CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6127 |
1.6126 |
-0.0001 |
0.0% |
1.6243 |
| High |
1.6185 |
1.6139 |
-0.0046 |
-0.3% |
1.6269 |
| Low |
1.6122 |
1.6063 |
-0.0059 |
-0.4% |
1.6109 |
| Close |
1.6137 |
1.6070 |
-0.0067 |
-0.4% |
1.6136 |
| Range |
0.0063 |
0.0076 |
0.0013 |
20.6% |
0.0160 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
88,267 |
90,075 |
1,808 |
2.0% |
549,382 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6319 |
1.6270 |
1.6112 |
|
| R3 |
1.6243 |
1.6194 |
1.6091 |
|
| R2 |
1.6167 |
1.6167 |
1.6084 |
|
| R1 |
1.6118 |
1.6118 |
1.6077 |
1.6105 |
| PP |
1.6091 |
1.6091 |
1.6091 |
1.6084 |
| S1 |
1.6042 |
1.6042 |
1.6063 |
1.6029 |
| S2 |
1.6015 |
1.6015 |
1.6056 |
|
| S3 |
1.5939 |
1.5966 |
1.6049 |
|
| S4 |
1.5863 |
1.5890 |
1.6028 |
|
|
| 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 |
1.6063 |
0.0206 |
1.3% |
0.0091 |
0.6% |
3% |
False |
True |
108,744 |
| 10 |
1.6304 |
1.6063 |
0.0241 |
1.5% |
0.0085 |
0.5% |
3% |
False |
True |
103,993 |
| 20 |
1.6304 |
1.5878 |
0.0426 |
2.7% |
0.0083 |
0.5% |
45% |
False |
False |
82,423 |
| 40 |
1.6304 |
1.5578 |
0.0726 |
4.5% |
0.0076 |
0.5% |
68% |
False |
False |
41,525 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
74% |
False |
False |
27,706 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
74% |
False |
False |
20,794 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0068 |
0.4% |
76% |
False |
False |
16,637 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0057 |
0.4% |
76% |
False |
False |
13,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6462 |
|
2.618 |
1.6338 |
|
1.618 |
1.6262 |
|
1.000 |
1.6215 |
|
0.618 |
1.6186 |
|
HIGH |
1.6139 |
|
0.618 |
1.6110 |
|
0.500 |
1.6101 |
|
0.382 |
1.6092 |
|
LOW |
1.6063 |
|
0.618 |
1.6016 |
|
1.000 |
1.5987 |
|
1.618 |
1.5940 |
|
2.618 |
1.5864 |
|
4.250 |
1.5740 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6124 |
| PP |
1.6091 |
1.6106 |
| S1 |
1.6080 |
1.6088 |
|