CME British Pound Future September 2012
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.6069 |
1.6107 |
0.0038 |
0.2% |
1.5878 |
High |
1.6132 |
1.6174 |
0.0042 |
0.3% |
1.6035 |
Low |
1.6064 |
1.6069 |
0.0005 |
0.0% |
1.5825 |
Close |
1.6103 |
1.6154 |
0.0051 |
0.3% |
1.6005 |
Range |
0.0068 |
0.0105 |
0.0037 |
54.4% |
0.0210 |
ATR |
0.0087 |
0.0088 |
0.0001 |
1.5% |
0.0000 |
Volume |
150,271 |
133,916 |
-16,355 |
-10.9% |
451,724 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6447 |
1.6406 |
1.6212 |
|
R3 |
1.6342 |
1.6301 |
1.6183 |
|
R2 |
1.6237 |
1.6237 |
1.6173 |
|
R1 |
1.6196 |
1.6196 |
1.6164 |
1.6217 |
PP |
1.6132 |
1.6132 |
1.6132 |
1.6143 |
S1 |
1.6091 |
1.6091 |
1.6144 |
1.6112 |
S2 |
1.6027 |
1.6027 |
1.6135 |
|
S3 |
1.5922 |
1.5986 |
1.6125 |
|
S4 |
1.5817 |
1.5881 |
1.6096 |
|
|
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 |
1.6174 |
1.5922 |
0.0252 |
1.6% |
0.0089 |
0.5% |
92% |
True |
False |
125,292 |
10 |
1.6174 |
1.5769 |
0.0405 |
2.5% |
0.0089 |
0.6% |
95% |
True |
False |
111,873 |
20 |
1.6174 |
1.5635 |
0.0539 |
3.3% |
0.0081 |
0.5% |
96% |
True |
False |
98,571 |
40 |
1.6174 |
1.5456 |
0.0718 |
4.4% |
0.0097 |
0.6% |
97% |
True |
False |
101,857 |
60 |
1.6174 |
1.5390 |
0.0784 |
4.9% |
0.0102 |
0.6% |
97% |
True |
False |
95,694 |
80 |
1.6174 |
1.5266 |
0.0908 |
5.6% |
0.0107 |
0.7% |
98% |
True |
False |
78,070 |
100 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0100 |
0.6% |
88% |
False |
False |
62,474 |
120 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0095 |
0.6% |
88% |
False |
False |
52,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6620 |
2.618 |
1.6449 |
1.618 |
1.6344 |
1.000 |
1.6279 |
0.618 |
1.6239 |
HIGH |
1.6174 |
0.618 |
1.6134 |
0.500 |
1.6122 |
0.382 |
1.6109 |
LOW |
1.6069 |
0.618 |
1.6004 |
1.000 |
1.5964 |
1.618 |
1.5899 |
2.618 |
1.5794 |
4.250 |
1.5623 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.6143 |
1.6129 |
PP |
1.6132 |
1.6105 |
S1 |
1.6122 |
1.6080 |
|