CME British Pound Future June 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 |
1.6025 |
1.6110 |
0.0085 |
0.5% |
1.6061 |
| High |
1.6027 |
1.6110 |
0.0083 |
0.5% |
1.6137 |
| Low |
1.6025 |
1.6110 |
0.0085 |
0.5% |
1.5999 |
| Close |
1.6027 |
1.6110 |
0.0083 |
0.5% |
1.5999 |
| Range |
0.0002 |
0.0000 |
-0.0002 |
-100.0% |
0.0138 |
| ATR |
0.0046 |
0.0049 |
0.0003 |
5.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6110 |
1.6110 |
1.6110 |
|
| R3 |
1.6110 |
1.6110 |
1.6110 |
|
| R2 |
1.6110 |
1.6110 |
1.6110 |
|
| R1 |
1.6110 |
1.6110 |
1.6110 |
1.6110 |
| PP |
1.6110 |
1.6110 |
1.6110 |
1.6110 |
| S1 |
1.6110 |
1.6110 |
1.6110 |
1.6110 |
| S2 |
1.6110 |
1.6110 |
1.6110 |
|
| S3 |
1.6110 |
1.6110 |
1.6110 |
|
| S4 |
1.6110 |
1.6110 |
1.6110 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6459 |
1.6367 |
1.6075 |
|
| R3 |
1.6321 |
1.6229 |
1.6037 |
|
| R2 |
1.6183 |
1.6183 |
1.6024 |
|
| R1 |
1.6091 |
1.6091 |
1.6012 |
1.6068 |
| PP |
1.6045 |
1.6045 |
1.6045 |
1.6034 |
| S1 |
1.5953 |
1.5953 |
1.5986 |
1.5930 |
| S2 |
1.5907 |
1.5907 |
1.5974 |
|
| S3 |
1.5769 |
1.5815 |
1.5961 |
|
| S4 |
1.5631 |
1.5677 |
1.5923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6110 |
1.5931 |
0.0179 |
1.1% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
| 10 |
1.6137 |
1.5931 |
0.0206 |
1.3% |
0.0001 |
0.0% |
87% |
False |
False |
1 |
| 20 |
1.6172 |
1.5931 |
0.0241 |
1.5% |
0.0001 |
0.0% |
74% |
False |
False |
2 |
| 40 |
1.6230 |
1.5779 |
0.0451 |
2.8% |
0.0001 |
0.0% |
73% |
False |
False |
19 |
| 60 |
1.6230 |
1.5500 |
0.0730 |
4.5% |
0.0001 |
0.0% |
84% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6110 |
|
2.618 |
1.6110 |
|
1.618 |
1.6110 |
|
1.000 |
1.6110 |
|
0.618 |
1.6110 |
|
HIGH |
1.6110 |
|
0.618 |
1.6110 |
|
0.500 |
1.6110 |
|
0.382 |
1.6110 |
|
LOW |
1.6110 |
|
0.618 |
1.6110 |
|
1.000 |
1.6110 |
|
1.618 |
1.6110 |
|
2.618 |
1.6110 |
|
4.250 |
1.6110 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6110 |
1.6080 |
| PP |
1.6110 |
1.6050 |
| S1 |
1.6110 |
1.6021 |
|