CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6120 |
1.6056 |
-0.0064 |
-0.4% |
1.6023 |
| High |
1.6120 |
1.6056 |
-0.0064 |
-0.4% |
1.6165 |
| Low |
1.6053 |
1.6003 |
-0.0050 |
-0.3% |
1.6003 |
| Close |
1.6053 |
1.6003 |
-0.0050 |
-0.3% |
1.6003 |
| Range |
0.0067 |
0.0053 |
-0.0014 |
-20.9% |
0.0162 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
21 |
38 |
17 |
81.0% |
107 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6180 |
1.6144 |
1.6032 |
|
| R3 |
1.6127 |
1.6091 |
1.6018 |
|
| R2 |
1.6074 |
1.6074 |
1.6013 |
|
| R1 |
1.6038 |
1.6038 |
1.6008 |
1.6030 |
| PP |
1.6021 |
1.6021 |
1.6021 |
1.6016 |
| S1 |
1.5985 |
1.5985 |
1.5998 |
1.5977 |
| S2 |
1.5968 |
1.5968 |
1.5993 |
|
| S3 |
1.5915 |
1.5932 |
1.5988 |
|
| S4 |
1.5862 |
1.5879 |
1.5974 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6543 |
1.6435 |
1.6092 |
|
| R3 |
1.6381 |
1.6273 |
1.6048 |
|
| R2 |
1.6219 |
1.6219 |
1.6033 |
|
| R1 |
1.6111 |
1.6111 |
1.6018 |
1.6084 |
| PP |
1.6057 |
1.6057 |
1.6057 |
1.6044 |
| S1 |
1.5949 |
1.5949 |
1.5988 |
1.5922 |
| S2 |
1.5895 |
1.5895 |
1.5973 |
|
| S3 |
1.5733 |
1.5787 |
1.5958 |
|
| S4 |
1.5571 |
1.5625 |
1.5914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6165 |
1.6003 |
0.0162 |
1.0% |
0.0053 |
0.3% |
0% |
False |
True |
21 |
| 10 |
1.6165 |
1.5977 |
0.0188 |
1.2% |
0.0048 |
0.3% |
14% |
False |
False |
24 |
| 20 |
1.6255 |
1.5977 |
0.0278 |
1.7% |
0.0056 |
0.3% |
9% |
False |
False |
32 |
| 40 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0035 |
0.2% |
44% |
False |
False |
25 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0027 |
0.2% |
64% |
False |
False |
20 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0022 |
0.1% |
68% |
False |
False |
26 |
| 100 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0021 |
0.1% |
70% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6281 |
|
2.618 |
1.6195 |
|
1.618 |
1.6142 |
|
1.000 |
1.6109 |
|
0.618 |
1.6089 |
|
HIGH |
1.6056 |
|
0.618 |
1.6036 |
|
0.500 |
1.6030 |
|
0.382 |
1.6023 |
|
LOW |
1.6003 |
|
0.618 |
1.5970 |
|
1.000 |
1.5950 |
|
1.618 |
1.5917 |
|
2.618 |
1.5864 |
|
4.250 |
1.5778 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6030 |
1.6084 |
| PP |
1.6021 |
1.6057 |
| S1 |
1.6012 |
1.6030 |
|