CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6143 |
1.6145 |
0.0002 |
0.0% |
1.5950 |
| High |
1.6200 |
1.6151 |
-0.0049 |
-0.3% |
1.6200 |
| Low |
1.6130 |
1.6122 |
-0.0008 |
0.0% |
1.5875 |
| Close |
1.6141 |
1.6126 |
-0.0015 |
-0.1% |
1.6141 |
| Range |
0.0070 |
0.0029 |
-0.0041 |
-58.6% |
0.0325 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.8% |
0.0000 |
| Volume |
118 |
80 |
-38 |
-32.2% |
454 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6220 |
1.6202 |
1.6142 |
|
| R3 |
1.6191 |
1.6173 |
1.6134 |
|
| R2 |
1.6162 |
1.6162 |
1.6131 |
|
| R1 |
1.6144 |
1.6144 |
1.6129 |
1.6139 |
| PP |
1.6133 |
1.6133 |
1.6133 |
1.6130 |
| S1 |
1.6115 |
1.6115 |
1.6123 |
1.6110 |
| S2 |
1.6104 |
1.6104 |
1.6121 |
|
| S3 |
1.6075 |
1.6086 |
1.6118 |
|
| S4 |
1.6046 |
1.6057 |
1.6110 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7047 |
1.6919 |
1.6320 |
|
| R3 |
1.6722 |
1.6594 |
1.6230 |
|
| R2 |
1.6397 |
1.6397 |
1.6201 |
|
| R1 |
1.6269 |
1.6269 |
1.6171 |
1.6333 |
| PP |
1.6072 |
1.6072 |
1.6072 |
1.6104 |
| S1 |
1.5944 |
1.5944 |
1.6111 |
1.6008 |
| S2 |
1.5747 |
1.5747 |
1.6081 |
|
| S3 |
1.5422 |
1.5619 |
1.6052 |
|
| S4 |
1.5097 |
1.5294 |
1.5962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6200 |
1.5875 |
0.0325 |
2.0% |
0.0106 |
0.7% |
77% |
False |
False |
88 |
| 10 |
1.6200 |
1.5875 |
0.0325 |
2.0% |
0.0097 |
0.6% |
77% |
False |
False |
95 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0084 |
0.5% |
71% |
False |
False |
68 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.8% |
0.0055 |
0.3% |
87% |
False |
False |
49 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0044 |
0.3% |
91% |
False |
False |
43 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0038 |
0.2% |
92% |
False |
False |
34 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0031 |
0.2% |
92% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6274 |
|
2.618 |
1.6227 |
|
1.618 |
1.6198 |
|
1.000 |
1.6180 |
|
0.618 |
1.6169 |
|
HIGH |
1.6151 |
|
0.618 |
1.6140 |
|
0.500 |
1.6137 |
|
0.382 |
1.6133 |
|
LOW |
1.6122 |
|
0.618 |
1.6104 |
|
1.000 |
1.6093 |
|
1.618 |
1.6075 |
|
2.618 |
1.6046 |
|
4.250 |
1.5999 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6137 |
1.6107 |
| PP |
1.6133 |
1.6088 |
| S1 |
1.6130 |
1.6070 |
|