CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6158 |
1.6190 |
0.0032 |
0.2% |
1.6230 |
| High |
1.6185 |
1.6227 |
0.0042 |
0.3% |
1.6281 |
| Low |
1.6140 |
1.6170 |
0.0030 |
0.2% |
1.6164 |
| Close |
1.6146 |
1.6227 |
0.0081 |
0.5% |
1.6235 |
| Range |
0.0045 |
0.0057 |
0.0012 |
26.7% |
0.0117 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
4.2% |
0.0000 |
| Volume |
9 |
48 |
39 |
433.3% |
91 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6379 |
1.6360 |
1.6258 |
|
| R3 |
1.6322 |
1.6303 |
1.6243 |
|
| R2 |
1.6265 |
1.6265 |
1.6237 |
|
| R1 |
1.6246 |
1.6246 |
1.6232 |
1.6256 |
| PP |
1.6208 |
1.6208 |
1.6208 |
1.6213 |
| S1 |
1.6189 |
1.6189 |
1.6222 |
1.6199 |
| S2 |
1.6151 |
1.6151 |
1.6217 |
|
| S3 |
1.6094 |
1.6132 |
1.6211 |
|
| S4 |
1.6037 |
1.6075 |
1.6196 |
|
|
| 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% |
0.0055 |
0.3% |
62% |
False |
False |
48 |
| 10 |
1.6281 |
1.6140 |
0.0141 |
0.9% |
0.0041 |
0.3% |
62% |
False |
False |
31 |
| 20 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0027 |
0.2% |
89% |
False |
False |
28 |
| 40 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0018 |
0.1% |
93% |
False |
False |
17 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0012 |
0.1% |
94% |
False |
False |
28 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0015 |
0.1% |
94% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6469 |
|
2.618 |
1.6376 |
|
1.618 |
1.6319 |
|
1.000 |
1.6284 |
|
0.618 |
1.6262 |
|
HIGH |
1.6227 |
|
0.618 |
1.6205 |
|
0.500 |
1.6199 |
|
0.382 |
1.6192 |
|
LOW |
1.6170 |
|
0.618 |
1.6135 |
|
1.000 |
1.6113 |
|
1.618 |
1.6078 |
|
2.618 |
1.6021 |
|
4.250 |
1.5928 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6218 |
1.6217 |
| PP |
1.6208 |
1.6206 |
| S1 |
1.6199 |
1.6196 |
|