CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5925 |
1.6016 |
0.0091 |
0.6% |
1.5875 |
| High |
1.6030 |
1.6024 |
-0.0006 |
0.0% |
1.6030 |
| Low |
1.5918 |
1.5955 |
0.0037 |
0.2% |
1.5821 |
| Close |
1.6000 |
1.5995 |
-0.0005 |
0.0% |
1.6000 |
| Range |
0.0112 |
0.0069 |
-0.0043 |
-38.4% |
0.0209 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
17,964 |
23,252 |
5,288 |
29.4% |
35,856 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6198 |
1.6166 |
1.6033 |
|
| R3 |
1.6129 |
1.6097 |
1.6014 |
|
| R2 |
1.6060 |
1.6060 |
1.6008 |
|
| R1 |
1.6028 |
1.6028 |
1.6001 |
1.6010 |
| PP |
1.5991 |
1.5991 |
1.5991 |
1.5982 |
| S1 |
1.5959 |
1.5959 |
1.5989 |
1.5941 |
| S2 |
1.5922 |
1.5922 |
1.5982 |
|
| S3 |
1.5853 |
1.5890 |
1.5976 |
|
| S4 |
1.5784 |
1.5821 |
1.5957 |
|
|
| 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 |
1.5821 |
0.0209 |
1.3% |
0.0080 |
0.5% |
83% |
False |
False |
11,821 |
| 10 |
1.6030 |
1.5747 |
0.0283 |
1.8% |
0.0079 |
0.5% |
88% |
False |
False |
6,033 |
| 20 |
1.6030 |
1.5640 |
0.0390 |
2.4% |
0.0069 |
0.4% |
91% |
False |
False |
3,110 |
| 40 |
1.6030 |
1.5456 |
0.0574 |
3.6% |
0.0081 |
0.5% |
94% |
False |
False |
1,598 |
| 60 |
1.6030 |
1.5401 |
0.0629 |
3.9% |
0.0080 |
0.5% |
94% |
False |
False |
1,085 |
| 80 |
1.6030 |
1.5335 |
0.0695 |
4.3% |
0.0066 |
0.4% |
95% |
False |
False |
817 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0054 |
0.3% |
73% |
False |
False |
654 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0045 |
0.3% |
73% |
False |
False |
547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6317 |
|
2.618 |
1.6205 |
|
1.618 |
1.6136 |
|
1.000 |
1.6093 |
|
0.618 |
1.6067 |
|
HIGH |
1.6024 |
|
0.618 |
1.5998 |
|
0.500 |
1.5990 |
|
0.382 |
1.5981 |
|
LOW |
1.5955 |
|
0.618 |
1.5912 |
|
1.000 |
1.5886 |
|
1.618 |
1.5843 |
|
2.618 |
1.5774 |
|
4.250 |
1.5662 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5993 |
1.5981 |
| PP |
1.5991 |
1.5968 |
| S1 |
1.5990 |
1.5954 |
|