CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6037 |
1.6023 |
-0.0014 |
-0.1% |
1.6102 |
| High |
1.6072 |
1.6066 |
-0.0006 |
0.0% |
1.6102 |
| Low |
1.6037 |
1.6023 |
-0.0014 |
-0.1% |
1.5977 |
| Close |
1.6064 |
1.6066 |
0.0002 |
0.0% |
1.6064 |
| Range |
0.0035 |
0.0043 |
0.0008 |
22.9% |
0.0125 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
134 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6181 |
1.6166 |
1.6090 |
|
| R3 |
1.6138 |
1.6123 |
1.6078 |
|
| R2 |
1.6095 |
1.6095 |
1.6074 |
|
| R1 |
1.6080 |
1.6080 |
1.6070 |
1.6088 |
| PP |
1.6052 |
1.6052 |
1.6052 |
1.6055 |
| S1 |
1.6037 |
1.6037 |
1.6062 |
1.6045 |
| S2 |
1.6009 |
1.6009 |
1.6058 |
|
| S3 |
1.5966 |
1.5994 |
1.6054 |
|
| S4 |
1.5923 |
1.5951 |
1.6042 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6423 |
1.6368 |
1.6133 |
|
| R3 |
1.6298 |
1.6243 |
1.6098 |
|
| R2 |
1.6173 |
1.6173 |
1.6087 |
|
| R1 |
1.6118 |
1.6118 |
1.6075 |
1.6083 |
| PP |
1.6048 |
1.6048 |
1.6048 |
1.6030 |
| S1 |
1.5993 |
1.5993 |
1.6053 |
1.5958 |
| S2 |
1.5923 |
1.5923 |
1.6041 |
|
| S3 |
1.5798 |
1.5868 |
1.6030 |
|
| S4 |
1.5673 |
1.5743 |
1.5995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6072 |
1.5977 |
0.0095 |
0.6% |
0.0035 |
0.2% |
94% |
False |
False |
9 |
| 10 |
1.6195 |
1.5977 |
0.0218 |
1.4% |
0.0050 |
0.3% |
41% |
False |
False |
24 |
| 20 |
1.6281 |
1.5977 |
0.0304 |
1.9% |
0.0052 |
0.3% |
29% |
False |
False |
30 |
| 40 |
1.6281 |
1.5702 |
0.0579 |
3.6% |
0.0032 |
0.2% |
63% |
False |
False |
23 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0023 |
0.1% |
72% |
False |
False |
19 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0019 |
0.1% |
75% |
False |
False |
25 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0019 |
0.1% |
77% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6249 |
|
2.618 |
1.6179 |
|
1.618 |
1.6136 |
|
1.000 |
1.6109 |
|
0.618 |
1.6093 |
|
HIGH |
1.6066 |
|
0.618 |
1.6050 |
|
0.500 |
1.6045 |
|
0.382 |
1.6039 |
|
LOW |
1.6023 |
|
0.618 |
1.5996 |
|
1.000 |
1.5980 |
|
1.618 |
1.5953 |
|
2.618 |
1.5910 |
|
4.250 |
1.5840 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6059 |
1.6056 |
| PP |
1.6052 |
1.6047 |
| S1 |
1.6045 |
1.6037 |
|