CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6023 |
1.6068 |
0.0045 |
0.3% |
1.6102 |
| High |
1.6066 |
1.6116 |
0.0050 |
0.3% |
1.6102 |
| Low |
1.6023 |
1.6068 |
0.0045 |
0.3% |
1.5977 |
| Close |
1.6066 |
1.6102 |
0.0036 |
0.2% |
1.6064 |
| Range |
0.0043 |
0.0048 |
0.0005 |
11.6% |
0.0125 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
134 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6239 |
1.6219 |
1.6128 |
|
| R3 |
1.6191 |
1.6171 |
1.6115 |
|
| R2 |
1.6143 |
1.6143 |
1.6111 |
|
| R1 |
1.6123 |
1.6123 |
1.6106 |
1.6133 |
| PP |
1.6095 |
1.6095 |
1.6095 |
1.6101 |
| S1 |
1.6075 |
1.6075 |
1.6098 |
1.6085 |
| S2 |
1.6047 |
1.6047 |
1.6093 |
|
| S3 |
1.5999 |
1.6027 |
1.6089 |
|
| S4 |
1.5951 |
1.5979 |
1.6076 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6423 |
1.6368 |
1.6133 |
|
| R3 |
1.6298 |
1.6243 |
1.6098 |
|
| R2 |
1.6173 |
1.6173 |
1.6087 |
|
| R1 |
1.6118 |
1.6118 |
1.6075 |
1.6083 |
| PP |
1.6048 |
1.6048 |
1.6048 |
1.6030 |
| S1 |
1.5993 |
1.5993 |
1.6053 |
1.5958 |
| S2 |
1.5923 |
1.5923 |
1.6041 |
|
| S3 |
1.5798 |
1.5868 |
1.6030 |
|
| S4 |
1.5673 |
1.5743 |
1.5995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6116 |
1.5977 |
0.0139 |
0.9% |
0.0039 |
0.2% |
90% |
True |
False |
10 |
| 10 |
1.6195 |
1.5977 |
0.0218 |
1.4% |
0.0052 |
0.3% |
57% |
False |
False |
20 |
| 20 |
1.6281 |
1.5977 |
0.0304 |
1.9% |
0.0053 |
0.3% |
41% |
False |
False |
31 |
| 40 |
1.6281 |
1.5771 |
0.0510 |
3.2% |
0.0033 |
0.2% |
65% |
False |
False |
23 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0024 |
0.1% |
77% |
False |
False |
19 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0020 |
0.1% |
79% |
False |
False |
25 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0019 |
0.1% |
81% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6320 |
|
2.618 |
1.6242 |
|
1.618 |
1.6194 |
|
1.000 |
1.6164 |
|
0.618 |
1.6146 |
|
HIGH |
1.6116 |
|
0.618 |
1.6098 |
|
0.500 |
1.6092 |
|
0.382 |
1.6086 |
|
LOW |
1.6068 |
|
0.618 |
1.6038 |
|
1.000 |
1.6020 |
|
1.618 |
1.5990 |
|
2.618 |
1.5942 |
|
4.250 |
1.5864 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6099 |
1.6091 |
| PP |
1.6095 |
1.6080 |
| S1 |
1.6092 |
1.6070 |
|