CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6081 |
1.6073 |
-0.0008 |
0.0% |
1.6130 |
| High |
1.6117 |
1.6114 |
-0.0003 |
0.0% |
1.6252 |
| Low |
1.6010 |
1.5909 |
-0.0101 |
-0.6% |
1.5996 |
| Close |
1.6073 |
1.5948 |
-0.0125 |
-0.8% |
1.6017 |
| Range |
0.0107 |
0.0205 |
0.0098 |
91.6% |
0.0256 |
| ATR |
0.0101 |
0.0109 |
0.0007 |
7.3% |
0.0000 |
| Volume |
85,299 |
119,438 |
34,139 |
40.0% |
477,617 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6605 |
1.6482 |
1.6061 |
|
| R3 |
1.6400 |
1.6277 |
1.6004 |
|
| R2 |
1.6195 |
1.6195 |
1.5986 |
|
| R1 |
1.6072 |
1.6072 |
1.5967 |
1.6031 |
| PP |
1.5990 |
1.5990 |
1.5990 |
1.5970 |
| S1 |
1.5867 |
1.5867 |
1.5929 |
1.5826 |
| S2 |
1.5785 |
1.5785 |
1.5910 |
|
| S3 |
1.5580 |
1.5662 |
1.5892 |
|
| S4 |
1.5375 |
1.5457 |
1.5835 |
|
|
| 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 |
1.6232 |
1.5909 |
0.0323 |
2.0% |
0.0130 |
0.8% |
12% |
False |
True |
95,833 |
| 10 |
1.6252 |
1.5909 |
0.0343 |
2.2% |
0.0111 |
0.7% |
11% |
False |
True |
93,009 |
| 20 |
1.6252 |
1.5766 |
0.0486 |
3.0% |
0.0108 |
0.7% |
37% |
False |
False |
95,361 |
| 40 |
1.6252 |
1.5410 |
0.0842 |
5.3% |
0.0100 |
0.6% |
64% |
False |
False |
51,497 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.3% |
0.0098 |
0.6% |
74% |
False |
False |
34,357 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0104 |
0.7% |
79% |
False |
False |
25,786 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0090 |
0.6% |
79% |
False |
False |
20,632 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0079 |
0.5% |
79% |
False |
False |
17,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6985 |
|
2.618 |
1.6651 |
|
1.618 |
1.6446 |
|
1.000 |
1.6319 |
|
0.618 |
1.6241 |
|
HIGH |
1.6114 |
|
0.618 |
1.6036 |
|
0.500 |
1.6012 |
|
0.382 |
1.5987 |
|
LOW |
1.5909 |
|
0.618 |
1.5782 |
|
1.000 |
1.5704 |
|
1.618 |
1.5577 |
|
2.618 |
1.5372 |
|
4.250 |
1.5038 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6012 |
1.6013 |
| PP |
1.5990 |
1.5991 |
| S1 |
1.5969 |
1.5970 |
|