CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6104 |
1.6181 |
0.0077 |
0.5% |
1.6138 |
| High |
1.6176 |
1.6195 |
0.0019 |
0.1% |
1.6195 |
| Low |
1.6104 |
1.6113 |
0.0009 |
0.1% |
1.6066 |
| Close |
1.6176 |
1.6134 |
-0.0042 |
-0.3% |
1.6134 |
| Range |
0.0072 |
0.0082 |
0.0010 |
13.9% |
0.0129 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.6% |
0.0000 |
| Volume |
14 |
14 |
0 |
0.0% |
170 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6393 |
1.6346 |
1.6179 |
|
| R3 |
1.6311 |
1.6264 |
1.6157 |
|
| R2 |
1.6229 |
1.6229 |
1.6149 |
|
| R1 |
1.6182 |
1.6182 |
1.6142 |
1.6165 |
| PP |
1.6147 |
1.6147 |
1.6147 |
1.6139 |
| S1 |
1.6100 |
1.6100 |
1.6126 |
1.6083 |
| S2 |
1.6065 |
1.6065 |
1.6119 |
|
| S3 |
1.5983 |
1.6018 |
1.6111 |
|
| S4 |
1.5901 |
1.5936 |
1.6089 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6519 |
1.6455 |
1.6205 |
|
| R3 |
1.6390 |
1.6326 |
1.6169 |
|
| R2 |
1.6261 |
1.6261 |
1.6158 |
|
| R1 |
1.6197 |
1.6197 |
1.6146 |
1.6165 |
| PP |
1.6132 |
1.6132 |
1.6132 |
1.6115 |
| S1 |
1.6068 |
1.6068 |
1.6122 |
1.6036 |
| S2 |
1.6003 |
1.6003 |
1.6110 |
|
| S3 |
1.5874 |
1.5939 |
1.6099 |
|
| S4 |
1.5745 |
1.5810 |
1.6063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6195 |
1.6066 |
0.0129 |
0.8% |
0.0053 |
0.3% |
53% |
True |
False |
34 |
| 10 |
1.6255 |
1.6066 |
0.0189 |
1.2% |
0.0063 |
0.4% |
36% |
False |
False |
40 |
| 20 |
1.6281 |
1.5990 |
0.0291 |
1.8% |
0.0046 |
0.3% |
49% |
False |
False |
29 |
| 40 |
1.6281 |
1.5661 |
0.0620 |
3.8% |
0.0028 |
0.2% |
76% |
False |
False |
21 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0019 |
0.1% |
81% |
False |
False |
19 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0019 |
0.1% |
83% |
False |
False |
24 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0017 |
0.1% |
84% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6544 |
|
2.618 |
1.6410 |
|
1.618 |
1.6328 |
|
1.000 |
1.6277 |
|
0.618 |
1.6246 |
|
HIGH |
1.6195 |
|
0.618 |
1.6164 |
|
0.500 |
1.6154 |
|
0.382 |
1.6144 |
|
LOW |
1.6113 |
|
0.618 |
1.6062 |
|
1.000 |
1.6031 |
|
1.618 |
1.5980 |
|
2.618 |
1.5898 |
|
4.250 |
1.5765 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6154 |
1.6133 |
| PP |
1.6147 |
1.6132 |
| S1 |
1.6141 |
1.6131 |
|