CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5867 |
1.5899 |
0.0032 |
0.2% |
1.5806 |
| High |
1.5925 |
1.5937 |
0.0012 |
0.1% |
1.5895 |
| Low |
1.5821 |
1.5878 |
0.0057 |
0.4% |
1.5747 |
| Close |
1.5900 |
1.5932 |
0.0032 |
0.2% |
1.5878 |
| Range |
0.0104 |
0.0059 |
-0.0045 |
-43.3% |
0.0148 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,098 |
8,894 |
7,796 |
710.0% |
1,229 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6093 |
1.6071 |
1.5964 |
|
| R3 |
1.6034 |
1.6012 |
1.5948 |
|
| R2 |
1.5975 |
1.5975 |
1.5943 |
|
| R1 |
1.5953 |
1.5953 |
1.5937 |
1.5964 |
| PP |
1.5916 |
1.5916 |
1.5916 |
1.5921 |
| S1 |
1.5894 |
1.5894 |
1.5927 |
1.5905 |
| S2 |
1.5857 |
1.5857 |
1.5921 |
|
| S3 |
1.5798 |
1.5835 |
1.5916 |
|
| S4 |
1.5739 |
1.5776 |
1.5900 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6229 |
1.5959 |
|
| R3 |
1.6136 |
1.6081 |
1.5919 |
|
| R2 |
1.5988 |
1.5988 |
1.5905 |
|
| R1 |
1.5933 |
1.5933 |
1.5892 |
1.5961 |
| PP |
1.5840 |
1.5840 |
1.5840 |
1.5854 |
| S1 |
1.5785 |
1.5785 |
1.5864 |
1.5813 |
| S2 |
1.5692 |
1.5692 |
1.5851 |
|
| S3 |
1.5544 |
1.5637 |
1.5837 |
|
| S4 |
1.5396 |
1.5489 |
1.5797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5937 |
1.5768 |
0.0169 |
1.1% |
0.0089 |
0.6% |
97% |
True |
False |
3,738 |
| 10 |
1.5937 |
1.5747 |
0.0190 |
1.2% |
0.0072 |
0.5% |
97% |
True |
False |
2,048 |
| 20 |
1.5937 |
1.5580 |
0.0357 |
2.2% |
0.0068 |
0.4% |
99% |
True |
False |
1,068 |
| 40 |
1.5937 |
1.5401 |
0.0536 |
3.4% |
0.0082 |
0.5% |
99% |
True |
False |
568 |
| 60 |
1.5937 |
1.5401 |
0.0536 |
3.4% |
0.0077 |
0.5% |
99% |
True |
False |
399 |
| 80 |
1.5982 |
1.5335 |
0.0647 |
4.1% |
0.0065 |
0.4% |
92% |
False |
False |
302 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0052 |
0.3% |
66% |
False |
False |
242 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0044 |
0.3% |
66% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6188 |
|
2.618 |
1.6091 |
|
1.618 |
1.6032 |
|
1.000 |
1.5996 |
|
0.618 |
1.5973 |
|
HIGH |
1.5937 |
|
0.618 |
1.5914 |
|
0.500 |
1.5908 |
|
0.382 |
1.5901 |
|
LOW |
1.5878 |
|
0.618 |
1.5842 |
|
1.000 |
1.5819 |
|
1.618 |
1.5783 |
|
2.618 |
1.5724 |
|
4.250 |
1.5627 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5924 |
1.5914 |
| PP |
1.5916 |
1.5897 |
| S1 |
1.5908 |
1.5879 |
|