CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6070 |
1.6108 |
0.0038 |
0.2% |
1.6022 |
| High |
1.6070 |
1.6122 |
0.0052 |
0.3% |
1.6130 |
| Low |
1.6070 |
1.6102 |
0.0032 |
0.2% |
1.5913 |
| Close |
1.6070 |
1.6122 |
0.0052 |
0.3% |
1.6090 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0217 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
101 |
2 |
-99 |
-98.0% |
247 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6175 |
1.6169 |
1.6133 |
|
| R3 |
1.6155 |
1.6149 |
1.6128 |
|
| R2 |
1.6135 |
1.6135 |
1.6126 |
|
| R1 |
1.6129 |
1.6129 |
1.6124 |
1.6132 |
| PP |
1.6115 |
1.6115 |
1.6115 |
1.6117 |
| S1 |
1.6109 |
1.6109 |
1.6120 |
1.6112 |
| S2 |
1.6095 |
1.6095 |
1.6118 |
|
| S3 |
1.6075 |
1.6089 |
1.6117 |
|
| S4 |
1.6055 |
1.6069 |
1.6111 |
|
|
| 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 |
1.6032 |
0.0098 |
0.6% |
0.0016 |
0.1% |
92% |
False |
False |
59 |
| 10 |
1.6130 |
1.5913 |
0.0217 |
1.3% |
0.0039 |
0.2% |
96% |
False |
False |
51 |
| 20 |
1.6195 |
1.5913 |
0.0282 |
1.7% |
0.0045 |
0.3% |
74% |
False |
False |
36 |
| 40 |
1.6281 |
1.5913 |
0.0368 |
2.3% |
0.0042 |
0.3% |
57% |
False |
False |
34 |
| 60 |
1.6281 |
1.5626 |
0.0655 |
4.1% |
0.0031 |
0.2% |
76% |
False |
False |
26 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0023 |
0.1% |
81% |
False |
False |
25 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0022 |
0.1% |
81% |
False |
False |
26 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0020 |
0.1% |
83% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6207 |
|
2.618 |
1.6174 |
|
1.618 |
1.6154 |
|
1.000 |
1.6142 |
|
0.618 |
1.6134 |
|
HIGH |
1.6122 |
|
0.618 |
1.6114 |
|
0.500 |
1.6112 |
|
0.382 |
1.6110 |
|
LOW |
1.6102 |
|
0.618 |
1.6090 |
|
1.000 |
1.6082 |
|
1.618 |
1.6070 |
|
2.618 |
1.6050 |
|
4.250 |
1.6017 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6119 |
1.6107 |
| PP |
1.6115 |
1.6092 |
| S1 |
1.6112 |
1.6077 |
|