CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6163 |
1.6140 |
-0.0023 |
-0.1% |
1.5965 |
| High |
1.6174 |
1.6242 |
0.0068 |
0.4% |
1.6218 |
| Low |
1.6125 |
1.6108 |
-0.0017 |
-0.1% |
1.5886 |
| Close |
1.6138 |
1.6232 |
0.0094 |
0.6% |
1.6153 |
| Range |
0.0049 |
0.0134 |
0.0085 |
173.5% |
0.0332 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.6% |
0.0000 |
| Volume |
53,523 |
87,157 |
33,634 |
62.8% |
460,671 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6596 |
1.6548 |
1.6306 |
|
| R3 |
1.6462 |
1.6414 |
1.6269 |
|
| R2 |
1.6328 |
1.6328 |
1.6257 |
|
| R1 |
1.6280 |
1.6280 |
1.6244 |
1.6304 |
| PP |
1.6194 |
1.6194 |
1.6194 |
1.6206 |
| S1 |
1.6146 |
1.6146 |
1.6220 |
1.6170 |
| S2 |
1.6060 |
1.6060 |
1.6207 |
|
| S3 |
1.5926 |
1.6012 |
1.6195 |
|
| S4 |
1.5792 |
1.5878 |
1.6158 |
|
|
| 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 |
1.6242 |
1.5886 |
0.0356 |
2.2% |
0.0134 |
0.8% |
97% |
True |
False |
91,391 |
| 10 |
1.6242 |
1.5886 |
0.0356 |
2.2% |
0.0120 |
0.7% |
97% |
True |
False |
86,128 |
| 20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0111 |
0.7% |
95% |
False |
False |
87,932 |
| 40 |
1.6252 |
1.5420 |
0.0832 |
5.1% |
0.0104 |
0.6% |
98% |
False |
False |
69,940 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.1% |
0.0103 |
0.6% |
98% |
False |
False |
46,716 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0104 |
0.6% |
99% |
False |
False |
35,052 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0098 |
0.6% |
99% |
False |
False |
28,050 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0084 |
0.5% |
99% |
False |
False |
23,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6812 |
|
2.618 |
1.6593 |
|
1.618 |
1.6459 |
|
1.000 |
1.6376 |
|
0.618 |
1.6325 |
|
HIGH |
1.6242 |
|
0.618 |
1.6191 |
|
0.500 |
1.6175 |
|
0.382 |
1.6159 |
|
LOW |
1.6108 |
|
0.618 |
1.6025 |
|
1.000 |
1.5974 |
|
1.618 |
1.5891 |
|
2.618 |
1.5757 |
|
4.250 |
1.5539 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6213 |
1.6213 |
| PP |
1.6194 |
1.6194 |
| S1 |
1.6175 |
1.6175 |
|