CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6175 |
1.6184 |
0.0009 |
0.1% |
1.5994 |
| High |
1.6252 |
1.6243 |
-0.0009 |
-0.1% |
1.6138 |
| Low |
1.6173 |
1.6153 |
-0.0020 |
-0.1% |
1.5943 |
| Close |
1.6188 |
1.6212 |
0.0024 |
0.1% |
1.6125 |
| Range |
0.0079 |
0.0090 |
0.0011 |
13.9% |
0.0195 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
97,468 |
87,270 |
-10,198 |
-10.5% |
411,138 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6473 |
1.6432 |
1.6262 |
|
| R3 |
1.6383 |
1.6342 |
1.6237 |
|
| R2 |
1.6293 |
1.6293 |
1.6229 |
|
| R1 |
1.6252 |
1.6252 |
1.6220 |
1.6273 |
| PP |
1.6203 |
1.6203 |
1.6203 |
1.6213 |
| S1 |
1.6162 |
1.6162 |
1.6204 |
1.6183 |
| S2 |
1.6113 |
1.6113 |
1.6196 |
|
| S3 |
1.6023 |
1.6072 |
1.6187 |
|
| S4 |
1.5933 |
1.5982 |
1.6163 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6654 |
1.6584 |
1.6232 |
|
| R3 |
1.6459 |
1.6389 |
1.6179 |
|
| R2 |
1.6264 |
1.6264 |
1.6161 |
|
| R1 |
1.6194 |
1.6194 |
1.6143 |
1.6229 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6086 |
| S1 |
1.5999 |
1.5999 |
1.6107 |
1.6034 |
| S2 |
1.5874 |
1.5874 |
1.6089 |
|
| S3 |
1.5679 |
1.5804 |
1.6071 |
|
| S4 |
1.5484 |
1.5609 |
1.6018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6252 |
1.5990 |
0.0262 |
1.6% |
0.0092 |
0.6% |
85% |
False |
False |
90,185 |
| 10 |
1.6252 |
1.5943 |
0.0309 |
1.9% |
0.0094 |
0.6% |
87% |
False |
False |
91,943 |
| 20 |
1.6252 |
1.5555 |
0.0697 |
4.3% |
0.0100 |
0.6% |
94% |
False |
False |
78,425 |
| 40 |
1.6252 |
1.5198 |
0.1054 |
6.5% |
0.0097 |
0.6% |
96% |
False |
False |
39,533 |
| 60 |
1.6252 |
1.4854 |
0.1398 |
8.6% |
0.0096 |
0.6% |
97% |
False |
False |
26,377 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0098 |
0.6% |
97% |
False |
False |
19,797 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0084 |
0.5% |
97% |
False |
False |
15,841 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0074 |
0.5% |
97% |
False |
False |
13,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6626 |
|
2.618 |
1.6479 |
|
1.618 |
1.6389 |
|
1.000 |
1.6333 |
|
0.618 |
1.6299 |
|
HIGH |
1.6243 |
|
0.618 |
1.6209 |
|
0.500 |
1.6198 |
|
0.382 |
1.6187 |
|
LOW |
1.6153 |
|
0.618 |
1.6097 |
|
1.000 |
1.6063 |
|
1.618 |
1.6007 |
|
2.618 |
1.5917 |
|
4.250 |
1.5771 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6207 |
1.6203 |
| PP |
1.6203 |
1.6194 |
| S1 |
1.6198 |
1.6186 |
|