CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6248 |
1.6185 |
-0.0063 |
-0.4% |
1.6230 |
| High |
1.6281 |
1.6222 |
-0.0059 |
-0.4% |
1.6281 |
| Low |
1.6232 |
1.6172 |
-0.0060 |
-0.4% |
1.6164 |
| Close |
1.6235 |
1.6220 |
-0.0015 |
-0.1% |
1.6235 |
| Range |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0117 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.4% |
0.0000 |
| Volume |
29 |
66 |
37 |
127.6% |
91 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6355 |
1.6337 |
1.6248 |
|
| R3 |
1.6305 |
1.6287 |
1.6234 |
|
| R2 |
1.6255 |
1.6255 |
1.6229 |
|
| R1 |
1.6237 |
1.6237 |
1.6225 |
1.6246 |
| PP |
1.6205 |
1.6205 |
1.6205 |
1.6209 |
| S1 |
1.6187 |
1.6187 |
1.6215 |
1.6196 |
| S2 |
1.6155 |
1.6155 |
1.6211 |
|
| S3 |
1.6105 |
1.6137 |
1.6206 |
|
| S4 |
1.6055 |
1.6087 |
1.6193 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6578 |
1.6523 |
1.6299 |
|
| R3 |
1.6461 |
1.6406 |
1.6267 |
|
| R2 |
1.6344 |
1.6344 |
1.6256 |
|
| R1 |
1.6289 |
1.6289 |
1.6246 |
1.6317 |
| PP |
1.6227 |
1.6227 |
1.6227 |
1.6240 |
| S1 |
1.6172 |
1.6172 |
1.6224 |
1.6200 |
| S2 |
1.6110 |
1.6110 |
1.6214 |
|
| S3 |
1.5993 |
1.6055 |
1.6203 |
|
| S4 |
1.5876 |
1.5938 |
1.6171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6281 |
1.6164 |
0.0117 |
0.7% |
0.0040 |
0.2% |
48% |
False |
False |
27 |
| 10 |
1.6281 |
1.6053 |
0.0228 |
1.4% |
0.0035 |
0.2% |
73% |
False |
False |
25 |
| 20 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0018 |
0.1% |
88% |
False |
False |
21 |
| 40 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0013 |
0.1% |
92% |
False |
False |
15 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0012 |
0.1% |
93% |
False |
False |
25 |
| 80 |
1.6281 |
1.5361 |
0.0920 |
5.7% |
0.0012 |
0.1% |
93% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6435 |
|
2.618 |
1.6353 |
|
1.618 |
1.6303 |
|
1.000 |
1.6272 |
|
0.618 |
1.6253 |
|
HIGH |
1.6222 |
|
0.618 |
1.6203 |
|
0.500 |
1.6197 |
|
0.382 |
1.6191 |
|
LOW |
1.6172 |
|
0.618 |
1.6141 |
|
1.000 |
1.6122 |
|
1.618 |
1.6091 |
|
2.618 |
1.6041 |
|
4.250 |
1.5960 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6212 |
1.6223 |
| PP |
1.6205 |
1.6222 |
| S1 |
1.6197 |
1.6221 |
|