CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5902 |
1.5935 |
0.0033 |
0.2% |
1.5878 |
| High |
1.5942 |
1.6035 |
0.0093 |
0.6% |
1.6035 |
| Low |
1.5881 |
1.5922 |
0.0041 |
0.3% |
1.5825 |
| Close |
1.5936 |
1.6005 |
0.0069 |
0.4% |
1.6005 |
| Range |
0.0061 |
0.0113 |
0.0052 |
85.2% |
0.0210 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.0% |
0.0000 |
| Volume |
105,697 |
130,389 |
24,692 |
23.4% |
451,724 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6326 |
1.6279 |
1.6067 |
|
| R3 |
1.6213 |
1.6166 |
1.6036 |
|
| R2 |
1.6100 |
1.6100 |
1.6026 |
|
| R1 |
1.6053 |
1.6053 |
1.6015 |
1.6077 |
| PP |
1.5987 |
1.5987 |
1.5987 |
1.5999 |
| S1 |
1.5940 |
1.5940 |
1.5995 |
1.5964 |
| S2 |
1.5874 |
1.5874 |
1.5984 |
|
| S3 |
1.5761 |
1.5827 |
1.5974 |
|
| S4 |
1.5648 |
1.5714 |
1.5943 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6585 |
1.6505 |
1.6121 |
|
| R3 |
1.6375 |
1.6295 |
1.6063 |
|
| R2 |
1.6165 |
1.6165 |
1.6044 |
|
| R1 |
1.6085 |
1.6085 |
1.6024 |
1.6125 |
| PP |
1.5955 |
1.5955 |
1.5955 |
1.5975 |
| S1 |
1.5875 |
1.5875 |
1.5986 |
1.5915 |
| S2 |
1.5745 |
1.5745 |
1.5967 |
|
| S3 |
1.5535 |
1.5665 |
1.5947 |
|
| S4 |
1.5325 |
1.5455 |
1.5890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6035 |
1.5778 |
0.0257 |
1.6% |
0.0091 |
0.6% |
88% |
True |
False |
111,720 |
| 10 |
1.6035 |
1.5752 |
0.0283 |
1.8% |
0.0081 |
0.5% |
89% |
True |
False |
91,864 |
| 20 |
1.6035 |
1.5575 |
0.0460 |
2.9% |
0.0080 |
0.5% |
93% |
True |
False |
91,102 |
| 40 |
1.6035 |
1.5411 |
0.0624 |
3.9% |
0.0102 |
0.6% |
95% |
True |
False |
98,856 |
| 60 |
1.6035 |
1.5390 |
0.0645 |
4.0% |
0.0107 |
0.7% |
95% |
True |
False |
93,610 |
| 80 |
1.6035 |
1.5266 |
0.0769 |
4.8% |
0.0108 |
0.7% |
96% |
True |
False |
71,877 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0100 |
0.6% |
73% |
False |
False |
57,518 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0095 |
0.6% |
73% |
False |
False |
47,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6515 |
|
2.618 |
1.6331 |
|
1.618 |
1.6218 |
|
1.000 |
1.6148 |
|
0.618 |
1.6105 |
|
HIGH |
1.6035 |
|
0.618 |
1.5992 |
|
0.500 |
1.5979 |
|
0.382 |
1.5965 |
|
LOW |
1.5922 |
|
0.618 |
1.5852 |
|
1.000 |
1.5809 |
|
1.618 |
1.5739 |
|
2.618 |
1.5626 |
|
4.250 |
1.5442 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5996 |
1.5980 |
| PP |
1.5987 |
1.5955 |
| S1 |
1.5979 |
1.5930 |
|