CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6185 |
1.6240 |
0.0055 |
0.3% |
1.6230 |
| High |
1.6222 |
1.6251 |
0.0029 |
0.2% |
1.6281 |
| Low |
1.6172 |
1.6175 |
0.0003 |
0.0% |
1.6164 |
| Close |
1.6220 |
1.6201 |
-0.0019 |
-0.1% |
1.6235 |
| Range |
0.0050 |
0.0076 |
0.0026 |
52.0% |
0.0117 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0000 |
| Volume |
66 |
90 |
24 |
36.4% |
91 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6437 |
1.6395 |
1.6243 |
|
| R3 |
1.6361 |
1.6319 |
1.6222 |
|
| R2 |
1.6285 |
1.6285 |
1.6215 |
|
| R1 |
1.6243 |
1.6243 |
1.6208 |
1.6226 |
| PP |
1.6209 |
1.6209 |
1.6209 |
1.6201 |
| S1 |
1.6167 |
1.6167 |
1.6194 |
1.6150 |
| S2 |
1.6133 |
1.6133 |
1.6187 |
|
| S3 |
1.6057 |
1.6091 |
1.6180 |
|
| S4 |
1.5981 |
1.6015 |
1.6159 |
|
|
| 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% |
0.0051 |
0.3% |
32% |
False |
False |
45 |
| 10 |
1.6281 |
1.6053 |
0.0228 |
1.4% |
0.0042 |
0.3% |
65% |
False |
False |
33 |
| 20 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0022 |
0.1% |
84% |
False |
False |
25 |
| 40 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0015 |
0.1% |
90% |
False |
False |
17 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0011 |
0.1% |
91% |
False |
False |
27 |
| 80 |
1.6281 |
1.5361 |
0.0920 |
5.7% |
0.0013 |
0.1% |
91% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6574 |
|
2.618 |
1.6450 |
|
1.618 |
1.6374 |
|
1.000 |
1.6327 |
|
0.618 |
1.6298 |
|
HIGH |
1.6251 |
|
0.618 |
1.6222 |
|
0.500 |
1.6213 |
|
0.382 |
1.6204 |
|
LOW |
1.6175 |
|
0.618 |
1.6128 |
|
1.000 |
1.6099 |
|
1.618 |
1.6052 |
|
2.618 |
1.5976 |
|
4.250 |
1.5852 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6213 |
1.6227 |
| PP |
1.6209 |
1.6218 |
| S1 |
1.6205 |
1.6210 |
|