480 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6689 |
1.6619 |
1.6252 |
|
| R3 |
1.6484 |
1.6414 |
1.6195 |
|
| R2 |
1.6279 |
1.6279 |
1.6177 |
|
| R1 |
1.6209 |
1.6209 |
1.6158 |
1.6244 |
| PP |
1.6074 |
1.6074 |
1.6074 |
1.6092 |
| S1 |
1.6004 |
1.6004 |
1.6120 |
1.6039 |
| S2 |
1.5869 |
1.5869 |
1.6101 |
|
| S3 |
1.5664 |
1.5799 |
1.6083 |
|
| S4 |
1.5459 |
1.5594 |
1.6026 |
|
|
| 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 |
1.6144 |
1.5875 |
0.0269 |
1.7% |
0.0108 |
0.7% |
98% |
True |
False |
80 |
| 10 |
1.6146 |
1.5875 |
0.0271 |
1.7% |
0.0108 |
0.7% |
97% |
False |
False |
94 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0082 |
0.5% |
74% |
False |
False |
66 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.8% |
0.0052 |
0.3% |
88% |
False |
False |
51 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0042 |
0.3% |
92% |
False |
False |
40 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0037 |
0.2% |
93% |
False |
False |
32 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0030 |
0.2% |
93% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7015 |
|
2.618 |
1.6681 |
|
1.618 |
1.6476 |
|
1.000 |
1.6349 |
|
0.618 |
1.6271 |
|
HIGH |
1.6144 |
|
0.618 |
1.6066 |
|
0.500 |
1.6042 |
|
0.382 |
1.6017 |
|
LOW |
1.5939 |
|
0.618 |
1.5812 |
|
1.000 |
1.5734 |
|
1.618 |
1.5607 |
|
2.618 |
1.5402 |
|
4.250 |
1.5068 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6107 |
1.6096 |
| PP |
1.6074 |
1.6053 |
| S1 |
1.6042 |
1.6010 |
|