CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6022 |
1.6010 |
-0.0012 |
-0.1% |
1.6023 |
| High |
1.6022 |
1.6010 |
-0.0012 |
-0.1% |
1.6165 |
| Low |
1.5996 |
1.5913 |
-0.0083 |
-0.5% |
1.6003 |
| Close |
1.5996 |
1.5935 |
-0.0061 |
-0.4% |
1.6003 |
| Range |
0.0026 |
0.0097 |
0.0071 |
273.1% |
0.0162 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.0% |
0.0000 |
| Volume |
1 |
78 |
77 |
7,700.0% |
107 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6244 |
1.6186 |
1.5988 |
|
| R3 |
1.6147 |
1.6089 |
1.5962 |
|
| R2 |
1.6050 |
1.6050 |
1.5953 |
|
| R1 |
1.5992 |
1.5992 |
1.5944 |
1.5973 |
| PP |
1.5953 |
1.5953 |
1.5953 |
1.5943 |
| S1 |
1.5895 |
1.5895 |
1.5926 |
1.5876 |
| S2 |
1.5856 |
1.5856 |
1.5917 |
|
| S3 |
1.5759 |
1.5798 |
1.5908 |
|
| S4 |
1.5662 |
1.5701 |
1.5882 |
|
|
| 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 |
1.5913 |
0.0252 |
1.6% |
0.0059 |
0.4% |
9% |
False |
True |
33 |
| 10 |
1.6165 |
1.5913 |
0.0252 |
1.6% |
0.0049 |
0.3% |
9% |
False |
True |
21 |
| 20 |
1.6255 |
1.5913 |
0.0342 |
2.1% |
0.0055 |
0.3% |
6% |
False |
True |
28 |
| 40 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0039 |
0.2% |
31% |
False |
False |
27 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0029 |
0.2% |
56% |
False |
False |
20 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0022 |
0.1% |
60% |
False |
False |
27 |
| 100 |
1.6281 |
1.5361 |
0.0920 |
5.8% |
0.0022 |
0.1% |
62% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6422 |
|
2.618 |
1.6264 |
|
1.618 |
1.6167 |
|
1.000 |
1.6107 |
|
0.618 |
1.6070 |
|
HIGH |
1.6010 |
|
0.618 |
1.5973 |
|
0.500 |
1.5962 |
|
0.382 |
1.5950 |
|
LOW |
1.5913 |
|
0.618 |
1.5853 |
|
1.000 |
1.5816 |
|
1.618 |
1.5756 |
|
2.618 |
1.5659 |
|
4.250 |
1.5501 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5962 |
1.5985 |
| PP |
1.5953 |
1.5968 |
| S1 |
1.5944 |
1.5952 |
|