CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6166 |
1.6134 |
-0.0032 |
-0.2% |
1.6163 |
| High |
1.6203 |
1.6153 |
-0.0050 |
-0.3% |
1.6250 |
| Low |
1.6119 |
1.6016 |
-0.0103 |
-0.6% |
1.6108 |
| Close |
1.6153 |
1.6041 |
-0.0112 |
-0.7% |
1.6168 |
| Range |
0.0084 |
0.0137 |
0.0053 |
63.1% |
0.0142 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.9% |
0.0000 |
| Volume |
61,131 |
93,212 |
32,081 |
52.5% |
381,416 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6481 |
1.6398 |
1.6116 |
|
| R3 |
1.6344 |
1.6261 |
1.6079 |
|
| R2 |
1.6207 |
1.6207 |
1.6066 |
|
| R1 |
1.6124 |
1.6124 |
1.6054 |
1.6097 |
| PP |
1.6070 |
1.6070 |
1.6070 |
1.6057 |
| S1 |
1.5987 |
1.5987 |
1.6028 |
1.5960 |
| S2 |
1.5933 |
1.5933 |
1.6016 |
|
| S3 |
1.5796 |
1.5850 |
1.6003 |
|
| S4 |
1.5659 |
1.5713 |
1.5966 |
|
|
| 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 |
1.6016 |
0.0234 |
1.5% |
0.0108 |
0.7% |
11% |
False |
True |
79,015 |
| 10 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0121 |
0.8% |
43% |
False |
False |
85,203 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0114 |
0.7% |
43% |
False |
False |
85,167 |
| 40 |
1.6252 |
1.5547 |
0.0705 |
4.4% |
0.0107 |
0.7% |
70% |
False |
False |
79,667 |
| 60 |
1.6252 |
1.5198 |
0.1054 |
6.6% |
0.0102 |
0.6% |
80% |
False |
False |
53,291 |
| 80 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0102 |
0.6% |
85% |
False |
False |
39,985 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0101 |
0.6% |
85% |
False |
False |
31,999 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0088 |
0.5% |
85% |
False |
False |
26,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6735 |
|
2.618 |
1.6512 |
|
1.618 |
1.6375 |
|
1.000 |
1.6290 |
|
0.618 |
1.6238 |
|
HIGH |
1.6153 |
|
0.618 |
1.6101 |
|
0.500 |
1.6085 |
|
0.382 |
1.6068 |
|
LOW |
1.6016 |
|
0.618 |
1.5931 |
|
1.000 |
1.5879 |
|
1.618 |
1.5794 |
|
2.618 |
1.5657 |
|
4.250 |
1.5434 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6085 |
1.6129 |
| PP |
1.6070 |
1.6099 |
| S1 |
1.6056 |
1.6070 |
|