CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6159 |
1.6195 |
0.0036 |
0.2% |
1.6163 |
| High |
1.6217 |
1.6241 |
0.0024 |
0.1% |
1.6250 |
| Low |
1.6131 |
1.6144 |
0.0013 |
0.1% |
1.6108 |
| Close |
1.6198 |
1.6168 |
-0.0030 |
-0.2% |
1.6168 |
| Range |
0.0086 |
0.0097 |
0.0011 |
12.8% |
0.0142 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
79,591 |
73,204 |
-6,387 |
-8.0% |
381,416 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6475 |
1.6419 |
1.6221 |
|
| R3 |
1.6378 |
1.6322 |
1.6195 |
|
| R2 |
1.6281 |
1.6281 |
1.6186 |
|
| R1 |
1.6225 |
1.6225 |
1.6177 |
1.6205 |
| PP |
1.6184 |
1.6184 |
1.6184 |
1.6174 |
| S1 |
1.6128 |
1.6128 |
1.6159 |
1.6108 |
| S2 |
1.6087 |
1.6087 |
1.6150 |
|
| S3 |
1.5990 |
1.6031 |
1.6141 |
|
| S4 |
1.5893 |
1.5934 |
1.6115 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6601 |
1.6527 |
1.6246 |
|
| R3 |
1.6459 |
1.6385 |
1.6207 |
|
| R2 |
1.6317 |
1.6317 |
1.6194 |
|
| R1 |
1.6243 |
1.6243 |
1.6181 |
1.6280 |
| PP |
1.6175 |
1.6175 |
1.6175 |
1.6194 |
| S1 |
1.6101 |
1.6101 |
1.6155 |
1.6138 |
| S2 |
1.6033 |
1.6033 |
1.6142 |
|
| S3 |
1.5891 |
1.5959 |
1.6129 |
|
| S4 |
1.5749 |
1.5817 |
1.6090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6250 |
1.6108 |
0.0142 |
0.9% |
0.0101 |
0.6% |
42% |
False |
False |
76,283 |
| 10 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0117 |
0.7% |
77% |
False |
False |
84,208 |
| 20 |
1.6252 |
1.5886 |
0.0366 |
2.3% |
0.0110 |
0.7% |
77% |
False |
False |
87,138 |
| 40 |
1.6252 |
1.5455 |
0.0797 |
4.9% |
0.0105 |
0.7% |
89% |
False |
False |
75,878 |
| 60 |
1.6252 |
1.5094 |
0.1158 |
7.2% |
0.0103 |
0.6% |
93% |
False |
False |
50,721 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0105 |
0.6% |
94% |
False |
False |
38,060 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0101 |
0.6% |
94% |
False |
False |
30,458 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.0% |
0.0087 |
0.5% |
94% |
False |
False |
25,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6653 |
|
2.618 |
1.6495 |
|
1.618 |
1.6398 |
|
1.000 |
1.6338 |
|
0.618 |
1.6301 |
|
HIGH |
1.6241 |
|
0.618 |
1.6204 |
|
0.500 |
1.6193 |
|
0.382 |
1.6181 |
|
LOW |
1.6144 |
|
0.618 |
1.6084 |
|
1.000 |
1.6047 |
|
1.618 |
1.5987 |
|
2.618 |
1.5890 |
|
4.250 |
1.5732 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6193 |
1.6182 |
| PP |
1.6184 |
1.6177 |
| S1 |
1.6176 |
1.6173 |
|