CME British Pound Future March 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6118 |
1.6030 |
-0.0088 |
-0.5% |
1.6145 |
| High |
1.6123 |
1.6052 |
-0.0071 |
-0.4% |
1.6228 |
| Low |
1.6007 |
1.6000 |
-0.0007 |
0.0% |
1.6102 |
| Close |
1.6029 |
1.6000 |
-0.0029 |
-0.2% |
1.6156 |
| Range |
0.0116 |
0.0052 |
-0.0064 |
-55.2% |
0.0126 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
133 |
474 |
341 |
256.4% |
515 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6173 |
1.6139 |
1.6029 |
|
| R3 |
1.6121 |
1.6087 |
1.6014 |
|
| R2 |
1.6069 |
1.6069 |
1.6010 |
|
| R1 |
1.6035 |
1.6035 |
1.6005 |
1.6026 |
| PP |
1.6017 |
1.6017 |
1.6017 |
1.6013 |
| S1 |
1.5983 |
1.5983 |
1.5995 |
1.5974 |
| S2 |
1.5965 |
1.5965 |
1.5990 |
|
| S3 |
1.5913 |
1.5931 |
1.5986 |
|
| S4 |
1.5861 |
1.5879 |
1.5971 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6540 |
1.6474 |
1.6225 |
|
| R3 |
1.6414 |
1.6348 |
1.6191 |
|
| R2 |
1.6288 |
1.6288 |
1.6179 |
|
| R1 |
1.6222 |
1.6222 |
1.6168 |
1.6255 |
| PP |
1.6162 |
1.6162 |
1.6162 |
1.6179 |
| S1 |
1.6096 |
1.6096 |
1.6144 |
1.6129 |
| S2 |
1.6036 |
1.6036 |
1.6133 |
|
| S3 |
1.5910 |
1.5970 |
1.6121 |
|
| S4 |
1.5784 |
1.5844 |
1.6087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6228 |
1.6000 |
0.0228 |
1.4% |
0.0077 |
0.5% |
0% |
False |
True |
200 |
| 10 |
1.6228 |
1.5939 |
0.0289 |
1.8% |
0.0093 |
0.6% |
21% |
False |
False |
151 |
| 20 |
1.6228 |
1.5875 |
0.0353 |
2.2% |
0.0094 |
0.6% |
35% |
False |
False |
118 |
| 40 |
1.6230 |
1.5571 |
0.0659 |
4.1% |
0.0069 |
0.4% |
65% |
False |
False |
71 |
| 60 |
1.6230 |
1.5204 |
0.1026 |
6.4% |
0.0052 |
0.3% |
78% |
False |
False |
61 |
| 80 |
1.6230 |
1.4903 |
0.1327 |
8.3% |
0.0044 |
0.3% |
83% |
False |
False |
48 |
| 100 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0037 |
0.2% |
83% |
False |
False |
40 |
| 120 |
1.6230 |
1.4850 |
0.1380 |
8.6% |
0.0031 |
0.2% |
83% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6273 |
|
2.618 |
1.6188 |
|
1.618 |
1.6136 |
|
1.000 |
1.6104 |
|
0.618 |
1.6084 |
|
HIGH |
1.6052 |
|
0.618 |
1.6032 |
|
0.500 |
1.6026 |
|
0.382 |
1.6020 |
|
LOW |
1.6000 |
|
0.618 |
1.5968 |
|
1.000 |
1.5948 |
|
1.618 |
1.5916 |
|
2.618 |
1.5864 |
|
4.250 |
1.5779 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6026 |
1.6091 |
| PP |
1.6017 |
1.6060 |
| S1 |
1.6009 |
1.6030 |
|