CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6126 |
1.6079 |
-0.0047 |
-0.3% |
1.6243 |
| High |
1.6139 |
1.6198 |
0.0059 |
0.4% |
1.6269 |
| Low |
1.6063 |
1.6070 |
0.0007 |
0.0% |
1.6109 |
| Close |
1.6070 |
1.6181 |
0.0111 |
0.7% |
1.6136 |
| Range |
0.0076 |
0.0128 |
0.0052 |
68.4% |
0.0160 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.9% |
0.0000 |
| Volume |
90,075 |
106,481 |
16,406 |
18.2% |
549,382 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6534 |
1.6485 |
1.6251 |
|
| R3 |
1.6406 |
1.6357 |
1.6216 |
|
| R2 |
1.6278 |
1.6278 |
1.6204 |
|
| R1 |
1.6229 |
1.6229 |
1.6193 |
1.6254 |
| PP |
1.6150 |
1.6150 |
1.6150 |
1.6162 |
| S1 |
1.6101 |
1.6101 |
1.6169 |
1.6126 |
| S2 |
1.6022 |
1.6022 |
1.6158 |
|
| S3 |
1.5894 |
1.5973 |
1.6146 |
|
| S4 |
1.5766 |
1.5845 |
1.6111 |
|
|
| 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% |
0.0099 |
0.6% |
57% |
False |
False |
107,197 |
| 10 |
1.6304 |
1.6063 |
0.0241 |
1.5% |
0.0090 |
0.6% |
49% |
False |
False |
104,047 |
| 20 |
1.6304 |
1.5918 |
0.0386 |
2.4% |
0.0086 |
0.5% |
68% |
False |
False |
87,303 |
| 40 |
1.6304 |
1.5580 |
0.0724 |
4.5% |
0.0077 |
0.5% |
83% |
False |
False |
44,185 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0084 |
0.5% |
86% |
False |
False |
29,480 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
86% |
False |
False |
22,125 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0069 |
0.4% |
87% |
False |
False |
17,702 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0058 |
0.4% |
87% |
False |
False |
14,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6742 |
|
2.618 |
1.6533 |
|
1.618 |
1.6405 |
|
1.000 |
1.6326 |
|
0.618 |
1.6277 |
|
HIGH |
1.6198 |
|
0.618 |
1.6149 |
|
0.500 |
1.6134 |
|
0.382 |
1.6119 |
|
LOW |
1.6070 |
|
0.618 |
1.5991 |
|
1.000 |
1.5942 |
|
1.618 |
1.5863 |
|
2.618 |
1.5735 |
|
4.250 |
1.5526 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6165 |
1.6164 |
| PP |
1.6150 |
1.6147 |
| S1 |
1.6134 |
1.6131 |
|