CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6154 |
1.6127 |
-0.0027 |
-0.2% |
1.6243 |
| High |
1.6171 |
1.6185 |
0.0014 |
0.1% |
1.6269 |
| Low |
1.6105 |
1.6122 |
0.0017 |
0.1% |
1.6109 |
| Close |
1.6127 |
1.6137 |
0.0010 |
0.1% |
1.6136 |
| Range |
0.0066 |
0.0063 |
-0.0003 |
-4.5% |
0.0160 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
93,872 |
88,267 |
-5,605 |
-6.0% |
549,382 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6337 |
1.6300 |
1.6172 |
|
| R3 |
1.6274 |
1.6237 |
1.6154 |
|
| R2 |
1.6211 |
1.6211 |
1.6149 |
|
| R1 |
1.6174 |
1.6174 |
1.6143 |
1.6193 |
| PP |
1.6148 |
1.6148 |
1.6148 |
1.6157 |
| S1 |
1.6111 |
1.6111 |
1.6131 |
1.6130 |
| S2 |
1.6085 |
1.6085 |
1.6125 |
|
| S3 |
1.6022 |
1.6048 |
1.6120 |
|
| S4 |
1.5959 |
1.5985 |
1.6102 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6651 |
1.6554 |
1.6224 |
|
| R3 |
1.6491 |
1.6394 |
1.6180 |
|
| R2 |
1.6331 |
1.6331 |
1.6165 |
|
| R1 |
1.6234 |
1.6234 |
1.6151 |
1.6203 |
| PP |
1.6171 |
1.6171 |
1.6171 |
1.6156 |
| S1 |
1.6074 |
1.6074 |
1.6121 |
1.6043 |
| S2 |
1.6011 |
1.6011 |
1.6107 |
|
| S3 |
1.5851 |
1.5914 |
1.6092 |
|
| S4 |
1.5691 |
1.5754 |
1.6048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6269 |
1.6105 |
0.0164 |
1.0% |
0.0090 |
0.6% |
20% |
False |
False |
111,178 |
| 10 |
1.6304 |
1.6105 |
0.0199 |
1.2% |
0.0086 |
0.5% |
16% |
False |
False |
104,410 |
| 20 |
1.6304 |
1.5821 |
0.0483 |
3.0% |
0.0084 |
0.5% |
65% |
False |
False |
77,975 |
| 40 |
1.6304 |
1.5578 |
0.0726 |
4.5% |
0.0077 |
0.5% |
77% |
False |
False |
39,274 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
82% |
False |
False |
26,205 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
82% |
False |
False |
19,668 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0067 |
0.4% |
83% |
False |
False |
15,736 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0056 |
0.3% |
83% |
False |
False |
13,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6453 |
|
2.618 |
1.6350 |
|
1.618 |
1.6287 |
|
1.000 |
1.6248 |
|
0.618 |
1.6224 |
|
HIGH |
1.6185 |
|
0.618 |
1.6161 |
|
0.500 |
1.6154 |
|
0.382 |
1.6146 |
|
LOW |
1.6122 |
|
0.618 |
1.6083 |
|
1.000 |
1.6059 |
|
1.618 |
1.6020 |
|
2.618 |
1.5957 |
|
4.250 |
1.5854 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6154 |
1.6187 |
| PP |
1.6148 |
1.6170 |
| S1 |
1.6143 |
1.6154 |
|