CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6190 |
1.6255 |
0.0065 |
0.4% |
1.6185 |
| High |
1.6227 |
1.6255 |
0.0028 |
0.2% |
1.6255 |
| Low |
1.6170 |
1.6114 |
-0.0056 |
-0.3% |
1.6114 |
| Close |
1.6227 |
1.6131 |
-0.0096 |
-0.6% |
1.6131 |
| Range |
0.0057 |
0.0141 |
0.0084 |
147.4% |
0.0141 |
| ATR |
0.0053 |
0.0059 |
0.0006 |
11.9% |
0.0000 |
| Volume |
48 |
21 |
-27 |
-56.3% |
234 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6590 |
1.6501 |
1.6209 |
|
| R3 |
1.6449 |
1.6360 |
1.6170 |
|
| R2 |
1.6308 |
1.6308 |
1.6157 |
|
| R1 |
1.6219 |
1.6219 |
1.6144 |
1.6193 |
| PP |
1.6167 |
1.6167 |
1.6167 |
1.6154 |
| S1 |
1.6078 |
1.6078 |
1.6118 |
1.6052 |
| S2 |
1.6026 |
1.6026 |
1.6105 |
|
| S3 |
1.5885 |
1.5937 |
1.6092 |
|
| S4 |
1.5744 |
1.5796 |
1.6053 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6590 |
1.6501 |
1.6209 |
|
| R3 |
1.6449 |
1.6360 |
1.6170 |
|
| R2 |
1.6308 |
1.6308 |
1.6157 |
|
| R1 |
1.6219 |
1.6219 |
1.6144 |
1.6193 |
| PP |
1.6167 |
1.6167 |
1.6167 |
1.6154 |
| S1 |
1.6078 |
1.6078 |
1.6118 |
1.6052 |
| S2 |
1.6026 |
1.6026 |
1.6105 |
|
| S3 |
1.5885 |
1.5937 |
1.6092 |
|
| S4 |
1.5744 |
1.5796 |
1.6053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6255 |
1.6114 |
0.0141 |
0.9% |
0.0074 |
0.5% |
12% |
True |
True |
46 |
| 10 |
1.6281 |
1.6114 |
0.0167 |
1.0% |
0.0053 |
0.3% |
10% |
False |
True |
32 |
| 20 |
1.6281 |
1.5873 |
0.0408 |
2.5% |
0.0034 |
0.2% |
63% |
False |
False |
28 |
| 40 |
1.6281 |
1.5607 |
0.0674 |
4.2% |
0.0021 |
0.1% |
78% |
False |
False |
17 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0014 |
0.1% |
83% |
False |
False |
26 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0016 |
0.1% |
83% |
False |
False |
22 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0014 |
0.1% |
84% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6854 |
|
2.618 |
1.6624 |
|
1.618 |
1.6483 |
|
1.000 |
1.6396 |
|
0.618 |
1.6342 |
|
HIGH |
1.6255 |
|
0.618 |
1.6201 |
|
0.500 |
1.6185 |
|
0.382 |
1.6168 |
|
LOW |
1.6114 |
|
0.618 |
1.6027 |
|
1.000 |
1.5973 |
|
1.618 |
1.5886 |
|
2.618 |
1.5745 |
|
4.250 |
1.5515 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6185 |
1.6185 |
| PP |
1.6167 |
1.6167 |
| S1 |
1.6149 |
1.6149 |
|