CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5936 |
1.5947 |
0.0011 |
0.1% |
1.6014 |
| High |
1.5983 |
1.6017 |
0.0034 |
0.2% |
1.6096 |
| Low |
1.5901 |
1.5875 |
-0.0026 |
-0.2% |
1.5903 |
| Close |
1.5976 |
1.5929 |
-0.0047 |
-0.3% |
1.5941 |
| Range |
0.0082 |
0.0142 |
0.0060 |
73.2% |
0.0193 |
| ATR |
0.0077 |
0.0082 |
0.0005 |
6.0% |
0.0000 |
| Volume |
36 |
38 |
2 |
5.6% |
480 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6366 |
1.6290 |
1.6007 |
|
| R3 |
1.6224 |
1.6148 |
1.5968 |
|
| R2 |
1.6082 |
1.6082 |
1.5955 |
|
| R1 |
1.6006 |
1.6006 |
1.5942 |
1.5973 |
| PP |
1.5940 |
1.5940 |
1.5940 |
1.5924 |
| S1 |
1.5864 |
1.5864 |
1.5916 |
1.5831 |
| S2 |
1.5798 |
1.5798 |
1.5903 |
|
| S3 |
1.5656 |
1.5722 |
1.5890 |
|
| S4 |
1.5514 |
1.5580 |
1.5851 |
|
|
| 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 |
1.6017 |
1.5875 |
0.0142 |
0.9% |
0.0078 |
0.5% |
38% |
True |
True |
59 |
| 10 |
1.6212 |
1.5875 |
0.0337 |
2.1% |
0.0095 |
0.6% |
16% |
False |
True |
85 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0077 |
0.5% |
15% |
False |
True |
59 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.9% |
0.0047 |
0.3% |
61% |
False |
False |
48 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.1% |
0.0039 |
0.2% |
73% |
False |
False |
37 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0035 |
0.2% |
78% |
False |
False |
30 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.7% |
0.0028 |
0.2% |
78% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6621 |
|
2.618 |
1.6389 |
|
1.618 |
1.6247 |
|
1.000 |
1.6159 |
|
0.618 |
1.6105 |
|
HIGH |
1.6017 |
|
0.618 |
1.5963 |
|
0.500 |
1.5946 |
|
0.382 |
1.5929 |
|
LOW |
1.5875 |
|
0.618 |
1.5787 |
|
1.000 |
1.5733 |
|
1.618 |
1.5645 |
|
2.618 |
1.5503 |
|
4.250 |
1.5272 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5946 |
1.5946 |
| PP |
1.5940 |
1.5940 |
| S1 |
1.5935 |
1.5935 |
|