CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6010 |
1.5984 |
-0.0026 |
-0.2% |
1.6156 |
| High |
1.6047 |
1.5986 |
-0.0061 |
-0.4% |
1.6181 |
| Low |
1.6010 |
1.5896 |
-0.0114 |
-0.7% |
1.5896 |
| Close |
1.6037 |
1.5911 |
-0.0126 |
-0.8% |
1.5911 |
| Range |
0.0037 |
0.0090 |
0.0053 |
143.2% |
0.0285 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.8% |
0.0000 |
| Volume |
337 |
339 |
2 |
0.6% |
1,385 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6201 |
1.6146 |
1.5961 |
|
| R3 |
1.6111 |
1.6056 |
1.5936 |
|
| R2 |
1.6021 |
1.6021 |
1.5928 |
|
| R1 |
1.5966 |
1.5966 |
1.5919 |
1.5949 |
| PP |
1.5931 |
1.5931 |
1.5931 |
1.5922 |
| S1 |
1.5876 |
1.5876 |
1.5903 |
1.5859 |
| S2 |
1.5841 |
1.5841 |
1.5895 |
|
| S3 |
1.5751 |
1.5786 |
1.5886 |
|
| S4 |
1.5661 |
1.5696 |
1.5862 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6851 |
1.6666 |
1.6068 |
|
| R3 |
1.6566 |
1.6381 |
1.5989 |
|
| R2 |
1.6281 |
1.6281 |
1.5963 |
|
| R1 |
1.6096 |
1.6096 |
1.5937 |
1.6046 |
| PP |
1.5996 |
1.5996 |
1.5996 |
1.5971 |
| S1 |
1.5811 |
1.5811 |
1.5885 |
1.5761 |
| S2 |
1.5711 |
1.5711 |
1.5859 |
|
| S3 |
1.5426 |
1.5526 |
1.5833 |
|
| S4 |
1.5141 |
1.5241 |
1.5754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6181 |
1.5896 |
0.0285 |
1.8% |
0.0071 |
0.4% |
5% |
False |
True |
277 |
| 10 |
1.6228 |
1.5896 |
0.0332 |
2.1% |
0.0078 |
0.5% |
5% |
False |
True |
190 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0090 |
0.6% |
10% |
False |
False |
141 |
| 40 |
1.6230 |
1.5682 |
0.0548 |
3.4% |
0.0072 |
0.5% |
42% |
False |
False |
87 |
| 60 |
1.6230 |
1.5424 |
0.0806 |
5.1% |
0.0049 |
0.3% |
60% |
False |
False |
72 |
| 80 |
1.6230 |
1.5081 |
0.1149 |
7.2% |
0.0045 |
0.3% |
72% |
False |
False |
56 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0038 |
0.2% |
77% |
False |
False |
46 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0032 |
0.2% |
77% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6369 |
|
2.618 |
1.6222 |
|
1.618 |
1.6132 |
|
1.000 |
1.6076 |
|
0.618 |
1.6042 |
|
HIGH |
1.5986 |
|
0.618 |
1.5952 |
|
0.500 |
1.5941 |
|
0.382 |
1.5930 |
|
LOW |
1.5896 |
|
0.618 |
1.5840 |
|
1.000 |
1.5806 |
|
1.618 |
1.5750 |
|
2.618 |
1.5660 |
|
4.250 |
1.5514 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5941 |
1.5974 |
| PP |
1.5931 |
1.5953 |
| S1 |
1.5921 |
1.5932 |
|