CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5939 |
1.6143 |
0.0204 |
1.3% |
1.5950 |
| High |
1.6144 |
1.6200 |
0.0056 |
0.3% |
1.6200 |
| Low |
1.5939 |
1.6130 |
0.0191 |
1.2% |
1.5875 |
| Close |
1.6139 |
1.6141 |
0.0002 |
0.0% |
1.6141 |
| Range |
0.0205 |
0.0070 |
-0.0135 |
-65.9% |
0.0325 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
172 |
118 |
-54 |
-31.4% |
454 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6367 |
1.6324 |
1.6180 |
|
| R3 |
1.6297 |
1.6254 |
1.6160 |
|
| R2 |
1.6227 |
1.6227 |
1.6154 |
|
| R1 |
1.6184 |
1.6184 |
1.6147 |
1.6171 |
| PP |
1.6157 |
1.6157 |
1.6157 |
1.6150 |
| S1 |
1.6114 |
1.6114 |
1.6135 |
1.6101 |
| S2 |
1.6087 |
1.6087 |
1.6128 |
|
| S3 |
1.6017 |
1.6044 |
1.6122 |
|
| S4 |
1.5947 |
1.5974 |
1.6103 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7047 |
1.6919 |
1.6320 |
|
| R3 |
1.6722 |
1.6594 |
1.6230 |
|
| R2 |
1.6397 |
1.6397 |
1.6201 |
|
| R1 |
1.6269 |
1.6269 |
1.6171 |
1.6333 |
| PP |
1.6072 |
1.6072 |
1.6072 |
1.6104 |
| S1 |
1.5944 |
1.5944 |
1.6111 |
1.6008 |
| S2 |
1.5747 |
1.5747 |
1.6081 |
|
| S3 |
1.5422 |
1.5619 |
1.6052 |
|
| S4 |
1.5097 |
1.5294 |
1.5962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6200 |
1.5875 |
0.0325 |
2.0% |
0.0109 |
0.7% |
82% |
True |
False |
90 |
| 10 |
1.6200 |
1.5875 |
0.0325 |
2.0% |
0.0101 |
0.6% |
82% |
True |
False |
93 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0083 |
0.5% |
75% |
False |
False |
69 |
| 40 |
1.6230 |
1.5450 |
0.0780 |
4.8% |
0.0054 |
0.3% |
89% |
False |
False |
51 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0043 |
0.3% |
92% |
False |
False |
42 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0038 |
0.2% |
94% |
False |
False |
33 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0031 |
0.2% |
94% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6498 |
|
2.618 |
1.6383 |
|
1.618 |
1.6313 |
|
1.000 |
1.6270 |
|
0.618 |
1.6243 |
|
HIGH |
1.6200 |
|
0.618 |
1.6173 |
|
0.500 |
1.6165 |
|
0.382 |
1.6157 |
|
LOW |
1.6130 |
|
0.618 |
1.6087 |
|
1.000 |
1.6060 |
|
1.618 |
1.6017 |
|
2.618 |
1.5947 |
|
4.250 |
1.5833 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6165 |
1.6107 |
| PP |
1.6157 |
1.6072 |
| S1 |
1.6149 |
1.6038 |
|