CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.6093 |
1.6032 |
-0.0061 |
-0.4% |
1.6022 |
High |
1.6126 |
1.6032 |
-0.0094 |
-0.6% |
1.6130 |
Low |
1.6086 |
1.6032 |
-0.0054 |
-0.3% |
1.5913 |
Close |
1.6090 |
1.6032 |
-0.0058 |
-0.4% |
1.6090 |
Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0217 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.6% |
0.0000 |
Volume |
43 |
101 |
58 |
134.9% |
247 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6032 |
1.6032 |
1.6032 |
|
R3 |
1.6032 |
1.6032 |
1.6032 |
|
R2 |
1.6032 |
1.6032 |
1.6032 |
|
R1 |
1.6032 |
1.6032 |
1.6032 |
1.6032 |
PP |
1.6032 |
1.6032 |
1.6032 |
1.6032 |
S1 |
1.6032 |
1.6032 |
1.6032 |
1.6032 |
S2 |
1.6032 |
1.6032 |
1.6032 |
|
S3 |
1.6032 |
1.6032 |
1.6032 |
|
S4 |
1.6032 |
1.6032 |
1.6032 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6695 |
1.6610 |
1.6209 |
|
R3 |
1.6478 |
1.6393 |
1.6150 |
|
R2 |
1.6261 |
1.6261 |
1.6130 |
|
R1 |
1.6176 |
1.6176 |
1.6110 |
1.6219 |
PP |
1.6044 |
1.6044 |
1.6044 |
1.6066 |
S1 |
1.5959 |
1.5959 |
1.6070 |
1.6002 |
S2 |
1.5827 |
1.5827 |
1.6050 |
|
S3 |
1.5610 |
1.5742 |
1.6030 |
|
S4 |
1.5393 |
1.5525 |
1.5971 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6130 |
1.5913 |
0.0217 |
1.4% |
0.0044 |
0.3% |
55% |
False |
False |
69 |
10 |
1.6165 |
1.5913 |
0.0252 |
1.6% |
0.0047 |
0.3% |
47% |
False |
False |
44 |
20 |
1.6195 |
1.5913 |
0.0282 |
1.8% |
0.0049 |
0.3% |
42% |
False |
False |
34 |
40 |
1.6281 |
1.5873 |
0.0408 |
2.5% |
0.0042 |
0.3% |
39% |
False |
False |
33 |
60 |
1.6281 |
1.5607 |
0.0674 |
4.2% |
0.0031 |
0.2% |
63% |
False |
False |
24 |
80 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0023 |
0.1% |
71% |
False |
False |
27 |
100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0022 |
0.1% |
71% |
False |
False |
25 |
120 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0020 |
0.1% |
73% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6032 |
2.618 |
1.6032 |
1.618 |
1.6032 |
1.000 |
1.6032 |
0.618 |
1.6032 |
HIGH |
1.6032 |
0.618 |
1.6032 |
0.500 |
1.6032 |
0.382 |
1.6032 |
LOW |
1.6032 |
0.618 |
1.6032 |
1.000 |
1.6032 |
1.618 |
1.6032 |
2.618 |
1.6032 |
4.250 |
1.6032 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.6032 |
1.6081 |
PP |
1.6032 |
1.6065 |
S1 |
1.6032 |
1.6048 |
|