CME British Pound Future December 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 |
1.6064 |
1.6105 |
0.0041 |
0.3% |
1.5875 |
| High |
1.6126 |
1.6168 |
0.0042 |
0.3% |
1.6030 |
| Low |
1.6059 |
1.6069 |
0.0010 |
0.1% |
1.5821 |
| Close |
1.6097 |
1.6148 |
0.0051 |
0.3% |
1.6000 |
| Range |
0.0067 |
0.0099 |
0.0032 |
47.8% |
0.0209 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.7% |
0.0000 |
| Volume |
55,507 |
67,730 |
12,223 |
22.0% |
35,856 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6425 |
1.6386 |
1.6202 |
|
| R3 |
1.6326 |
1.6287 |
1.6175 |
|
| R2 |
1.6227 |
1.6227 |
1.6166 |
|
| R1 |
1.6188 |
1.6188 |
1.6157 |
1.6208 |
| PP |
1.6128 |
1.6128 |
1.6128 |
1.6138 |
| S1 |
1.6089 |
1.6089 |
1.6139 |
1.6109 |
| S2 |
1.6029 |
1.6029 |
1.6130 |
|
| S3 |
1.5930 |
1.5990 |
1.6121 |
|
| S4 |
1.5831 |
1.5891 |
1.6094 |
|
|
| 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 |
1.6168 |
1.5918 |
0.0250 |
1.5% |
0.0088 |
0.5% |
92% |
True |
False |
40,172 |
| 10 |
1.6168 |
1.5768 |
0.0400 |
2.5% |
0.0089 |
0.5% |
95% |
True |
False |
21,955 |
| 20 |
1.6168 |
1.5640 |
0.0528 |
3.3% |
0.0075 |
0.5% |
96% |
True |
False |
11,088 |
| 40 |
1.6168 |
1.5456 |
0.0712 |
4.4% |
0.0081 |
0.5% |
97% |
True |
False |
5,586 |
| 60 |
1.6168 |
1.5401 |
0.0767 |
4.7% |
0.0080 |
0.5% |
97% |
True |
False |
3,746 |
| 80 |
1.6168 |
1.5335 |
0.0833 |
5.2% |
0.0069 |
0.4% |
98% |
True |
False |
2,812 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.6% |
0.0056 |
0.3% |
90% |
False |
False |
2,250 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.6% |
0.0047 |
0.3% |
90% |
False |
False |
1,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6589 |
|
2.618 |
1.6427 |
|
1.618 |
1.6328 |
|
1.000 |
1.6267 |
|
0.618 |
1.6229 |
|
HIGH |
1.6168 |
|
0.618 |
1.6130 |
|
0.500 |
1.6119 |
|
0.382 |
1.6107 |
|
LOW |
1.6069 |
|
0.618 |
1.6008 |
|
1.000 |
1.5970 |
|
1.618 |
1.5909 |
|
2.618 |
1.5810 |
|
4.250 |
1.5648 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6138 |
1.6124 |
| PP |
1.6128 |
1.6100 |
| S1 |
1.6119 |
1.6076 |
|