CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6017 |
1.6081 |
0.0064 |
0.4% |
1.6130 |
| High |
1.6092 |
1.6117 |
0.0025 |
0.2% |
1.6252 |
| Low |
1.6016 |
1.6010 |
-0.0006 |
0.0% |
1.5996 |
| Close |
1.6084 |
1.6073 |
-0.0011 |
-0.1% |
1.6017 |
| Range |
0.0076 |
0.0107 |
0.0031 |
40.8% |
0.0256 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.4% |
0.0000 |
| Volume |
77,834 |
85,299 |
7,465 |
9.6% |
477,617 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6388 |
1.6337 |
1.6132 |
|
| R3 |
1.6281 |
1.6230 |
1.6102 |
|
| R2 |
1.6174 |
1.6174 |
1.6093 |
|
| R1 |
1.6123 |
1.6123 |
1.6083 |
1.6095 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6053 |
| S1 |
1.6016 |
1.6016 |
1.6063 |
1.5988 |
| S2 |
1.5960 |
1.5960 |
1.6053 |
|
| S3 |
1.5853 |
1.5909 |
1.6044 |
|
| S4 |
1.5746 |
1.5802 |
1.6014 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6856 |
1.6693 |
1.6158 |
|
| R3 |
1.6600 |
1.6437 |
1.6087 |
|
| R2 |
1.6344 |
1.6344 |
1.6064 |
|
| R1 |
1.6181 |
1.6181 |
1.6040 |
1.6135 |
| PP |
1.6088 |
1.6088 |
1.6088 |
1.6065 |
| S1 |
1.5925 |
1.5925 |
1.5994 |
1.5879 |
| S2 |
1.5832 |
1.5832 |
1.5970 |
|
| S3 |
1.5576 |
1.5669 |
1.5947 |
|
| S4 |
1.5320 |
1.5413 |
1.5876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6243 |
1.5996 |
0.0247 |
1.5% |
0.0107 |
0.7% |
31% |
False |
False |
89,399 |
| 10 |
1.6252 |
1.5971 |
0.0281 |
1.7% |
0.0101 |
0.6% |
36% |
False |
False |
89,737 |
| 20 |
1.6252 |
1.5709 |
0.0543 |
3.4% |
0.0103 |
0.6% |
67% |
False |
False |
92,834 |
| 40 |
1.6252 |
1.5410 |
0.0842 |
5.2% |
0.0096 |
0.6% |
79% |
False |
False |
48,515 |
| 60 |
1.6252 |
1.5062 |
0.1190 |
7.4% |
0.0096 |
0.6% |
85% |
False |
False |
32,367 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0102 |
0.6% |
88% |
False |
False |
24,293 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0088 |
0.5% |
88% |
False |
False |
19,438 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0077 |
0.5% |
88% |
False |
False |
16,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6572 |
|
2.618 |
1.6397 |
|
1.618 |
1.6290 |
|
1.000 |
1.6224 |
|
0.618 |
1.6183 |
|
HIGH |
1.6117 |
|
0.618 |
1.6076 |
|
0.500 |
1.6064 |
|
0.382 |
1.6051 |
|
LOW |
1.6010 |
|
0.618 |
1.5944 |
|
1.000 |
1.5903 |
|
1.618 |
1.5837 |
|
2.618 |
1.5730 |
|
4.250 |
1.5555 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6070 |
1.6083 |
| PP |
1.6067 |
1.6079 |
| S1 |
1.6064 |
1.6076 |
|