CME British Pound Future December 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 |
1.5899 |
1.5925 |
0.0026 |
0.2% |
1.5875 |
| High |
1.5937 |
1.6030 |
0.0093 |
0.6% |
1.6030 |
| Low |
1.5878 |
1.5918 |
0.0040 |
0.3% |
1.5821 |
| Close |
1.5932 |
1.6000 |
0.0068 |
0.4% |
1.6000 |
| Range |
0.0059 |
0.0112 |
0.0053 |
89.8% |
0.0209 |
| ATR |
0.0078 |
0.0081 |
0.0002 |
3.1% |
0.0000 |
| Volume |
8,894 |
17,964 |
9,070 |
102.0% |
35,856 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6319 |
1.6271 |
1.6062 |
|
| R3 |
1.6207 |
1.6159 |
1.6031 |
|
| R2 |
1.6095 |
1.6095 |
1.6021 |
|
| R1 |
1.6047 |
1.6047 |
1.6010 |
1.6071 |
| PP |
1.5983 |
1.5983 |
1.5983 |
1.5995 |
| S1 |
1.5935 |
1.5935 |
1.5990 |
1.5959 |
| S2 |
1.5871 |
1.5871 |
1.5979 |
|
| S3 |
1.5759 |
1.5823 |
1.5969 |
|
| S4 |
1.5647 |
1.5711 |
1.5938 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6577 |
1.6498 |
1.6115 |
|
| R3 |
1.6368 |
1.6289 |
1.6057 |
|
| R2 |
1.6159 |
1.6159 |
1.6038 |
|
| R1 |
1.6080 |
1.6080 |
1.6019 |
1.6120 |
| PP |
1.5950 |
1.5950 |
1.5950 |
1.5970 |
| S1 |
1.5871 |
1.5871 |
1.5981 |
1.5911 |
| S2 |
1.5741 |
1.5741 |
1.5962 |
|
| S3 |
1.5532 |
1.5662 |
1.5943 |
|
| S4 |
1.5323 |
1.5453 |
1.5885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6030 |
1.5773 |
0.0257 |
1.6% |
0.0091 |
0.6% |
88% |
True |
False |
7,320 |
| 10 |
1.6030 |
1.5747 |
0.0283 |
1.8% |
0.0078 |
0.5% |
89% |
True |
False |
3,838 |
| 20 |
1.6030 |
1.5580 |
0.0450 |
2.8% |
0.0071 |
0.4% |
93% |
True |
False |
1,952 |
| 40 |
1.6030 |
1.5430 |
0.0600 |
3.8% |
0.0083 |
0.5% |
95% |
True |
False |
1,017 |
| 60 |
1.6030 |
1.5401 |
0.0629 |
3.9% |
0.0079 |
0.5% |
95% |
True |
False |
698 |
| 80 |
1.6030 |
1.5335 |
0.0695 |
4.3% |
0.0066 |
0.4% |
96% |
True |
False |
526 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0053 |
0.3% |
73% |
False |
False |
421 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0045 |
0.3% |
73% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6506 |
|
2.618 |
1.6323 |
|
1.618 |
1.6211 |
|
1.000 |
1.6142 |
|
0.618 |
1.6099 |
|
HIGH |
1.6030 |
|
0.618 |
1.5987 |
|
0.500 |
1.5974 |
|
0.382 |
1.5961 |
|
LOW |
1.5918 |
|
0.618 |
1.5849 |
|
1.000 |
1.5806 |
|
1.618 |
1.5737 |
|
2.618 |
1.5625 |
|
4.250 |
1.5442 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5991 |
1.5975 |
| PP |
1.5983 |
1.5950 |
| S1 |
1.5974 |
1.5926 |
|