CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.5993 |
1.5951 |
-0.0042 |
-0.3% |
1.6017 |
High |
1.6056 |
1.6166 |
0.0110 |
0.7% |
1.6117 |
Low |
1.5886 |
1.5933 |
0.0047 |
0.3% |
1.5906 |
Close |
1.5940 |
1.6151 |
0.0211 |
1.3% |
1.5952 |
Range |
0.0170 |
0.0233 |
0.0063 |
37.1% |
0.0211 |
ATR |
0.0107 |
0.0116 |
0.0009 |
8.4% |
0.0000 |
Volume |
121,330 |
125,001 |
3,671 |
3.0% |
423,063 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6782 |
1.6700 |
1.6279 |
|
R3 |
1.6549 |
1.6467 |
1.6215 |
|
R2 |
1.6316 |
1.6316 |
1.6194 |
|
R1 |
1.6234 |
1.6234 |
1.6172 |
1.6275 |
PP |
1.6083 |
1.6083 |
1.6083 |
1.6104 |
S1 |
1.6001 |
1.6001 |
1.6130 |
1.6042 |
S2 |
1.5850 |
1.5850 |
1.6108 |
|
S3 |
1.5617 |
1.5768 |
1.6087 |
|
S4 |
1.5384 |
1.5535 |
1.6023 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6625 |
1.6499 |
1.6068 |
|
R3 |
1.6414 |
1.6288 |
1.6010 |
|
R2 |
1.6203 |
1.6203 |
1.5991 |
|
R1 |
1.6077 |
1.6077 |
1.5971 |
1.6035 |
PP |
1.5992 |
1.5992 |
1.5992 |
1.5970 |
S1 |
1.5866 |
1.5866 |
1.5933 |
1.5824 |
S2 |
1.5781 |
1.5781 |
1.5913 |
|
S3 |
1.5570 |
1.5655 |
1.5894 |
|
S4 |
1.5359 |
1.5444 |
1.5836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6166 |
1.5886 |
0.0280 |
1.7% |
0.0132 |
0.8% |
95% |
True |
False |
90,728 |
10 |
1.6169 |
1.5886 |
0.0283 |
1.8% |
0.0129 |
0.8% |
94% |
False |
False |
92,109 |
20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0110 |
0.7% |
72% |
False |
False |
89,588 |
40 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0104 |
0.6% |
88% |
False |
False |
64,724 |
60 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0103 |
0.6% |
91% |
False |
False |
43,207 |
80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0105 |
0.7% |
93% |
False |
False |
32,422 |
100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0096 |
0.6% |
93% |
False |
False |
25,944 |
120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0082 |
0.5% |
93% |
False |
False |
21,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7156 |
2.618 |
1.6776 |
1.618 |
1.6543 |
1.000 |
1.6399 |
0.618 |
1.6310 |
HIGH |
1.6166 |
0.618 |
1.6077 |
0.500 |
1.6050 |
0.382 |
1.6022 |
LOW |
1.5933 |
0.618 |
1.5789 |
1.000 |
1.5700 |
1.618 |
1.5556 |
2.618 |
1.5323 |
4.250 |
1.4943 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.6117 |
1.6109 |
PP |
1.6083 |
1.6068 |
S1 |
1.6050 |
1.6026 |
|