CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6010 |
1.5973 |
-0.0037 |
-0.2% |
1.6023 |
| High |
1.6010 |
1.6035 |
0.0025 |
0.2% |
1.6165 |
| Low |
1.5913 |
1.5973 |
0.0060 |
0.4% |
1.6003 |
| Close |
1.5935 |
1.6030 |
0.0095 |
0.6% |
1.6003 |
| Range |
0.0097 |
0.0062 |
-0.0035 |
-36.1% |
0.0162 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
4.8% |
0.0000 |
| Volume |
78 |
75 |
-3 |
-3.8% |
107 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6199 |
1.6176 |
1.6064 |
|
| R3 |
1.6137 |
1.6114 |
1.6047 |
|
| R2 |
1.6075 |
1.6075 |
1.6041 |
|
| R1 |
1.6052 |
1.6052 |
1.6036 |
1.6064 |
| PP |
1.6013 |
1.6013 |
1.6013 |
1.6018 |
| S1 |
1.5990 |
1.5990 |
1.6024 |
1.6002 |
| S2 |
1.5951 |
1.5951 |
1.6019 |
|
| S3 |
1.5889 |
1.5928 |
1.6013 |
|
| S4 |
1.5827 |
1.5866 |
1.5996 |
|
|
| 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 |
1.6120 |
1.5913 |
0.0207 |
1.3% |
0.0061 |
0.4% |
57% |
False |
False |
42 |
| 10 |
1.6165 |
1.5913 |
0.0252 |
1.6% |
0.0052 |
0.3% |
46% |
False |
False |
28 |
| 20 |
1.6255 |
1.5913 |
0.0342 |
2.1% |
0.0056 |
0.4% |
34% |
False |
False |
31 |
| 40 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0040 |
0.3% |
50% |
False |
False |
28 |
| 60 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0030 |
0.2% |
68% |
False |
False |
21 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0022 |
0.1% |
71% |
False |
False |
28 |
| 100 |
1.6281 |
1.5361 |
0.0920 |
5.7% |
0.0022 |
0.1% |
73% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6299 |
|
2.618 |
1.6197 |
|
1.618 |
1.6135 |
|
1.000 |
1.6097 |
|
0.618 |
1.6073 |
|
HIGH |
1.6035 |
|
0.618 |
1.6011 |
|
0.500 |
1.6004 |
|
0.382 |
1.5997 |
|
LOW |
1.5973 |
|
0.618 |
1.5935 |
|
1.000 |
1.5911 |
|
1.618 |
1.5873 |
|
2.618 |
1.5811 |
|
4.250 |
1.5710 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6021 |
1.6011 |
| PP |
1.6013 |
1.5993 |
| S1 |
1.6004 |
1.5974 |
|