CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6112 |
1.6120 |
0.0008 |
0.0% |
1.6102 |
| High |
1.6165 |
1.6120 |
-0.0045 |
-0.3% |
1.6102 |
| Low |
1.6112 |
1.6053 |
-0.0059 |
-0.4% |
1.5977 |
| Close |
1.6144 |
1.6053 |
-0.0091 |
-0.6% |
1.6064 |
| Range |
0.0053 |
0.0067 |
0.0014 |
26.4% |
0.0125 |
| ATR |
0.0057 |
0.0060 |
0.0002 |
4.2% |
0.0000 |
| Volume |
28 |
21 |
-7 |
-25.0% |
134 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6276 |
1.6232 |
1.6090 |
|
| R3 |
1.6209 |
1.6165 |
1.6071 |
|
| R2 |
1.6142 |
1.6142 |
1.6065 |
|
| R1 |
1.6098 |
1.6098 |
1.6059 |
1.6087 |
| PP |
1.6075 |
1.6075 |
1.6075 |
1.6070 |
| S1 |
1.6031 |
1.6031 |
1.6047 |
1.6020 |
| S2 |
1.6008 |
1.6008 |
1.6041 |
|
| S3 |
1.5941 |
1.5964 |
1.6035 |
|
| S4 |
1.5874 |
1.5897 |
1.6016 |
|
|
| 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 |
1.6165 |
1.6023 |
0.0142 |
0.9% |
0.0049 |
0.3% |
21% |
False |
False |
15 |
| 10 |
1.6195 |
1.5977 |
0.0218 |
1.4% |
0.0051 |
0.3% |
35% |
False |
False |
21 |
| 20 |
1.6281 |
1.5977 |
0.0304 |
1.9% |
0.0055 |
0.3% |
25% |
False |
False |
31 |
| 40 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0034 |
0.2% |
54% |
False |
False |
24 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0026 |
0.2% |
71% |
False |
False |
19 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0021 |
0.1% |
73% |
False |
False |
26 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0020 |
0.1% |
75% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6405 |
|
2.618 |
1.6295 |
|
1.618 |
1.6228 |
|
1.000 |
1.6187 |
|
0.618 |
1.6161 |
|
HIGH |
1.6120 |
|
0.618 |
1.6094 |
|
0.500 |
1.6087 |
|
0.382 |
1.6079 |
|
LOW |
1.6053 |
|
0.618 |
1.6012 |
|
1.000 |
1.5986 |
|
1.618 |
1.5945 |
|
2.618 |
1.5878 |
|
4.250 |
1.5768 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6087 |
1.6109 |
| PP |
1.6075 |
1.6090 |
| S1 |
1.6064 |
1.6072 |
|