CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6056 |
1.6022 |
-0.0034 |
-0.2% |
1.6023 |
| High |
1.6056 |
1.6022 |
-0.0034 |
-0.2% |
1.6165 |
| Low |
1.6003 |
1.5996 |
-0.0007 |
0.0% |
1.6003 |
| Close |
1.6003 |
1.5996 |
-0.0007 |
0.0% |
1.6003 |
| Range |
0.0053 |
0.0026 |
-0.0027 |
-50.9% |
0.0162 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
38 |
1 |
-37 |
-97.4% |
107 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6083 |
1.6065 |
1.6010 |
|
| R3 |
1.6057 |
1.6039 |
1.6003 |
|
| R2 |
1.6031 |
1.6031 |
1.6001 |
|
| R1 |
1.6013 |
1.6013 |
1.5998 |
1.6009 |
| PP |
1.6005 |
1.6005 |
1.6005 |
1.6003 |
| S1 |
1.5987 |
1.5987 |
1.5994 |
1.5983 |
| S2 |
1.5979 |
1.5979 |
1.5991 |
|
| S3 |
1.5953 |
1.5961 |
1.5989 |
|
| S4 |
1.5927 |
1.5935 |
1.5982 |
|
|
| 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 |
1.5996 |
0.0169 |
1.1% |
0.0049 |
0.3% |
0% |
False |
True |
19 |
| 10 |
1.6165 |
1.5977 |
0.0188 |
1.2% |
0.0042 |
0.3% |
10% |
False |
False |
14 |
| 20 |
1.6255 |
1.5977 |
0.0278 |
1.7% |
0.0054 |
0.3% |
7% |
False |
False |
29 |
| 40 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0036 |
0.2% |
43% |
False |
False |
25 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0027 |
0.2% |
64% |
False |
False |
19 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0022 |
0.1% |
67% |
False |
False |
26 |
| 100 |
1.6281 |
1.5361 |
0.0920 |
5.8% |
0.0021 |
0.1% |
69% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6133 |
|
2.618 |
1.6090 |
|
1.618 |
1.6064 |
|
1.000 |
1.6048 |
|
0.618 |
1.6038 |
|
HIGH |
1.6022 |
|
0.618 |
1.6012 |
|
0.500 |
1.6009 |
|
0.382 |
1.6006 |
|
LOW |
1.5996 |
|
0.618 |
1.5980 |
|
1.000 |
1.5970 |
|
1.618 |
1.5954 |
|
2.618 |
1.5928 |
|
4.250 |
1.5886 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6009 |
1.6058 |
| PP |
1.6005 |
1.6037 |
| S1 |
1.6000 |
1.6017 |
|