CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6151 |
1.6212 |
0.0061 |
0.4% |
1.6040 |
| High |
1.6230 |
1.6212 |
-0.0018 |
-0.1% |
1.6115 |
| Low |
1.6149 |
1.6137 |
-0.0012 |
-0.1% |
1.5942 |
| Close |
1.6201 |
1.6140 |
-0.0061 |
-0.4% |
1.6115 |
| Range |
0.0081 |
0.0075 |
-0.0006 |
-7.4% |
0.0173 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
0.9% |
0.0000 |
| Volume |
46 |
85 |
39 |
84.8% |
139 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6388 |
1.6339 |
1.6181 |
|
| R3 |
1.6313 |
1.6264 |
1.6161 |
|
| R2 |
1.6238 |
1.6238 |
1.6154 |
|
| R1 |
1.6189 |
1.6189 |
1.6147 |
1.6176 |
| PP |
1.6163 |
1.6163 |
1.6163 |
1.6157 |
| S1 |
1.6114 |
1.6114 |
1.6133 |
1.6101 |
| S2 |
1.6088 |
1.6088 |
1.6126 |
|
| S3 |
1.6013 |
1.6039 |
1.6119 |
|
| S4 |
1.5938 |
1.5964 |
1.6099 |
|
|
| 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 |
1.6230 |
1.6028 |
0.0202 |
1.3% |
0.0069 |
0.4% |
55% |
False |
False |
40 |
| 10 |
1.6230 |
1.5942 |
0.0288 |
1.8% |
0.0056 |
0.3% |
69% |
False |
False |
38 |
| 20 |
1.6230 |
1.5614 |
0.0616 |
3.8% |
0.0047 |
0.3% |
85% |
False |
False |
27 |
| 40 |
1.6230 |
1.5424 |
0.0806 |
5.0% |
0.0025 |
0.2% |
89% |
False |
False |
35 |
| 60 |
1.6230 |
1.5081 |
0.1149 |
7.1% |
0.0028 |
0.2% |
92% |
False |
False |
26 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0024 |
0.1% |
93% |
False |
False |
21 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0019 |
0.1% |
93% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6531 |
|
2.618 |
1.6408 |
|
1.618 |
1.6333 |
|
1.000 |
1.6287 |
|
0.618 |
1.6258 |
|
HIGH |
1.6212 |
|
0.618 |
1.6183 |
|
0.500 |
1.6175 |
|
0.382 |
1.6166 |
|
LOW |
1.6137 |
|
0.618 |
1.6091 |
|
1.000 |
1.6062 |
|
1.618 |
1.6016 |
|
2.618 |
1.5941 |
|
4.250 |
1.5818 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6175 |
1.6184 |
| PP |
1.6163 |
1.6169 |
| S1 |
1.6152 |
1.6155 |
|