CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5897 |
1.5929 |
0.0032 |
0.2% |
1.5792 |
| High |
1.5897 |
1.5929 |
0.0032 |
0.2% |
1.5876 |
| Low |
1.5897 |
1.5929 |
0.0032 |
0.2% |
1.5781 |
| Close |
1.5897 |
1.5929 |
0.0032 |
0.2% |
1.5876 |
| Range |
|
|
|
|
|
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
34 |
55 |
21 |
61.8% |
20 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5929 |
1.5929 |
1.5929 |
|
| R3 |
1.5929 |
1.5929 |
1.5929 |
|
| R2 |
1.5929 |
1.5929 |
1.5929 |
|
| R1 |
1.5929 |
1.5929 |
1.5929 |
1.5929 |
| PP |
1.5929 |
1.5929 |
1.5929 |
1.5929 |
| S1 |
1.5929 |
1.5929 |
1.5929 |
1.5929 |
| S2 |
1.5929 |
1.5929 |
1.5929 |
|
| S3 |
1.5929 |
1.5929 |
1.5929 |
|
| S4 |
1.5929 |
1.5929 |
1.5929 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6129 |
1.6098 |
1.5928 |
|
| R3 |
1.6034 |
1.6003 |
1.5902 |
|
| R2 |
1.5939 |
1.5939 |
1.5893 |
|
| R1 |
1.5908 |
1.5908 |
1.5885 |
1.5924 |
| PP |
1.5844 |
1.5844 |
1.5844 |
1.5852 |
| S1 |
1.5813 |
1.5813 |
1.5867 |
1.5829 |
| S2 |
1.5749 |
1.5749 |
1.5859 |
|
| S3 |
1.5654 |
1.5718 |
1.5850 |
|
| S4 |
1.5559 |
1.5623 |
1.5824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5929 |
1.5781 |
0.0148 |
0.9% |
0.0001 |
0.0% |
100% |
True |
False |
20 |
| 10 |
1.5929 |
1.5781 |
0.0148 |
0.9% |
0.0001 |
0.0% |
100% |
True |
False |
12 |
| 20 |
1.5929 |
1.5626 |
0.0303 |
1.9% |
0.0009 |
0.1% |
100% |
True |
False |
10 |
| 40 |
1.5929 |
1.5422 |
0.0507 |
3.2% |
0.0005 |
0.0% |
100% |
True |
False |
13 |
| 60 |
1.5929 |
1.5422 |
0.0507 |
3.2% |
0.0010 |
0.1% |
100% |
True |
False |
21 |
| 80 |
1.5972 |
1.5360 |
0.0612 |
3.8% |
0.0009 |
0.1% |
93% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5929 |
|
2.618 |
1.5929 |
|
1.618 |
1.5929 |
|
1.000 |
1.5929 |
|
0.618 |
1.5929 |
|
HIGH |
1.5929 |
|
0.618 |
1.5929 |
|
0.500 |
1.5929 |
|
0.382 |
1.5929 |
|
LOW |
1.5929 |
|
0.618 |
1.5929 |
|
1.000 |
1.5929 |
|
1.618 |
1.5929 |
|
2.618 |
1.5929 |
|
4.250 |
1.5929 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5929 |
1.5920 |
| PP |
1.5929 |
1.5910 |
| S1 |
1.5929 |
1.5901 |
|