CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6235 |
1.6215 |
-0.0020 |
-0.1% |
1.6016 |
| High |
1.6266 |
1.6231 |
-0.0035 |
-0.2% |
1.6250 |
| Low |
1.6179 |
1.6159 |
-0.0020 |
-0.1% |
1.5955 |
| Close |
1.6224 |
1.6212 |
-0.0012 |
-0.1% |
1.6216 |
| Range |
0.0087 |
0.0072 |
-0.0015 |
-17.2% |
0.0295 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
94,247 |
105,941 |
11,694 |
12.4% |
313,275 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6417 |
1.6386 |
1.6252 |
|
| R3 |
1.6345 |
1.6314 |
1.6232 |
|
| R2 |
1.6273 |
1.6273 |
1.6225 |
|
| R1 |
1.6242 |
1.6242 |
1.6219 |
1.6222 |
| PP |
1.6201 |
1.6201 |
1.6201 |
1.6190 |
| S1 |
1.6170 |
1.6170 |
1.6205 |
1.6150 |
| S2 |
1.6129 |
1.6129 |
1.6199 |
|
| S3 |
1.6057 |
1.6098 |
1.6192 |
|
| S4 |
1.5985 |
1.6026 |
1.6172 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7025 |
1.6916 |
1.6378 |
|
| R3 |
1.6730 |
1.6621 |
1.6297 |
|
| R2 |
1.6435 |
1.6435 |
1.6270 |
|
| R1 |
1.6326 |
1.6326 |
1.6243 |
1.6381 |
| PP |
1.6140 |
1.6140 |
1.6140 |
1.6168 |
| S1 |
1.6031 |
1.6031 |
1.6189 |
1.6086 |
| S2 |
1.5845 |
1.5845 |
1.6162 |
|
| S3 |
1.5550 |
1.5736 |
1.6135 |
|
| S4 |
1.5255 |
1.5441 |
1.6054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6268 |
1.6138 |
0.0130 |
0.8% |
0.0077 |
0.5% |
57% |
False |
False |
100,945 |
| 10 |
1.6268 |
1.5918 |
0.0350 |
2.2% |
0.0083 |
0.5% |
84% |
False |
False |
70,558 |
| 20 |
1.6268 |
1.5747 |
0.0521 |
3.2% |
0.0077 |
0.5% |
89% |
False |
False |
36,303 |
| 40 |
1.6268 |
1.5479 |
0.0789 |
4.9% |
0.0080 |
0.5% |
93% |
False |
False |
18,195 |
| 60 |
1.6268 |
1.5401 |
0.0867 |
5.3% |
0.0082 |
0.5% |
94% |
False |
False |
12,149 |
| 80 |
1.6268 |
1.5335 |
0.0933 |
5.8% |
0.0074 |
0.5% |
94% |
False |
False |
9,120 |
| 100 |
1.6268 |
1.5335 |
0.0933 |
5.8% |
0.0060 |
0.4% |
94% |
False |
False |
7,297 |
| 120 |
1.6268 |
1.5335 |
0.0933 |
5.8% |
0.0050 |
0.3% |
94% |
False |
False |
6,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6537 |
|
2.618 |
1.6419 |
|
1.618 |
1.6347 |
|
1.000 |
1.6303 |
|
0.618 |
1.6275 |
|
HIGH |
1.6231 |
|
0.618 |
1.6203 |
|
0.500 |
1.6195 |
|
0.382 |
1.6187 |
|
LOW |
1.6159 |
|
0.618 |
1.6115 |
|
1.000 |
1.6087 |
|
1.618 |
1.6043 |
|
2.618 |
1.5971 |
|
4.250 |
1.5853 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6206 |
1.6213 |
| PP |
1.6201 |
1.6212 |
| S1 |
1.6195 |
1.6212 |
|