CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6219 |
1.6189 |
-0.0030 |
-0.2% |
1.6223 |
| High |
1.6263 |
1.6206 |
-0.0057 |
-0.4% |
1.6304 |
| Low |
1.6178 |
1.6133 |
-0.0045 |
-0.3% |
1.6159 |
| Close |
1.6206 |
1.6151 |
-0.0055 |
-0.3% |
1.6241 |
| Range |
0.0085 |
0.0073 |
-0.0012 |
-14.1% |
0.0145 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
97,700 |
102,244 |
4,544 |
4.7% |
486,748 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6382 |
1.6340 |
1.6191 |
|
| R3 |
1.6309 |
1.6267 |
1.6171 |
|
| R2 |
1.6236 |
1.6236 |
1.6164 |
|
| R1 |
1.6194 |
1.6194 |
1.6158 |
1.6179 |
| PP |
1.6163 |
1.6163 |
1.6163 |
1.6156 |
| S1 |
1.6121 |
1.6121 |
1.6144 |
1.6106 |
| S2 |
1.6090 |
1.6090 |
1.6138 |
|
| S3 |
1.6017 |
1.6048 |
1.6131 |
|
| S4 |
1.5944 |
1.5975 |
1.6111 |
|
|
| 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 |
1.6133 |
0.0171 |
1.1% |
0.0079 |
0.5% |
11% |
False |
True |
99,242 |
| 10 |
1.6304 |
1.6069 |
0.0235 |
1.5% |
0.0081 |
0.5% |
35% |
False |
False |
96,273 |
| 20 |
1.6304 |
1.5768 |
0.0536 |
3.3% |
0.0082 |
0.5% |
71% |
False |
False |
55,731 |
| 40 |
1.6304 |
1.5490 |
0.0814 |
5.0% |
0.0078 |
0.5% |
81% |
False |
False |
27,939 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
83% |
False |
False |
18,650 |
| 80 |
1.6304 |
1.5345 |
0.0959 |
5.9% |
0.0077 |
0.5% |
84% |
False |
False |
13,998 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0063 |
0.4% |
84% |
False |
False |
11,200 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0053 |
0.3% |
84% |
False |
False |
9,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6516 |
|
2.618 |
1.6397 |
|
1.618 |
1.6324 |
|
1.000 |
1.6279 |
|
0.618 |
1.6251 |
|
HIGH |
1.6206 |
|
0.618 |
1.6178 |
|
0.500 |
1.6170 |
|
0.382 |
1.6161 |
|
LOW |
1.6133 |
|
0.618 |
1.6088 |
|
1.000 |
1.6060 |
|
1.618 |
1.6015 |
|
2.618 |
1.5942 |
|
4.250 |
1.5823 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6170 |
1.6198 |
| PP |
1.6163 |
1.6182 |
| S1 |
1.6157 |
1.6167 |
|