CME British Pound Future March 2013
| 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 |
1.6150 |
1.6122 |
-0.0028 |
-0.2% |
1.6185 |
| High |
1.6168 |
1.6122 |
-0.0046 |
-0.3% |
1.6255 |
| Low |
1.6133 |
1.6066 |
-0.0067 |
-0.4% |
1.6114 |
| Close |
1.6133 |
1.6066 |
-0.0067 |
-0.4% |
1.6131 |
| Range |
0.0035 |
0.0056 |
0.0021 |
60.0% |
0.0141 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.5% |
0.0000 |
| Volume |
49 |
25 |
-24 |
-49.0% |
234 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6253 |
1.6215 |
1.6097 |
|
| R3 |
1.6197 |
1.6159 |
1.6081 |
|
| R2 |
1.6141 |
1.6141 |
1.6076 |
|
| R1 |
1.6103 |
1.6103 |
1.6071 |
1.6094 |
| PP |
1.6085 |
1.6085 |
1.6085 |
1.6080 |
| S1 |
1.6047 |
1.6047 |
1.6061 |
1.6038 |
| S2 |
1.6029 |
1.6029 |
1.6056 |
|
| S3 |
1.5973 |
1.5991 |
1.6051 |
|
| S4 |
1.5917 |
1.5935 |
1.6035 |
|
|
| 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 |
1.6066 |
0.0189 |
1.2% |
0.0062 |
0.4% |
0% |
False |
True |
42 |
| 10 |
1.6281 |
1.6066 |
0.0215 |
1.3% |
0.0057 |
0.4% |
0% |
False |
True |
41 |
| 20 |
1.6281 |
1.5929 |
0.0352 |
2.2% |
0.0039 |
0.2% |
39% |
False |
False |
33 |
| 40 |
1.6281 |
1.5626 |
0.0655 |
4.1% |
0.0024 |
0.1% |
67% |
False |
False |
21 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0016 |
0.1% |
75% |
False |
False |
21 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0017 |
0.1% |
75% |
False |
False |
23 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0015 |
0.1% |
77% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6360 |
|
2.618 |
1.6269 |
|
1.618 |
1.6213 |
|
1.000 |
1.6178 |
|
0.618 |
1.6157 |
|
HIGH |
1.6122 |
|
0.618 |
1.6101 |
|
0.500 |
1.6094 |
|
0.382 |
1.6087 |
|
LOW |
1.6066 |
|
0.618 |
1.6031 |
|
1.000 |
1.6010 |
|
1.618 |
1.5975 |
|
2.618 |
1.5919 |
|
4.250 |
1.5828 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6094 |
1.6117 |
| PP |
1.6085 |
1.6100 |
| S1 |
1.6075 |
1.6083 |
|