CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6166 |
1.6230 |
0.0064 |
0.4% |
1.6243 |
| High |
1.6240 |
1.6269 |
0.0029 |
0.2% |
1.6269 |
| Low |
1.6151 |
1.6109 |
-0.0042 |
-0.3% |
1.6109 |
| Close |
1.6232 |
1.6136 |
-0.0096 |
-0.6% |
1.6136 |
| Range |
0.0089 |
0.0160 |
0.0071 |
79.8% |
0.0160 |
| ATR |
0.0080 |
0.0086 |
0.0006 |
7.1% |
0.0000 |
| Volume |
114,217 |
157,291 |
43,074 |
37.7% |
549,382 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6651 |
1.6554 |
1.6224 |
|
| R3 |
1.6491 |
1.6394 |
1.6180 |
|
| R2 |
1.6331 |
1.6331 |
1.6165 |
|
| R1 |
1.6234 |
1.6234 |
1.6151 |
1.6203 |
| PP |
1.6171 |
1.6171 |
1.6171 |
1.6156 |
| S1 |
1.6074 |
1.6074 |
1.6121 |
1.6043 |
| S2 |
1.6011 |
1.6011 |
1.6107 |
|
| S3 |
1.5851 |
1.5914 |
1.6092 |
|
| S4 |
1.5691 |
1.5754 |
1.6048 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6651 |
1.6554 |
1.6224 |
|
| R3 |
1.6491 |
1.6394 |
1.6180 |
|
| R2 |
1.6331 |
1.6331 |
1.6165 |
|
| R1 |
1.6234 |
1.6234 |
1.6151 |
1.6203 |
| PP |
1.6171 |
1.6171 |
1.6171 |
1.6156 |
| S1 |
1.6074 |
1.6074 |
1.6121 |
1.6043 |
| S2 |
1.6011 |
1.6011 |
1.6107 |
|
| S3 |
1.5851 |
1.5914 |
1.6092 |
|
| S4 |
1.5691 |
1.5754 |
1.6048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6269 |
1.6109 |
0.0160 |
1.0% |
0.0095 |
0.6% |
17% |
True |
True |
109,876 |
| 10 |
1.6304 |
1.6109 |
0.0195 |
1.2% |
0.0084 |
0.5% |
14% |
False |
True |
103,613 |
| 20 |
1.6304 |
1.5773 |
0.0531 |
3.3% |
0.0087 |
0.5% |
68% |
False |
False |
69,300 |
| 40 |
1.6304 |
1.5527 |
0.0777 |
4.8% |
0.0078 |
0.5% |
78% |
False |
False |
34,724 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
81% |
False |
False |
23,171 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
81% |
False |
False |
17,391 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0066 |
0.4% |
83% |
False |
False |
13,915 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0055 |
0.3% |
83% |
False |
False |
11,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6949 |
|
2.618 |
1.6688 |
|
1.618 |
1.6528 |
|
1.000 |
1.6429 |
|
0.618 |
1.6368 |
|
HIGH |
1.6269 |
|
0.618 |
1.6208 |
|
0.500 |
1.6189 |
|
0.382 |
1.6170 |
|
LOW |
1.6109 |
|
0.618 |
1.6010 |
|
1.000 |
1.5949 |
|
1.618 |
1.5850 |
|
2.618 |
1.5690 |
|
4.250 |
1.5429 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6189 |
1.6189 |
| PP |
1.6171 |
1.6171 |
| S1 |
1.6154 |
1.6154 |
|