CME British Pound Future March 2013
| 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 |
1.6122 |
1.6104 |
-0.0018 |
-0.1% |
1.6185 |
| High |
1.6122 |
1.6176 |
0.0054 |
0.3% |
1.6255 |
| Low |
1.6066 |
1.6104 |
0.0038 |
0.2% |
1.6114 |
| Close |
1.6066 |
1.6176 |
0.0110 |
0.7% |
1.6131 |
| Range |
0.0056 |
0.0072 |
0.0016 |
28.6% |
0.0141 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
6.8% |
0.0000 |
| Volume |
25 |
14 |
-11 |
-44.0% |
234 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6368 |
1.6344 |
1.6216 |
|
| R3 |
1.6296 |
1.6272 |
1.6196 |
|
| R2 |
1.6224 |
1.6224 |
1.6189 |
|
| R1 |
1.6200 |
1.6200 |
1.6183 |
1.6212 |
| PP |
1.6152 |
1.6152 |
1.6152 |
1.6158 |
| S1 |
1.6128 |
1.6128 |
1.6169 |
1.6140 |
| S2 |
1.6080 |
1.6080 |
1.6163 |
|
| S3 |
1.6008 |
1.6056 |
1.6156 |
|
| S4 |
1.5936 |
1.5984 |
1.6136 |
|
|
| 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% |
0.0065 |
0.4% |
58% |
False |
False |
35 |
| 10 |
1.6281 |
1.6066 |
0.0215 |
1.3% |
0.0060 |
0.4% |
51% |
False |
False |
41 |
| 20 |
1.6281 |
1.5990 |
0.0291 |
1.8% |
0.0043 |
0.3% |
64% |
False |
False |
31 |
| 40 |
1.6281 |
1.5626 |
0.0655 |
4.0% |
0.0026 |
0.2% |
84% |
False |
False |
21 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0017 |
0.1% |
88% |
False |
False |
19 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0018 |
0.1% |
88% |
False |
False |
23 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0016 |
0.1% |
89% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6482 |
|
2.618 |
1.6364 |
|
1.618 |
1.6292 |
|
1.000 |
1.6248 |
|
0.618 |
1.6220 |
|
HIGH |
1.6176 |
|
0.618 |
1.6148 |
|
0.500 |
1.6140 |
|
0.382 |
1.6132 |
|
LOW |
1.6104 |
|
0.618 |
1.6060 |
|
1.000 |
1.6032 |
|
1.618 |
1.5988 |
|
2.618 |
1.5916 |
|
4.250 |
1.5798 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6164 |
1.6158 |
| PP |
1.6152 |
1.6139 |
| S1 |
1.6140 |
1.6121 |
|