CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6223 |
1.6149 |
-0.0074 |
-0.5% |
1.5950 |
| High |
1.6223 |
1.6190 |
-0.0033 |
-0.2% |
1.6200 |
| Low |
1.6102 |
1.6126 |
0.0024 |
0.1% |
1.5875 |
| Close |
1.6152 |
1.6186 |
0.0034 |
0.2% |
1.6141 |
| Range |
0.0121 |
0.0064 |
-0.0057 |
-47.1% |
0.0325 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
72 |
145 |
73 |
101.4% |
454 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6359 |
1.6337 |
1.6221 |
|
| R3 |
1.6295 |
1.6273 |
1.6204 |
|
| R2 |
1.6231 |
1.6231 |
1.6198 |
|
| R1 |
1.6209 |
1.6209 |
1.6192 |
1.6220 |
| PP |
1.6167 |
1.6167 |
1.6167 |
1.6173 |
| S1 |
1.6145 |
1.6145 |
1.6180 |
1.6156 |
| S2 |
1.6103 |
1.6103 |
1.6174 |
|
| S3 |
1.6039 |
1.6081 |
1.6168 |
|
| S4 |
1.5975 |
1.6017 |
1.6151 |
|
|
| 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 |
1.6225 |
1.6102 |
0.0123 |
0.8% |
0.0081 |
0.5% |
68% |
False |
False |
97 |
| 10 |
1.6225 |
1.5875 |
0.0350 |
2.2% |
0.0095 |
0.6% |
89% |
False |
False |
88 |
| 20 |
1.6230 |
1.5875 |
0.0355 |
2.2% |
0.0092 |
0.6% |
88% |
False |
False |
81 |
| 40 |
1.6230 |
1.5474 |
0.0756 |
4.7% |
0.0060 |
0.4% |
94% |
False |
False |
50 |
| 60 |
1.6230 |
1.5101 |
0.1129 |
7.0% |
0.0049 |
0.3% |
96% |
False |
False |
48 |
| 80 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0042 |
0.3% |
97% |
False |
False |
38 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0034 |
0.2% |
97% |
False |
False |
33 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.5% |
0.0028 |
0.2% |
97% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6462 |
|
2.618 |
1.6358 |
|
1.618 |
1.6294 |
|
1.000 |
1.6254 |
|
0.618 |
1.6230 |
|
HIGH |
1.6190 |
|
0.618 |
1.6166 |
|
0.500 |
1.6158 |
|
0.382 |
1.6150 |
|
LOW |
1.6126 |
|
0.618 |
1.6086 |
|
1.000 |
1.6062 |
|
1.618 |
1.6022 |
|
2.618 |
1.5958 |
|
4.250 |
1.5854 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6177 |
1.6179 |
| PP |
1.6167 |
1.6171 |
| S1 |
1.6158 |
1.6164 |
|