CME British Pound Future June 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 |
1.6141 |
1.6174 |
0.0033 |
0.2% |
1.5966 |
| High |
1.6141 |
1.6174 |
0.0033 |
0.2% |
1.6130 |
| Low |
1.6141 |
1.6174 |
0.0033 |
0.2% |
1.5917 |
| Close |
1.6141 |
1.6174 |
0.0033 |
0.2% |
1.6130 |
| Range |
|
|
|
|
|
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
10 |
14 |
4 |
40.0% |
50 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6174 |
1.6174 |
1.6174 |
|
| R3 |
1.6174 |
1.6174 |
1.6174 |
|
| R2 |
1.6174 |
1.6174 |
1.6174 |
|
| R1 |
1.6174 |
1.6174 |
1.6174 |
1.6174 |
| PP |
1.6174 |
1.6174 |
1.6174 |
1.6174 |
| S1 |
1.6174 |
1.6174 |
1.6174 |
1.6174 |
| S2 |
1.6174 |
1.6174 |
1.6174 |
|
| S3 |
1.6174 |
1.6174 |
1.6174 |
|
| S4 |
1.6174 |
1.6174 |
1.6174 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6698 |
1.6627 |
1.6247 |
|
| R3 |
1.6485 |
1.6414 |
1.6189 |
|
| R2 |
1.6272 |
1.6272 |
1.6169 |
|
| R1 |
1.6201 |
1.6201 |
1.6150 |
1.6237 |
| PP |
1.6059 |
1.6059 |
1.6059 |
1.6077 |
| S1 |
1.5988 |
1.5988 |
1.6110 |
1.6024 |
| S2 |
1.5846 |
1.5846 |
1.6091 |
|
| S3 |
1.5633 |
1.5775 |
1.6071 |
|
| S4 |
1.5420 |
1.5562 |
1.6013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6208 |
1.6115 |
0.0093 |
0.6% |
0.0000 |
0.0% |
63% |
False |
False |
10 |
| 10 |
1.6208 |
1.5917 |
0.0291 |
1.8% |
0.0000 |
0.0% |
88% |
False |
False |
10 |
| 20 |
1.6208 |
1.5917 |
0.0291 |
1.8% |
0.0000 |
0.0% |
88% |
False |
False |
14 |
| 40 |
1.6208 |
1.5466 |
0.0742 |
4.6% |
0.0000 |
0.0% |
95% |
False |
False |
19 |
| 60 |
1.6208 |
1.5096 |
0.1112 |
6.9% |
0.0000 |
0.0% |
97% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6174 |
|
2.618 |
1.6174 |
|
1.618 |
1.6174 |
|
1.000 |
1.6174 |
|
0.618 |
1.6174 |
|
HIGH |
1.6174 |
|
0.618 |
1.6174 |
|
0.500 |
1.6174 |
|
0.382 |
1.6174 |
|
LOW |
1.6174 |
|
0.618 |
1.6174 |
|
1.000 |
1.6174 |
|
1.618 |
1.6174 |
|
2.618 |
1.6174 |
|
4.250 |
1.6174 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6174 |
1.6175 |
| PP |
1.6174 |
1.6174 |
| S1 |
1.6174 |
1.6174 |
|