CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6136 |
1.6170 |
0.0034 |
0.2% |
1.6040 |
| High |
1.6167 |
1.6226 |
0.0059 |
0.4% |
1.6115 |
| Low |
1.6119 |
1.6170 |
0.0051 |
0.3% |
1.5942 |
| Close |
1.6167 |
1.6178 |
0.0011 |
0.1% |
1.6115 |
| Range |
0.0048 |
0.0056 |
0.0008 |
16.7% |
0.0173 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
17 |
38 |
21 |
123.5% |
139 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6359 |
1.6325 |
1.6209 |
|
| R3 |
1.6303 |
1.6269 |
1.6193 |
|
| R2 |
1.6247 |
1.6247 |
1.6188 |
|
| R1 |
1.6213 |
1.6213 |
1.6183 |
1.6230 |
| PP |
1.6191 |
1.6191 |
1.6191 |
1.6200 |
| S1 |
1.6157 |
1.6157 |
1.6173 |
1.6174 |
| S2 |
1.6135 |
1.6135 |
1.6168 |
|
| S3 |
1.6079 |
1.6101 |
1.6163 |
|
| S4 |
1.6023 |
1.6045 |
1.6147 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6576 |
1.6519 |
1.6210 |
|
| R3 |
1.6403 |
1.6346 |
1.6163 |
|
| R2 |
1.6230 |
1.6230 |
1.6147 |
|
| R1 |
1.6173 |
1.6173 |
1.6131 |
1.6202 |
| PP |
1.6057 |
1.6057 |
1.6057 |
1.6072 |
| S1 |
1.6000 |
1.6000 |
1.6099 |
1.6029 |
| S2 |
1.5884 |
1.5884 |
1.6083 |
|
| S3 |
1.5711 |
1.5827 |
1.6067 |
|
| S4 |
1.5538 |
1.5654 |
1.6020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6226 |
1.5983 |
0.0243 |
1.5% |
0.0060 |
0.4% |
80% |
True |
False |
20 |
| 10 |
1.6226 |
1.5922 |
0.0304 |
1.9% |
0.0067 |
0.4% |
84% |
True |
False |
28 |
| 20 |
1.6226 |
1.5571 |
0.0655 |
4.0% |
0.0039 |
0.2% |
93% |
True |
False |
22 |
| 40 |
1.6226 |
1.5204 |
0.1022 |
6.3% |
0.0028 |
0.2% |
95% |
True |
False |
32 |
| 60 |
1.6226 |
1.4850 |
0.1376 |
8.5% |
0.0025 |
0.2% |
97% |
True |
False |
24 |
| 80 |
1.6226 |
1.4850 |
0.1376 |
8.5% |
0.0022 |
0.1% |
97% |
True |
False |
20 |
| 100 |
1.6226 |
1.4850 |
0.1376 |
8.5% |
0.0017 |
0.1% |
97% |
True |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6464 |
|
2.618 |
1.6373 |
|
1.618 |
1.6317 |
|
1.000 |
1.6282 |
|
0.618 |
1.6261 |
|
HIGH |
1.6226 |
|
0.618 |
1.6205 |
|
0.500 |
1.6198 |
|
0.382 |
1.6191 |
|
LOW |
1.6170 |
|
0.618 |
1.6135 |
|
1.000 |
1.6114 |
|
1.618 |
1.6079 |
|
2.618 |
1.6023 |
|
4.250 |
1.5932 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6198 |
1.6161 |
| PP |
1.6191 |
1.6144 |
| S1 |
1.6185 |
1.6127 |
|