CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5989 |
1.6069 |
0.0080 |
0.5% |
1.5878 |
| High |
1.6084 |
1.6132 |
0.0048 |
0.3% |
1.6035 |
| Low |
1.5986 |
1.6064 |
0.0078 |
0.5% |
1.5825 |
| Close |
1.6070 |
1.6103 |
0.0033 |
0.2% |
1.6005 |
| Range |
0.0098 |
0.0068 |
-0.0030 |
-30.6% |
0.0210 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
111,569 |
150,271 |
38,702 |
34.7% |
451,724 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6271 |
1.6140 |
|
| R3 |
1.6236 |
1.6203 |
1.6122 |
|
| R2 |
1.6168 |
1.6168 |
1.6115 |
|
| R1 |
1.6135 |
1.6135 |
1.6109 |
1.6152 |
| PP |
1.6100 |
1.6100 |
1.6100 |
1.6108 |
| S1 |
1.6067 |
1.6067 |
1.6097 |
1.6084 |
| S2 |
1.6032 |
1.6032 |
1.6091 |
|
| S3 |
1.5964 |
1.5999 |
1.6084 |
|
| S4 |
1.5896 |
1.5931 |
1.6066 |
|
|
| 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 |
1.6132 |
1.5881 |
0.0251 |
1.6% |
0.0080 |
0.5% |
88% |
True |
False |
119,648 |
| 10 |
1.6132 |
1.5769 |
0.0363 |
2.3% |
0.0084 |
0.5% |
92% |
True |
False |
105,386 |
| 20 |
1.6132 |
1.5635 |
0.0497 |
3.1% |
0.0078 |
0.5% |
94% |
True |
False |
95,578 |
| 40 |
1.6132 |
1.5456 |
0.0676 |
4.2% |
0.0096 |
0.6% |
96% |
True |
False |
100,573 |
| 60 |
1.6132 |
1.5390 |
0.0742 |
4.6% |
0.0103 |
0.6% |
96% |
True |
False |
95,149 |
| 80 |
1.6132 |
1.5266 |
0.0866 |
5.4% |
0.0107 |
0.7% |
97% |
True |
False |
76,398 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0100 |
0.6% |
83% |
False |
False |
61,137 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0096 |
0.6% |
83% |
False |
False |
50,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6421 |
|
2.618 |
1.6310 |
|
1.618 |
1.6242 |
|
1.000 |
1.6200 |
|
0.618 |
1.6174 |
|
HIGH |
1.6132 |
|
0.618 |
1.6106 |
|
0.500 |
1.6098 |
|
0.382 |
1.6090 |
|
LOW |
1.6064 |
|
0.618 |
1.6022 |
|
1.000 |
1.5996 |
|
1.618 |
1.5954 |
|
2.618 |
1.5886 |
|
4.250 |
1.5775 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6084 |
| PP |
1.6100 |
1.6065 |
| S1 |
1.6098 |
1.6046 |
|