CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6154 |
1.6163 |
0.0009 |
0.1% |
1.5965 |
| High |
1.6218 |
1.6174 |
-0.0044 |
-0.3% |
1.6218 |
| Low |
1.6134 |
1.6125 |
-0.0009 |
-0.1% |
1.5886 |
| Close |
1.6153 |
1.6138 |
-0.0015 |
-0.1% |
1.6153 |
| Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0332 |
| ATR |
0.0114 |
0.0109 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
69,946 |
53,523 |
-16,423 |
-23.5% |
460,671 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6293 |
1.6264 |
1.6165 |
|
| R3 |
1.6244 |
1.6215 |
1.6151 |
|
| R2 |
1.6195 |
1.6195 |
1.6147 |
|
| R1 |
1.6166 |
1.6166 |
1.6142 |
1.6156 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6141 |
| S1 |
1.6117 |
1.6117 |
1.6134 |
1.6107 |
| S2 |
1.6097 |
1.6097 |
1.6129 |
|
| S3 |
1.6048 |
1.6068 |
1.6125 |
|
| S4 |
1.5999 |
1.6019 |
1.6111 |
|
|
| 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% |
0.0130 |
0.8% |
76% |
False |
False |
91,911 |
| 10 |
1.6218 |
1.5886 |
0.0332 |
2.1% |
0.0118 |
0.7% |
76% |
False |
False |
85,942 |
| 20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0109 |
0.7% |
69% |
False |
False |
87,685 |
| 40 |
1.6252 |
1.5420 |
0.0832 |
5.2% |
0.0102 |
0.6% |
86% |
False |
False |
67,770 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0102 |
0.6% |
90% |
False |
False |
45,263 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0104 |
0.6% |
92% |
False |
False |
33,963 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0097 |
0.6% |
92% |
False |
False |
27,179 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0083 |
0.5% |
92% |
False |
False |
22,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6382 |
|
2.618 |
1.6302 |
|
1.618 |
1.6253 |
|
1.000 |
1.6223 |
|
0.618 |
1.6204 |
|
HIGH |
1.6174 |
|
0.618 |
1.6155 |
|
0.500 |
1.6150 |
|
0.382 |
1.6144 |
|
LOW |
1.6125 |
|
0.618 |
1.6095 |
|
1.000 |
1.6076 |
|
1.618 |
1.6046 |
|
2.618 |
1.5997 |
|
4.250 |
1.5917 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6150 |
1.6117 |
| PP |
1.6146 |
1.6096 |
| S1 |
1.6142 |
1.6076 |
|