CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6113 |
1.6093 |
-0.0020 |
-0.1% |
1.6022 |
| High |
1.6130 |
1.6126 |
-0.0004 |
0.0% |
1.6130 |
| Low |
1.6108 |
1.6086 |
-0.0022 |
-0.1% |
1.5913 |
| Close |
1.6116 |
1.6090 |
-0.0026 |
-0.2% |
1.6090 |
| Range |
0.0022 |
0.0040 |
0.0018 |
81.8% |
0.0217 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
50 |
43 |
-7 |
-14.0% |
247 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6221 |
1.6195 |
1.6112 |
|
| R3 |
1.6181 |
1.6155 |
1.6101 |
|
| R2 |
1.6141 |
1.6141 |
1.6097 |
|
| R1 |
1.6115 |
1.6115 |
1.6094 |
1.6108 |
| PP |
1.6101 |
1.6101 |
1.6101 |
1.6097 |
| S1 |
1.6075 |
1.6075 |
1.6086 |
1.6068 |
| S2 |
1.6061 |
1.6061 |
1.6083 |
|
| S3 |
1.6021 |
1.6035 |
1.6079 |
|
| S4 |
1.5981 |
1.5995 |
1.6068 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6695 |
1.6610 |
1.6209 |
|
| R3 |
1.6478 |
1.6393 |
1.6150 |
|
| R2 |
1.6261 |
1.6261 |
1.6130 |
|
| R1 |
1.6176 |
1.6176 |
1.6110 |
1.6219 |
| PP |
1.6044 |
1.6044 |
1.6044 |
1.6066 |
| S1 |
1.5959 |
1.5959 |
1.6070 |
1.6002 |
| S2 |
1.5827 |
1.5827 |
1.6050 |
|
| S3 |
1.5610 |
1.5742 |
1.6030 |
|
| S4 |
1.5393 |
1.5525 |
1.5971 |
|
|
| 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% |
0.0049 |
0.3% |
82% |
False |
False |
49 |
| 10 |
1.6165 |
1.5913 |
0.0252 |
1.6% |
0.0051 |
0.3% |
70% |
False |
False |
35 |
| 20 |
1.6195 |
1.5913 |
0.0282 |
1.8% |
0.0050 |
0.3% |
63% |
False |
False |
32 |
| 40 |
1.6281 |
1.5873 |
0.0408 |
2.5% |
0.0042 |
0.3% |
53% |
False |
False |
30 |
| 60 |
1.6281 |
1.5607 |
0.0674 |
4.2% |
0.0031 |
0.2% |
72% |
False |
False |
22 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0023 |
0.1% |
78% |
False |
False |
27 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0023 |
0.1% |
78% |
False |
False |
24 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0020 |
0.1% |
79% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6296 |
|
2.618 |
1.6231 |
|
1.618 |
1.6191 |
|
1.000 |
1.6166 |
|
0.618 |
1.6151 |
|
HIGH |
1.6126 |
|
0.618 |
1.6111 |
|
0.500 |
1.6106 |
|
0.382 |
1.6101 |
|
LOW |
1.6086 |
|
0.618 |
1.6061 |
|
1.000 |
1.6046 |
|
1.618 |
1.6021 |
|
2.618 |
1.5981 |
|
4.250 |
1.5916 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6106 |
1.6077 |
| PP |
1.6101 |
1.6064 |
| S1 |
1.6095 |
1.6052 |
|