CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6088 |
1.5942 |
-0.0146 |
-0.9% |
1.6136 |
| High |
1.6088 |
1.5962 |
-0.0126 |
-0.8% |
1.6230 |
| Low |
1.5903 |
1.5907 |
0.0004 |
0.0% |
1.6006 |
| Close |
1.5939 |
1.5959 |
0.0020 |
0.1% |
1.6006 |
| Range |
0.0185 |
0.0055 |
-0.0130 |
-70.3% |
0.0224 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
233 |
66 |
-167 |
-71.7% |
312 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6108 |
1.6088 |
1.5989 |
|
| R3 |
1.6053 |
1.6033 |
1.5974 |
|
| R2 |
1.5998 |
1.5998 |
1.5969 |
|
| R1 |
1.5978 |
1.5978 |
1.5964 |
1.5988 |
| PP |
1.5943 |
1.5943 |
1.5943 |
1.5948 |
| S1 |
1.5923 |
1.5923 |
1.5954 |
1.5933 |
| S2 |
1.5888 |
1.5888 |
1.5949 |
|
| S3 |
1.5833 |
1.5868 |
1.5944 |
|
| S4 |
1.5778 |
1.5813 |
1.5929 |
|
|
| 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 |
1.6146 |
1.5903 |
0.0243 |
1.5% |
0.0109 |
0.7% |
23% |
False |
False |
107 |
| 10 |
1.6230 |
1.5903 |
0.0327 |
2.0% |
0.0089 |
0.6% |
17% |
False |
False |
74 |
| 20 |
1.6230 |
1.5859 |
0.0371 |
2.3% |
0.0071 |
0.4% |
27% |
False |
False |
49 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0039 |
0.2% |
65% |
False |
False |
43 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0033 |
0.2% |
76% |
False |
False |
34 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0031 |
0.2% |
80% |
False |
False |
27 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0024 |
0.2% |
80% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6196 |
|
2.618 |
1.6106 |
|
1.618 |
1.6051 |
|
1.000 |
1.6017 |
|
0.618 |
1.5996 |
|
HIGH |
1.5962 |
|
0.618 |
1.5941 |
|
0.500 |
1.5935 |
|
0.382 |
1.5928 |
|
LOW |
1.5907 |
|
0.618 |
1.5873 |
|
1.000 |
1.5852 |
|
1.618 |
1.5818 |
|
2.618 |
1.5763 |
|
4.250 |
1.5673 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5951 |
1.6000 |
| PP |
1.5943 |
1.5986 |
| S1 |
1.5935 |
1.5973 |
|