CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6102 |
1.6006 |
-0.0096 |
-0.6% |
1.6138 |
| High |
1.6102 |
1.6012 |
-0.0090 |
-0.6% |
1.6195 |
| Low |
1.6019 |
1.5983 |
-0.0036 |
-0.2% |
1.6066 |
| Close |
1.6023 |
1.5998 |
-0.0025 |
-0.2% |
1.6134 |
| Range |
0.0083 |
0.0029 |
-0.0054 |
-65.1% |
0.0129 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
98 |
5 |
-93 |
-94.9% |
170 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6085 |
1.6070 |
1.6014 |
|
| R3 |
1.6056 |
1.6041 |
1.6006 |
|
| R2 |
1.6027 |
1.6027 |
1.6003 |
|
| R1 |
1.6012 |
1.6012 |
1.6001 |
1.6005 |
| PP |
1.5998 |
1.5998 |
1.5998 |
1.5994 |
| S1 |
1.5983 |
1.5983 |
1.5995 |
1.5976 |
| S2 |
1.5969 |
1.5969 |
1.5993 |
|
| S3 |
1.5940 |
1.5954 |
1.5990 |
|
| S4 |
1.5911 |
1.5925 |
1.5982 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6519 |
1.6455 |
1.6205 |
|
| R3 |
1.6390 |
1.6326 |
1.6169 |
|
| R2 |
1.6261 |
1.6261 |
1.6158 |
|
| R1 |
1.6197 |
1.6197 |
1.6146 |
1.6165 |
| PP |
1.6132 |
1.6132 |
1.6132 |
1.6115 |
| S1 |
1.6068 |
1.6068 |
1.6122 |
1.6036 |
| S2 |
1.6003 |
1.6003 |
1.6110 |
|
| S3 |
1.5874 |
1.5939 |
1.6099 |
|
| S4 |
1.5745 |
1.5810 |
1.6063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6195 |
1.5983 |
0.0212 |
1.3% |
0.0064 |
0.4% |
7% |
False |
True |
31 |
| 10 |
1.6255 |
1.5983 |
0.0272 |
1.7% |
0.0062 |
0.4% |
6% |
False |
True |
35 |
| 20 |
1.6281 |
1.5983 |
0.0298 |
1.9% |
0.0052 |
0.3% |
5% |
False |
True |
34 |
| 40 |
1.6281 |
1.5661 |
0.0620 |
3.9% |
0.0030 |
0.2% |
54% |
False |
False |
24 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0021 |
0.1% |
64% |
False |
False |
20 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0018 |
0.1% |
67% |
False |
False |
25 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0018 |
0.1% |
69% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6135 |
|
2.618 |
1.6088 |
|
1.618 |
1.6059 |
|
1.000 |
1.6041 |
|
0.618 |
1.6030 |
|
HIGH |
1.6012 |
|
0.618 |
1.6001 |
|
0.500 |
1.5998 |
|
0.382 |
1.5994 |
|
LOW |
1.5983 |
|
0.618 |
1.5965 |
|
1.000 |
1.5954 |
|
1.618 |
1.5936 |
|
2.618 |
1.5907 |
|
4.250 |
1.5860 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5998 |
1.6089 |
| PP |
1.5998 |
1.6059 |
| S1 |
1.5998 |
1.6028 |
|