CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6149 |
1.6166 |
0.0017 |
0.1% |
1.6145 |
| High |
1.6190 |
1.6228 |
0.0038 |
0.2% |
1.6228 |
| Low |
1.6126 |
1.6133 |
0.0007 |
0.0% |
1.6102 |
| Close |
1.6186 |
1.6156 |
-0.0030 |
-0.2% |
1.6156 |
| Range |
0.0064 |
0.0095 |
0.0031 |
48.4% |
0.0126 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.5% |
0.0000 |
| Volume |
145 |
148 |
3 |
2.1% |
515 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6457 |
1.6402 |
1.6208 |
|
| R3 |
1.6362 |
1.6307 |
1.6182 |
|
| R2 |
1.6267 |
1.6267 |
1.6173 |
|
| R1 |
1.6212 |
1.6212 |
1.6165 |
1.6192 |
| PP |
1.6172 |
1.6172 |
1.6172 |
1.6163 |
| S1 |
1.6117 |
1.6117 |
1.6147 |
1.6097 |
| S2 |
1.6077 |
1.6077 |
1.6139 |
|
| S3 |
1.5982 |
1.6022 |
1.6130 |
|
| S4 |
1.5887 |
1.5927 |
1.6104 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6540 |
1.6474 |
1.6225 |
|
| R3 |
1.6414 |
1.6348 |
1.6191 |
|
| R2 |
1.6288 |
1.6288 |
1.6179 |
|
| R1 |
1.6222 |
1.6222 |
1.6168 |
1.6255 |
| PP |
1.6162 |
1.6162 |
1.6162 |
1.6179 |
| S1 |
1.6096 |
1.6096 |
1.6144 |
1.6129 |
| S2 |
1.6036 |
1.6036 |
1.6133 |
|
| S3 |
1.5910 |
1.5970 |
1.6121 |
|
| S4 |
1.5784 |
1.5844 |
1.6087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6228 |
1.6102 |
0.0126 |
0.8% |
0.0086 |
0.5% |
43% |
True |
False |
103 |
| 10 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0098 |
0.6% |
80% |
True |
False |
96 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0092 |
0.6% |
79% |
False |
False |
88 |
| 40 |
1.6230 |
1.5474 |
0.0756 |
4.7% |
0.0063 |
0.4% |
90% |
False |
False |
53 |
| 60 |
1.6230 |
1.5135 |
0.1095 |
6.8% |
0.0050 |
0.3% |
93% |
False |
False |
50 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0043 |
0.3% |
95% |
False |
False |
39 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0035 |
0.2% |
95% |
False |
False |
34 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0029 |
0.2% |
95% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6632 |
|
2.618 |
1.6477 |
|
1.618 |
1.6382 |
|
1.000 |
1.6323 |
|
0.618 |
1.6287 |
|
HIGH |
1.6228 |
|
0.618 |
1.6192 |
|
0.500 |
1.6181 |
|
0.382 |
1.6169 |
|
LOW |
1.6133 |
|
0.618 |
1.6074 |
|
1.000 |
1.6038 |
|
1.618 |
1.5979 |
|
2.618 |
1.5884 |
|
4.250 |
1.5729 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6181 |
1.6165 |
| PP |
1.6172 |
1.6162 |
| S1 |
1.6164 |
1.6159 |
|