CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6030 |
1.6010 |
-0.0020 |
-0.1% |
1.6145 |
| High |
1.6052 |
1.6047 |
-0.0005 |
0.0% |
1.6228 |
| Low |
1.6000 |
1.6010 |
0.0010 |
0.1% |
1.6102 |
| Close |
1.6000 |
1.6037 |
0.0037 |
0.2% |
1.6156 |
| Range |
0.0052 |
0.0037 |
-0.0015 |
-28.8% |
0.0126 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
474 |
337 |
-137 |
-28.9% |
515 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6142 |
1.6127 |
1.6057 |
|
| R3 |
1.6105 |
1.6090 |
1.6047 |
|
| R2 |
1.6068 |
1.6068 |
1.6044 |
|
| R1 |
1.6053 |
1.6053 |
1.6040 |
1.6061 |
| PP |
1.6031 |
1.6031 |
1.6031 |
1.6035 |
| S1 |
1.6016 |
1.6016 |
1.6034 |
1.6024 |
| S2 |
1.5994 |
1.5994 |
1.6030 |
|
| S3 |
1.5957 |
1.5979 |
1.6027 |
|
| S4 |
1.5920 |
1.5942 |
1.6017 |
|
|
| 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 |
1.6000 |
0.0228 |
1.4% |
0.0072 |
0.4% |
16% |
False |
False |
238 |
| 10 |
1.6228 |
1.6000 |
0.0228 |
1.4% |
0.0076 |
0.5% |
16% |
False |
False |
167 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0092 |
0.6% |
46% |
False |
False |
131 |
| 40 |
1.6230 |
1.5614 |
0.0616 |
3.8% |
0.0069 |
0.4% |
69% |
False |
False |
79 |
| 60 |
1.6230 |
1.5424 |
0.0806 |
5.0% |
0.0048 |
0.3% |
76% |
False |
False |
67 |
| 80 |
1.6230 |
1.5081 |
0.1149 |
7.2% |
0.0044 |
0.3% |
83% |
False |
False |
52 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0037 |
0.2% |
86% |
False |
False |
43 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0031 |
0.2% |
86% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6204 |
|
2.618 |
1.6144 |
|
1.618 |
1.6107 |
|
1.000 |
1.6084 |
|
0.618 |
1.6070 |
|
HIGH |
1.6047 |
|
0.618 |
1.6033 |
|
0.500 |
1.6029 |
|
0.382 |
1.6024 |
|
LOW |
1.6010 |
|
0.618 |
1.5987 |
|
1.000 |
1.5973 |
|
1.618 |
1.5950 |
|
2.618 |
1.5913 |
|
4.250 |
1.5853 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6034 |
1.6062 |
| PP |
1.6031 |
1.6053 |
| S1 |
1.6029 |
1.6045 |
|