CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5951 |
1.6154 |
0.0203 |
1.3% |
1.5965 |
| High |
1.6166 |
1.6218 |
0.0052 |
0.3% |
1.6218 |
| Low |
1.5933 |
1.6134 |
0.0201 |
1.3% |
1.5886 |
| Close |
1.6151 |
1.6153 |
0.0002 |
0.0% |
1.6153 |
| Range |
0.0233 |
0.0084 |
-0.0149 |
-63.9% |
0.0332 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
125,001 |
69,946 |
-55,055 |
-44.0% |
460,671 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6420 |
1.6371 |
1.6199 |
|
| R3 |
1.6336 |
1.6287 |
1.6176 |
|
| R2 |
1.6252 |
1.6252 |
1.6168 |
|
| R1 |
1.6203 |
1.6203 |
1.6161 |
1.6186 |
| PP |
1.6168 |
1.6168 |
1.6168 |
1.6160 |
| S1 |
1.6119 |
1.6119 |
1.6145 |
1.6102 |
| S2 |
1.6084 |
1.6084 |
1.6138 |
|
| S3 |
1.6000 |
1.6035 |
1.6130 |
|
| S4 |
1.5916 |
1.5951 |
1.6107 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7082 |
1.6949 |
1.6336 |
|
| R3 |
1.6750 |
1.6617 |
1.6244 |
|
| R2 |
1.6418 |
1.6418 |
1.6214 |
|
| R1 |
1.6285 |
1.6285 |
1.6183 |
1.6352 |
| PP |
1.6086 |
1.6086 |
1.6086 |
1.6119 |
| S1 |
1.5953 |
1.5953 |
1.6123 |
1.6020 |
| S2 |
1.5754 |
1.5754 |
1.6092 |
|
| S3 |
1.5422 |
1.5621 |
1.6062 |
|
| S4 |
1.5090 |
1.5289 |
1.5970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6218 |
1.5886 |
0.0332 |
2.1% |
0.0133 |
0.8% |
80% |
True |
False |
92,134 |
| 10 |
1.6218 |
1.5886 |
0.0332 |
2.1% |
0.0120 |
0.7% |
80% |
True |
False |
88,373 |
| 20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0110 |
0.7% |
73% |
False |
False |
88,624 |
| 40 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0104 |
0.6% |
88% |
False |
False |
66,455 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0102 |
0.6% |
91% |
False |
False |
44,372 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0105 |
0.6% |
93% |
False |
False |
33,296 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0097 |
0.6% |
93% |
False |
False |
26,643 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0083 |
0.5% |
93% |
False |
False |
22,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6575 |
|
2.618 |
1.6438 |
|
1.618 |
1.6354 |
|
1.000 |
1.6302 |
|
0.618 |
1.6270 |
|
HIGH |
1.6218 |
|
0.618 |
1.6186 |
|
0.500 |
1.6176 |
|
0.382 |
1.6166 |
|
LOW |
1.6134 |
|
0.618 |
1.6082 |
|
1.000 |
1.6050 |
|
1.618 |
1.5998 |
|
2.618 |
1.5914 |
|
4.250 |
1.5777 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6176 |
1.6119 |
| PP |
1.6168 |
1.6086 |
| S1 |
1.6161 |
1.6052 |
|