CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5878 |
1.5873 |
-0.0005 |
0.0% |
1.5815 |
| High |
1.5911 |
1.5934 |
0.0023 |
0.1% |
1.5890 |
| Low |
1.5850 |
1.5825 |
-0.0025 |
-0.2% |
1.5752 |
| Close |
1.5880 |
1.5904 |
0.0024 |
0.2% |
1.5882 |
| Range |
0.0061 |
0.0109 |
0.0048 |
78.7% |
0.0138 |
| ATR |
0.0089 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
| Volume |
112,806 |
102,832 |
-9,974 |
-8.8% |
369,537 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6215 |
1.6168 |
1.5964 |
|
| R3 |
1.6106 |
1.6059 |
1.5934 |
|
| R2 |
1.5997 |
1.5997 |
1.5924 |
|
| R1 |
1.5950 |
1.5950 |
1.5914 |
1.5974 |
| PP |
1.5888 |
1.5888 |
1.5888 |
1.5899 |
| S1 |
1.5841 |
1.5841 |
1.5894 |
1.5865 |
| S2 |
1.5779 |
1.5779 |
1.5884 |
|
| S3 |
1.5670 |
1.5732 |
1.5874 |
|
| S4 |
1.5561 |
1.5623 |
1.5844 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6255 |
1.6207 |
1.5958 |
|
| R3 |
1.6117 |
1.6069 |
1.5920 |
|
| R2 |
1.5979 |
1.5979 |
1.5907 |
|
| R1 |
1.5931 |
1.5931 |
1.5895 |
1.5955 |
| PP |
1.5841 |
1.5841 |
1.5841 |
1.5854 |
| S1 |
1.5793 |
1.5793 |
1.5869 |
1.5817 |
| S2 |
1.5703 |
1.5703 |
1.5857 |
|
| S3 |
1.5565 |
1.5655 |
1.5844 |
|
| S4 |
1.5427 |
1.5517 |
1.5806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5934 |
1.5769 |
0.0165 |
1.0% |
0.0088 |
0.6% |
82% |
True |
False |
91,124 |
| 10 |
1.5934 |
1.5752 |
0.0182 |
1.1% |
0.0080 |
0.5% |
84% |
True |
False |
88,057 |
| 20 |
1.5934 |
1.5571 |
0.0363 |
2.3% |
0.0080 |
0.5% |
92% |
True |
False |
88,186 |
| 40 |
1.5934 |
1.5390 |
0.0544 |
3.4% |
0.0103 |
0.6% |
94% |
True |
False |
97,547 |
| 60 |
1.5934 |
1.5390 |
0.0544 |
3.4% |
0.0108 |
0.7% |
94% |
True |
False |
91,216 |
| 80 |
1.6095 |
1.5266 |
0.0829 |
5.2% |
0.0108 |
0.7% |
77% |
False |
False |
68,928 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0100 |
0.6% |
63% |
False |
False |
55,158 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0095 |
0.6% |
63% |
False |
False |
45,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6397 |
|
2.618 |
1.6219 |
|
1.618 |
1.6110 |
|
1.000 |
1.6043 |
|
0.618 |
1.6001 |
|
HIGH |
1.5934 |
|
0.618 |
1.5892 |
|
0.500 |
1.5880 |
|
0.382 |
1.5867 |
|
LOW |
1.5825 |
|
0.618 |
1.5758 |
|
1.000 |
1.5716 |
|
1.618 |
1.5649 |
|
2.618 |
1.5540 |
|
4.250 |
1.5362 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5896 |
1.5888 |
| PP |
1.5888 |
1.5872 |
| S1 |
1.5880 |
1.5856 |
|