CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6212 |
1.6243 |
0.0031 |
0.2% |
1.6223 |
| High |
1.6304 |
1.6244 |
-0.0060 |
-0.4% |
1.6304 |
| Low |
1.6208 |
1.6176 |
-0.0032 |
-0.2% |
1.6159 |
| Close |
1.6241 |
1.6225 |
-0.0016 |
-0.1% |
1.6241 |
| Range |
0.0096 |
0.0068 |
-0.0028 |
-29.2% |
0.0145 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
112,399 |
77,930 |
-34,469 |
-30.7% |
486,748 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6419 |
1.6390 |
1.6262 |
|
| R3 |
1.6351 |
1.6322 |
1.6244 |
|
| R2 |
1.6283 |
1.6283 |
1.6237 |
|
| R1 |
1.6254 |
1.6254 |
1.6231 |
1.6235 |
| PP |
1.6215 |
1.6215 |
1.6215 |
1.6205 |
| S1 |
1.6186 |
1.6186 |
1.6219 |
1.6167 |
| S2 |
1.6147 |
1.6147 |
1.6213 |
|
| S3 |
1.6079 |
1.6118 |
1.6206 |
|
| S4 |
1.6011 |
1.6050 |
1.6188 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6670 |
1.6600 |
1.6321 |
|
| R3 |
1.6525 |
1.6455 |
1.6281 |
|
| R2 |
1.6380 |
1.6380 |
1.6268 |
|
| R1 |
1.6310 |
1.6310 |
1.6254 |
1.6345 |
| PP |
1.6235 |
1.6235 |
1.6235 |
1.6252 |
| S1 |
1.6165 |
1.6165 |
1.6228 |
1.6200 |
| S2 |
1.6090 |
1.6090 |
1.6214 |
|
| S3 |
1.5945 |
1.6020 |
1.6201 |
|
| S4 |
1.5800 |
1.5875 |
1.6161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6304 |
1.6159 |
0.0145 |
0.9% |
0.0074 |
0.5% |
46% |
False |
False |
93,726 |
| 10 |
1.6304 |
1.5983 |
0.0321 |
2.0% |
0.0081 |
0.5% |
75% |
False |
False |
85,470 |
| 20 |
1.6304 |
1.5747 |
0.0557 |
3.4% |
0.0080 |
0.5% |
86% |
False |
False |
45,751 |
| 40 |
1.6304 |
1.5490 |
0.0814 |
5.0% |
0.0077 |
0.5% |
90% |
False |
False |
22,944 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
91% |
False |
False |
15,319 |
| 80 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0076 |
0.5% |
92% |
False |
False |
11,499 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0062 |
0.4% |
92% |
False |
False |
9,201 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0052 |
0.3% |
92% |
False |
False |
7,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6533 |
|
2.618 |
1.6422 |
|
1.618 |
1.6354 |
|
1.000 |
1.6312 |
|
0.618 |
1.6286 |
|
HIGH |
1.6244 |
|
0.618 |
1.6218 |
|
0.500 |
1.6210 |
|
0.382 |
1.6202 |
|
LOW |
1.6176 |
|
0.618 |
1.6134 |
|
1.000 |
1.6108 |
|
1.618 |
1.6066 |
|
2.618 |
1.5998 |
|
4.250 |
1.5887 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6220 |
1.6232 |
| PP |
1.6215 |
1.6229 |
| S1 |
1.6210 |
1.6227 |
|