CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6145 |
1.6116 |
-0.0029 |
-0.2% |
1.5950 |
| High |
1.6151 |
1.6225 |
0.0074 |
0.5% |
1.6200 |
| Low |
1.6122 |
1.6104 |
-0.0018 |
-0.1% |
1.5875 |
| Close |
1.6126 |
1.6220 |
0.0094 |
0.6% |
1.6141 |
| Range |
0.0029 |
0.0121 |
0.0092 |
317.2% |
0.0325 |
| ATR |
0.0086 |
0.0088 |
0.0003 |
3.0% |
0.0000 |
| Volume |
80 |
70 |
-10 |
-12.5% |
454 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6546 |
1.6504 |
1.6287 |
|
| R3 |
1.6425 |
1.6383 |
1.6253 |
|
| R2 |
1.6304 |
1.6304 |
1.6242 |
|
| R1 |
1.6262 |
1.6262 |
1.6231 |
1.6283 |
| PP |
1.6183 |
1.6183 |
1.6183 |
1.6194 |
| S1 |
1.6141 |
1.6141 |
1.6209 |
1.6162 |
| S2 |
1.6062 |
1.6062 |
1.6198 |
|
| S3 |
1.5941 |
1.6020 |
1.6187 |
|
| S4 |
1.5820 |
1.5899 |
1.6153 |
|
|
| 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 |
1.6225 |
1.5875 |
0.0350 |
2.2% |
0.0113 |
0.7% |
99% |
True |
False |
95 |
| 10 |
1.6225 |
1.5875 |
0.0350 |
2.2% |
0.0100 |
0.6% |
99% |
True |
False |
97 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0088 |
0.5% |
97% |
False |
False |
72 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.8% |
0.0058 |
0.4% |
99% |
False |
False |
48 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0046 |
0.3% |
99% |
False |
False |
44 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0040 |
0.2% |
99% |
False |
False |
35 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0032 |
0.2% |
99% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6739 |
|
2.618 |
1.6542 |
|
1.618 |
1.6421 |
|
1.000 |
1.6346 |
|
0.618 |
1.6300 |
|
HIGH |
1.6225 |
|
0.618 |
1.6179 |
|
0.500 |
1.6165 |
|
0.382 |
1.6150 |
|
LOW |
1.6104 |
|
0.618 |
1.6029 |
|
1.000 |
1.5983 |
|
1.618 |
1.5908 |
|
2.618 |
1.5787 |
|
4.250 |
1.5590 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6202 |
1.6202 |
| PP |
1.6183 |
1.6183 |
| S1 |
1.6165 |
1.6165 |
|