CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6156 |
1.6118 |
-0.0038 |
-0.2% |
1.6145 |
| High |
1.6181 |
1.6123 |
-0.0058 |
-0.4% |
1.6228 |
| Low |
1.6122 |
1.6007 |
-0.0115 |
-0.7% |
1.6102 |
| Close |
1.6141 |
1.6029 |
-0.0112 |
-0.7% |
1.6156 |
| Range |
0.0059 |
0.0116 |
0.0057 |
96.6% |
0.0126 |
| ATR |
0.0087 |
0.0090 |
0.0003 |
3.9% |
0.0000 |
| Volume |
102 |
133 |
31 |
30.4% |
515 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6401 |
1.6331 |
1.6093 |
|
| R3 |
1.6285 |
1.6215 |
1.6061 |
|
| R2 |
1.6169 |
1.6169 |
1.6050 |
|
| R1 |
1.6099 |
1.6099 |
1.6040 |
1.6076 |
| PP |
1.6053 |
1.6053 |
1.6053 |
1.6042 |
| S1 |
1.5983 |
1.5983 |
1.6018 |
1.5960 |
| S2 |
1.5937 |
1.5937 |
1.6008 |
|
| S3 |
1.5821 |
1.5867 |
1.5997 |
|
| S4 |
1.5705 |
1.5751 |
1.5965 |
|
|
| 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 |
1.6007 |
0.0221 |
1.4% |
0.0091 |
0.6% |
10% |
False |
True |
120 |
| 10 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0102 |
0.6% |
44% |
False |
False |
107 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0096 |
0.6% |
43% |
False |
False |
97 |
| 40 |
1.6230 |
1.5571 |
0.0659 |
4.1% |
0.0067 |
0.4% |
69% |
False |
False |
59 |
| 60 |
1.6230 |
1.5204 |
0.1026 |
6.4% |
0.0051 |
0.3% |
80% |
False |
False |
54 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0043 |
0.3% |
85% |
False |
False |
42 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0037 |
0.2% |
85% |
False |
False |
35 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0030 |
0.2% |
85% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6616 |
|
2.618 |
1.6427 |
|
1.618 |
1.6311 |
|
1.000 |
1.6239 |
|
0.618 |
1.6195 |
|
HIGH |
1.6123 |
|
0.618 |
1.6079 |
|
0.500 |
1.6065 |
|
0.382 |
1.6051 |
|
LOW |
1.6007 |
|
0.618 |
1.5935 |
|
1.000 |
1.5891 |
|
1.618 |
1.5819 |
|
2.618 |
1.5703 |
|
4.250 |
1.5514 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6065 |
1.6118 |
| PP |
1.6053 |
1.6088 |
| S1 |
1.6041 |
1.6059 |
|