CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6138 |
1.6150 |
0.0012 |
0.1% |
1.6185 |
| High |
1.6141 |
1.6168 |
0.0027 |
0.2% |
1.6255 |
| Low |
1.6122 |
1.6133 |
0.0011 |
0.1% |
1.6114 |
| Close |
1.6122 |
1.6133 |
0.0011 |
0.1% |
1.6131 |
| Range |
0.0019 |
0.0035 |
0.0016 |
84.2% |
0.0141 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
68 |
49 |
-19 |
-27.9% |
234 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6250 |
1.6226 |
1.6152 |
|
| R3 |
1.6215 |
1.6191 |
1.6143 |
|
| R2 |
1.6180 |
1.6180 |
1.6139 |
|
| R1 |
1.6156 |
1.6156 |
1.6136 |
1.6151 |
| PP |
1.6145 |
1.6145 |
1.6145 |
1.6142 |
| S1 |
1.6121 |
1.6121 |
1.6130 |
1.6116 |
| S2 |
1.6110 |
1.6110 |
1.6127 |
|
| S3 |
1.6075 |
1.6086 |
1.6123 |
|
| S4 |
1.6040 |
1.6051 |
1.6114 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6590 |
1.6501 |
1.6209 |
|
| R3 |
1.6449 |
1.6360 |
1.6170 |
|
| R2 |
1.6308 |
1.6308 |
1.6157 |
|
| R1 |
1.6219 |
1.6219 |
1.6144 |
1.6193 |
| PP |
1.6167 |
1.6167 |
1.6167 |
1.6154 |
| S1 |
1.6078 |
1.6078 |
1.6118 |
1.6052 |
| S2 |
1.6026 |
1.6026 |
1.6105 |
|
| S3 |
1.5885 |
1.5937 |
1.6092 |
|
| S4 |
1.5744 |
1.5796 |
1.6053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6255 |
1.6114 |
0.0141 |
0.9% |
0.0059 |
0.4% |
13% |
False |
False |
39 |
| 10 |
1.6281 |
1.6114 |
0.0167 |
1.0% |
0.0055 |
0.3% |
11% |
False |
False |
42 |
| 20 |
1.6281 |
1.5897 |
0.0384 |
2.4% |
0.0036 |
0.2% |
61% |
False |
False |
34 |
| 40 |
1.6281 |
1.5626 |
0.0655 |
4.1% |
0.0023 |
0.1% |
77% |
False |
False |
20 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0015 |
0.1% |
83% |
False |
False |
23 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0016 |
0.1% |
83% |
False |
False |
23 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0015 |
0.1% |
84% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6317 |
|
2.618 |
1.6260 |
|
1.618 |
1.6225 |
|
1.000 |
1.6203 |
|
0.618 |
1.6190 |
|
HIGH |
1.6168 |
|
0.618 |
1.6155 |
|
0.500 |
1.6151 |
|
0.382 |
1.6146 |
|
LOW |
1.6133 |
|
0.618 |
1.6111 |
|
1.000 |
1.6098 |
|
1.618 |
1.6076 |
|
2.618 |
1.6041 |
|
4.250 |
1.5984 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6151 |
1.6185 |
| PP |
1.6145 |
1.6167 |
| S1 |
1.6139 |
1.6150 |
|