CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6064 |
1.6088 |
0.0024 |
0.1% |
1.6136 |
| High |
1.6096 |
1.6088 |
-0.0008 |
0.0% |
1.6230 |
| Low |
1.6004 |
1.5903 |
-0.0101 |
-0.6% |
1.6006 |
| Close |
1.6064 |
1.5939 |
-0.0125 |
-0.8% |
1.6006 |
| Range |
0.0092 |
0.0185 |
0.0093 |
101.1% |
0.0224 |
| ATR |
0.0074 |
0.0082 |
0.0008 |
10.8% |
0.0000 |
| Volume |
50 |
233 |
183 |
366.0% |
312 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6532 |
1.6420 |
1.6041 |
|
| R3 |
1.6347 |
1.6235 |
1.5990 |
|
| R2 |
1.6162 |
1.6162 |
1.5973 |
|
| R1 |
1.6050 |
1.6050 |
1.5956 |
1.6014 |
| PP |
1.5977 |
1.5977 |
1.5977 |
1.5958 |
| S1 |
1.5865 |
1.5865 |
1.5922 |
1.5829 |
| S2 |
1.5792 |
1.5792 |
1.5905 |
|
| S3 |
1.5607 |
1.5680 |
1.5888 |
|
| S4 |
1.5422 |
1.5495 |
1.5837 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6753 |
1.6603 |
1.6129 |
|
| R3 |
1.6529 |
1.6379 |
1.6068 |
|
| R2 |
1.6305 |
1.6305 |
1.6047 |
|
| R1 |
1.6155 |
1.6155 |
1.6027 |
1.6118 |
| PP |
1.6081 |
1.6081 |
1.6081 |
1.6062 |
| S1 |
1.5931 |
1.5931 |
1.5985 |
1.5894 |
| S2 |
1.5857 |
1.5857 |
1.5965 |
|
| S3 |
1.5633 |
1.5707 |
1.5944 |
|
| S4 |
1.5409 |
1.5483 |
1.5883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6212 |
1.5903 |
0.0309 |
1.9% |
0.0113 |
0.7% |
12% |
False |
True |
111 |
| 10 |
1.6230 |
1.5903 |
0.0327 |
2.1% |
0.0088 |
0.5% |
11% |
False |
True |
70 |
| 20 |
1.6230 |
1.5793 |
0.0437 |
2.7% |
0.0069 |
0.4% |
33% |
False |
False |
46 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0037 |
0.2% |
63% |
False |
False |
42 |
| 60 |
1.6230 |
1.5090 |
0.1140 |
7.2% |
0.0034 |
0.2% |
74% |
False |
False |
33 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0030 |
0.2% |
79% |
False |
False |
26 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0024 |
0.1% |
79% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6874 |
|
2.618 |
1.6572 |
|
1.618 |
1.6387 |
|
1.000 |
1.6273 |
|
0.618 |
1.6202 |
|
HIGH |
1.6088 |
|
0.618 |
1.6017 |
|
0.500 |
1.5996 |
|
0.382 |
1.5974 |
|
LOW |
1.5903 |
|
0.618 |
1.5789 |
|
1.000 |
1.5718 |
|
1.618 |
1.5604 |
|
2.618 |
1.5419 |
|
4.250 |
1.5117 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5996 |
1.6000 |
| PP |
1.5977 |
1.5979 |
| S1 |
1.5958 |
1.5959 |
|