CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5973 |
1.6113 |
0.0140 |
0.9% |
1.6023 |
| High |
1.6035 |
1.6130 |
0.0095 |
0.6% |
1.6165 |
| Low |
1.5973 |
1.6108 |
0.0135 |
0.8% |
1.6003 |
| Close |
1.6030 |
1.6116 |
0.0086 |
0.5% |
1.6003 |
| Range |
0.0062 |
0.0022 |
-0.0040 |
-64.5% |
0.0162 |
| ATR |
0.0063 |
0.0065 |
0.0003 |
4.3% |
0.0000 |
| Volume |
75 |
50 |
-25 |
-33.3% |
107 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6184 |
1.6172 |
1.6128 |
|
| R3 |
1.6162 |
1.6150 |
1.6122 |
|
| R2 |
1.6140 |
1.6140 |
1.6120 |
|
| R1 |
1.6128 |
1.6128 |
1.6118 |
1.6134 |
| PP |
1.6118 |
1.6118 |
1.6118 |
1.6121 |
| S1 |
1.6106 |
1.6106 |
1.6114 |
1.6112 |
| S2 |
1.6096 |
1.6096 |
1.6112 |
|
| S3 |
1.6074 |
1.6084 |
1.6110 |
|
| S4 |
1.6052 |
1.6062 |
1.6104 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6543 |
1.6435 |
1.6092 |
|
| R3 |
1.6381 |
1.6273 |
1.6048 |
|
| R2 |
1.6219 |
1.6219 |
1.6033 |
|
| R1 |
1.6111 |
1.6111 |
1.6018 |
1.6084 |
| PP |
1.6057 |
1.6057 |
1.6057 |
1.6044 |
| S1 |
1.5949 |
1.5949 |
1.5988 |
1.5922 |
| S2 |
1.5895 |
1.5895 |
1.5973 |
|
| S3 |
1.5733 |
1.5787 |
1.5958 |
|
| S4 |
1.5571 |
1.5625 |
1.5914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6130 |
1.5913 |
0.0217 |
1.3% |
0.0052 |
0.3% |
94% |
True |
False |
48 |
| 10 |
1.6165 |
1.5913 |
0.0252 |
1.6% |
0.0051 |
0.3% |
81% |
False |
False |
32 |
| 20 |
1.6255 |
1.5913 |
0.0342 |
2.1% |
0.0055 |
0.3% |
59% |
False |
False |
31 |
| 40 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0041 |
0.3% |
67% |
False |
False |
29 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0030 |
0.2% |
79% |
False |
False |
22 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0023 |
0.1% |
81% |
False |
False |
29 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0023 |
0.1% |
81% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6224 |
|
2.618 |
1.6188 |
|
1.618 |
1.6166 |
|
1.000 |
1.6152 |
|
0.618 |
1.6144 |
|
HIGH |
1.6130 |
|
0.618 |
1.6122 |
|
0.500 |
1.6119 |
|
0.382 |
1.6116 |
|
LOW |
1.6108 |
|
0.618 |
1.6094 |
|
1.000 |
1.6086 |
|
1.618 |
1.6072 |
|
2.618 |
1.6050 |
|
4.250 |
1.6015 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6119 |
1.6085 |
| PP |
1.6118 |
1.6053 |
| S1 |
1.6117 |
1.6022 |
|