CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6240 |
1.6158 |
-0.0082 |
-0.5% |
1.6230 |
| High |
1.6251 |
1.6185 |
-0.0066 |
-0.4% |
1.6281 |
| Low |
1.6175 |
1.6140 |
-0.0035 |
-0.2% |
1.6164 |
| Close |
1.6201 |
1.6146 |
-0.0055 |
-0.3% |
1.6235 |
| Range |
0.0076 |
0.0045 |
-0.0031 |
-40.8% |
0.0117 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.6% |
0.0000 |
| Volume |
90 |
9 |
-81 |
-90.0% |
91 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6292 |
1.6264 |
1.6171 |
|
| R3 |
1.6247 |
1.6219 |
1.6158 |
|
| R2 |
1.6202 |
1.6202 |
1.6154 |
|
| R1 |
1.6174 |
1.6174 |
1.6150 |
1.6166 |
| PP |
1.6157 |
1.6157 |
1.6157 |
1.6153 |
| S1 |
1.6129 |
1.6129 |
1.6142 |
1.6121 |
| S2 |
1.6112 |
1.6112 |
1.6138 |
|
| S3 |
1.6067 |
1.6084 |
1.6134 |
|
| S4 |
1.6022 |
1.6039 |
1.6121 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6578 |
1.6523 |
1.6299 |
|
| R3 |
1.6461 |
1.6406 |
1.6267 |
|
| R2 |
1.6344 |
1.6344 |
1.6256 |
|
| R1 |
1.6289 |
1.6289 |
1.6246 |
1.6317 |
| PP |
1.6227 |
1.6227 |
1.6227 |
1.6240 |
| S1 |
1.6172 |
1.6172 |
1.6224 |
1.6200 |
| S2 |
1.6110 |
1.6110 |
1.6214 |
|
| S3 |
1.5993 |
1.6055 |
1.6203 |
|
| S4 |
1.5876 |
1.5938 |
1.6171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6281 |
1.6140 |
0.0141 |
0.9% |
0.0053 |
0.3% |
4% |
False |
True |
40 |
| 10 |
1.6281 |
1.6085 |
0.0196 |
1.2% |
0.0041 |
0.3% |
31% |
False |
False |
32 |
| 20 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0024 |
0.1% |
73% |
False |
False |
25 |
| 40 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0016 |
0.1% |
83% |
False |
False |
16 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0011 |
0.1% |
84% |
False |
False |
27 |
| 80 |
1.6281 |
1.5361 |
0.0920 |
5.7% |
0.0014 |
0.1% |
85% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6376 |
|
2.618 |
1.6303 |
|
1.618 |
1.6258 |
|
1.000 |
1.6230 |
|
0.618 |
1.6213 |
|
HIGH |
1.6185 |
|
0.618 |
1.6168 |
|
0.500 |
1.6163 |
|
0.382 |
1.6157 |
|
LOW |
1.6140 |
|
0.618 |
1.6112 |
|
1.000 |
1.6095 |
|
1.618 |
1.6067 |
|
2.618 |
1.6022 |
|
4.250 |
1.5949 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6163 |
1.6196 |
| PP |
1.6157 |
1.6179 |
| S1 |
1.6152 |
1.6163 |
|