CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6134 |
1.6043 |
-0.0091 |
-0.6% |
1.6163 |
| High |
1.6153 |
1.6073 |
-0.0080 |
-0.5% |
1.6250 |
| Low |
1.6016 |
1.5992 |
-0.0024 |
-0.1% |
1.6108 |
| Close |
1.6041 |
1.6011 |
-0.0030 |
-0.2% |
1.6168 |
| Range |
0.0137 |
0.0081 |
-0.0056 |
-40.9% |
0.0142 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
93,212 |
93,296 |
84 |
0.1% |
381,416 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6268 |
1.6221 |
1.6056 |
|
| R3 |
1.6187 |
1.6140 |
1.6033 |
|
| R2 |
1.6106 |
1.6106 |
1.6026 |
|
| R1 |
1.6059 |
1.6059 |
1.6018 |
1.6042 |
| PP |
1.6025 |
1.6025 |
1.6025 |
1.6017 |
| S1 |
1.5978 |
1.5978 |
1.6004 |
1.5961 |
| S2 |
1.5944 |
1.5944 |
1.5996 |
|
| S3 |
1.5863 |
1.5897 |
1.5989 |
|
| S4 |
1.5782 |
1.5816 |
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 |
1.6241 |
1.5992 |
0.0249 |
1.6% |
0.0097 |
0.6% |
8% |
False |
True |
80,086 |
| 10 |
1.6250 |
1.5933 |
0.0317 |
2.0% |
0.0112 |
0.7% |
25% |
False |
False |
82,400 |
| 20 |
1.6250 |
1.5886 |
0.0364 |
2.3% |
0.0113 |
0.7% |
34% |
False |
False |
85,469 |
| 40 |
1.6252 |
1.5555 |
0.0697 |
4.4% |
0.0107 |
0.7% |
65% |
False |
False |
81,947 |
| 60 |
1.6252 |
1.5198 |
0.1054 |
6.6% |
0.0102 |
0.6% |
77% |
False |
False |
54,845 |
| 80 |
1.6252 |
1.4854 |
0.1398 |
8.7% |
0.0101 |
0.6% |
83% |
False |
False |
41,150 |
| 100 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0101 |
0.6% |
83% |
False |
False |
32,932 |
| 120 |
1.6252 |
1.4798 |
0.1454 |
9.1% |
0.0089 |
0.6% |
83% |
False |
False |
27,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6417 |
|
2.618 |
1.6285 |
|
1.618 |
1.6204 |
|
1.000 |
1.6154 |
|
0.618 |
1.6123 |
|
HIGH |
1.6073 |
|
0.618 |
1.6042 |
|
0.500 |
1.6033 |
|
0.382 |
1.6023 |
|
LOW |
1.5992 |
|
0.618 |
1.5942 |
|
1.000 |
1.5911 |
|
1.618 |
1.5861 |
|
2.618 |
1.5780 |
|
4.250 |
1.5648 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6033 |
1.6098 |
| PP |
1.6025 |
1.6069 |
| S1 |
1.6018 |
1.6040 |
|