CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5950 |
1.5936 |
-0.0014 |
-0.1% |
1.6014 |
| High |
1.5994 |
1.5983 |
-0.0011 |
-0.1% |
1.6096 |
| Low |
1.5948 |
1.5901 |
-0.0047 |
-0.3% |
1.5903 |
| Close |
1.5976 |
1.5976 |
0.0000 |
0.0% |
1.5941 |
| Range |
0.0046 |
0.0082 |
0.0036 |
78.3% |
0.0193 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.5% |
0.0000 |
| Volume |
90 |
36 |
-54 |
-60.0% |
480 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6199 |
1.6170 |
1.6021 |
|
| R3 |
1.6117 |
1.6088 |
1.5999 |
|
| R2 |
1.6035 |
1.6035 |
1.5991 |
|
| R1 |
1.6006 |
1.6006 |
1.5984 |
1.6021 |
| PP |
1.5953 |
1.5953 |
1.5953 |
1.5961 |
| S1 |
1.5924 |
1.5924 |
1.5968 |
1.5939 |
| S2 |
1.5871 |
1.5871 |
1.5961 |
|
| S3 |
1.5789 |
1.5842 |
1.5953 |
|
| S4 |
1.5707 |
1.5760 |
1.5931 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6559 |
1.6443 |
1.6047 |
|
| R3 |
1.6366 |
1.6250 |
1.5994 |
|
| R2 |
1.6173 |
1.6173 |
1.5976 |
|
| R1 |
1.6057 |
1.6057 |
1.5959 |
1.6019 |
| PP |
1.5980 |
1.5980 |
1.5980 |
1.5961 |
| S1 |
1.5864 |
1.5864 |
1.5923 |
1.5826 |
| S2 |
1.5787 |
1.5787 |
1.5906 |
|
| S3 |
1.5594 |
1.5671 |
1.5888 |
|
| S4 |
1.5401 |
1.5478 |
1.5835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6088 |
1.5901 |
0.0187 |
1.2% |
0.0087 |
0.5% |
40% |
False |
True |
98 |
| 10 |
1.6230 |
1.5901 |
0.0329 |
2.1% |
0.0089 |
0.6% |
23% |
False |
True |
86 |
| 20 |
1.6230 |
1.5901 |
0.0329 |
2.1% |
0.0078 |
0.5% |
23% |
False |
True |
57 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0043 |
0.3% |
67% |
False |
False |
47 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0036 |
0.2% |
78% |
False |
False |
37 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0033 |
0.2% |
82% |
False |
False |
29 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0026 |
0.2% |
82% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6332 |
|
2.618 |
1.6198 |
|
1.618 |
1.6116 |
|
1.000 |
1.6065 |
|
0.618 |
1.6034 |
|
HIGH |
1.5983 |
|
0.618 |
1.5952 |
|
0.500 |
1.5942 |
|
0.382 |
1.5932 |
|
LOW |
1.5901 |
|
0.618 |
1.5850 |
|
1.000 |
1.5819 |
|
1.618 |
1.5768 |
|
2.618 |
1.5686 |
|
4.250 |
1.5553 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5965 |
1.5967 |
| PP |
1.5953 |
1.5957 |
| S1 |
1.5942 |
1.5948 |
|