CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6230 |
1.6154 |
-0.0076 |
-0.5% |
1.6243 |
| High |
1.6269 |
1.6171 |
-0.0098 |
-0.6% |
1.6269 |
| Low |
1.6109 |
1.6105 |
-0.0004 |
0.0% |
1.6109 |
| Close |
1.6136 |
1.6127 |
-0.0009 |
-0.1% |
1.6136 |
| Range |
0.0160 |
0.0066 |
-0.0094 |
-58.8% |
0.0160 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
157,291 |
93,872 |
-63,419 |
-40.3% |
549,382 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6332 |
1.6296 |
1.6163 |
|
| R3 |
1.6266 |
1.6230 |
1.6145 |
|
| R2 |
1.6200 |
1.6200 |
1.6139 |
|
| R1 |
1.6164 |
1.6164 |
1.6133 |
1.6149 |
| PP |
1.6134 |
1.6134 |
1.6134 |
1.6127 |
| S1 |
1.6098 |
1.6098 |
1.6121 |
1.6083 |
| S2 |
1.6068 |
1.6068 |
1.6115 |
|
| S3 |
1.6002 |
1.6032 |
1.6109 |
|
| S4 |
1.5936 |
1.5966 |
1.6091 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6651 |
1.6554 |
1.6224 |
|
| R3 |
1.6491 |
1.6394 |
1.6180 |
|
| R2 |
1.6331 |
1.6331 |
1.6165 |
|
| R1 |
1.6234 |
1.6234 |
1.6151 |
1.6203 |
| PP |
1.6171 |
1.6171 |
1.6171 |
1.6156 |
| S1 |
1.6074 |
1.6074 |
1.6121 |
1.6043 |
| S2 |
1.6011 |
1.6011 |
1.6107 |
|
| S3 |
1.5851 |
1.5914 |
1.6092 |
|
| S4 |
1.5691 |
1.5754 |
1.6048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6269 |
1.6105 |
0.0164 |
1.0% |
0.0095 |
0.6% |
13% |
False |
True |
113,064 |
| 10 |
1.6304 |
1.6105 |
0.0199 |
1.2% |
0.0085 |
0.5% |
11% |
False |
True |
103,395 |
| 20 |
1.6304 |
1.5821 |
0.0483 |
3.0% |
0.0084 |
0.5% |
63% |
False |
False |
73,956 |
| 40 |
1.6304 |
1.5557 |
0.0747 |
4.6% |
0.0077 |
0.5% |
76% |
False |
False |
37,069 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
80% |
False |
False |
24,734 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
80% |
False |
False |
18,565 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0066 |
0.4% |
82% |
False |
False |
14,854 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0055 |
0.3% |
82% |
False |
False |
12,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6452 |
|
2.618 |
1.6344 |
|
1.618 |
1.6278 |
|
1.000 |
1.6237 |
|
0.618 |
1.6212 |
|
HIGH |
1.6171 |
|
0.618 |
1.6146 |
|
0.500 |
1.6138 |
|
0.382 |
1.6130 |
|
LOW |
1.6105 |
|
0.618 |
1.6064 |
|
1.000 |
1.6039 |
|
1.618 |
1.5998 |
|
2.618 |
1.5932 |
|
4.250 |
1.5825 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6138 |
1.6187 |
| PP |
1.6134 |
1.6167 |
| S1 |
1.6131 |
1.6147 |
|