CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6116 |
1.6223 |
0.0107 |
0.7% |
1.5950 |
| High |
1.6225 |
1.6223 |
-0.0002 |
0.0% |
1.6200 |
| Low |
1.6104 |
1.6102 |
-0.0002 |
0.0% |
1.5875 |
| Close |
1.6220 |
1.6152 |
-0.0068 |
-0.4% |
1.6141 |
| Range |
0.0121 |
0.0121 |
0.0000 |
0.0% |
0.0325 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.7% |
0.0000 |
| Volume |
70 |
72 |
2 |
2.9% |
454 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6522 |
1.6458 |
1.6219 |
|
| R3 |
1.6401 |
1.6337 |
1.6185 |
|
| R2 |
1.6280 |
1.6280 |
1.6174 |
|
| R1 |
1.6216 |
1.6216 |
1.6163 |
1.6188 |
| PP |
1.6159 |
1.6159 |
1.6159 |
1.6145 |
| S1 |
1.6095 |
1.6095 |
1.6141 |
1.6067 |
| S2 |
1.6038 |
1.6038 |
1.6130 |
|
| S3 |
1.5917 |
1.5974 |
1.6119 |
|
| S4 |
1.5796 |
1.5853 |
1.6085 |
|
|
| 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 |
1.5939 |
0.0286 |
1.8% |
0.0109 |
0.7% |
74% |
False |
False |
102 |
| 10 |
1.6225 |
1.5875 |
0.0350 |
2.2% |
0.0094 |
0.6% |
79% |
False |
False |
80 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0091 |
0.6% |
78% |
False |
False |
75 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.8% |
0.0060 |
0.4% |
90% |
False |
False |
46 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0048 |
0.3% |
93% |
False |
False |
45 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0041 |
0.3% |
94% |
False |
False |
36 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0033 |
0.2% |
94% |
False |
False |
32 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0028 |
0.2% |
94% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6737 |
|
2.618 |
1.6540 |
|
1.618 |
1.6419 |
|
1.000 |
1.6344 |
|
0.618 |
1.6298 |
|
HIGH |
1.6223 |
|
0.618 |
1.6177 |
|
0.500 |
1.6163 |
|
0.382 |
1.6148 |
|
LOW |
1.6102 |
|
0.618 |
1.6027 |
|
1.000 |
1.5981 |
|
1.618 |
1.5906 |
|
2.618 |
1.5785 |
|
4.250 |
1.5588 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6163 |
1.6164 |
| PP |
1.6159 |
1.6160 |
| S1 |
1.6156 |
1.6156 |
|