CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6140 |
1.6225 |
0.0085 |
0.5% |
1.5965 |
| High |
1.6242 |
1.6250 |
0.0008 |
0.0% |
1.6218 |
| Low |
1.6108 |
1.6113 |
0.0005 |
0.0% |
1.5886 |
| Close |
1.6232 |
1.6164 |
-0.0068 |
-0.4% |
1.6153 |
| Range |
0.0134 |
0.0137 |
0.0003 |
2.2% |
0.0332 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.7% |
0.0000 |
| Volume |
87,157 |
87,941 |
784 |
0.9% |
460,671 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6587 |
1.6512 |
1.6239 |
|
| R3 |
1.6450 |
1.6375 |
1.6202 |
|
| R2 |
1.6313 |
1.6313 |
1.6189 |
|
| R1 |
1.6238 |
1.6238 |
1.6177 |
1.6207 |
| PP |
1.6176 |
1.6176 |
1.6176 |
1.6160 |
| S1 |
1.6101 |
1.6101 |
1.6151 |
1.6070 |
| S2 |
1.6039 |
1.6039 |
1.6139 |
|
| S3 |
1.5902 |
1.5964 |
1.6126 |
|
| S4 |
1.5765 |
1.5827 |
1.6089 |
|
|
| 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 |
1.6250 |
1.5933 |
0.0317 |
2.0% |
0.0127 |
0.8% |
73% |
True |
False |
84,713 |
| 10 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0113 |
0.7% |
76% |
True |
False |
82,978 |
| 20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0112 |
0.7% |
76% |
False |
False |
87,993 |
| 40 |
1.6252 |
1.5420 |
0.0832 |
5.1% |
0.0105 |
0.7% |
89% |
False |
False |
72,133 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0104 |
0.6% |
92% |
False |
False |
48,178 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0105 |
0.7% |
94% |
False |
False |
36,150 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0099 |
0.6% |
94% |
False |
False |
28,930 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0085 |
0.5% |
94% |
False |
False |
24,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6832 |
|
2.618 |
1.6609 |
|
1.618 |
1.6472 |
|
1.000 |
1.6387 |
|
0.618 |
1.6335 |
|
HIGH |
1.6250 |
|
0.618 |
1.6198 |
|
0.500 |
1.6182 |
|
0.382 |
1.6165 |
|
LOW |
1.6113 |
|
0.618 |
1.6028 |
|
1.000 |
1.5976 |
|
1.618 |
1.5891 |
|
2.618 |
1.5754 |
|
4.250 |
1.5531 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6182 |
1.6179 |
| PP |
1.6176 |
1.6174 |
| S1 |
1.6170 |
1.6169 |
|