CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6059 |
1.6108 |
0.0049 |
0.3% |
1.5880 |
| High |
1.6059 |
1.6110 |
0.0051 |
0.3% |
1.6000 |
| Low |
1.6059 |
1.6053 |
-0.0006 |
0.0% |
1.5873 |
| Close |
1.6059 |
1.6092 |
0.0033 |
0.2% |
1.5997 |
| Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0127 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
147 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6256 |
1.6231 |
1.6123 |
|
| R3 |
1.6199 |
1.6174 |
1.6108 |
|
| R2 |
1.6142 |
1.6142 |
1.6102 |
|
| R1 |
1.6117 |
1.6117 |
1.6097 |
1.6101 |
| PP |
1.6085 |
1.6085 |
1.6085 |
1.6077 |
| S1 |
1.6060 |
1.6060 |
1.6087 |
1.6044 |
| S2 |
1.6028 |
1.6028 |
1.6082 |
|
| S3 |
1.5971 |
1.6003 |
1.6076 |
|
| S4 |
1.5914 |
1.5946 |
1.6061 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6294 |
1.6067 |
|
| R3 |
1.6211 |
1.6167 |
1.6032 |
|
| R2 |
1.6084 |
1.6084 |
1.6020 |
|
| R1 |
1.6040 |
1.6040 |
1.6009 |
1.6062 |
| PP |
1.5957 |
1.5957 |
1.5957 |
1.5968 |
| S1 |
1.5913 |
1.5913 |
1.5985 |
1.5935 |
| S2 |
1.5830 |
1.5830 |
1.5974 |
|
| S3 |
1.5703 |
1.5786 |
1.5962 |
|
| S4 |
1.5576 |
1.5659 |
1.5927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6110 |
1.5929 |
0.0181 |
1.1% |
0.0012 |
0.1% |
90% |
True |
False |
27 |
| 10 |
1.6110 |
1.5781 |
0.0329 |
2.0% |
0.0007 |
0.0% |
95% |
True |
False |
18 |
| 20 |
1.6110 |
1.5661 |
0.0449 |
2.8% |
0.0011 |
0.1% |
96% |
True |
False |
13 |
| 40 |
1.6110 |
1.5500 |
0.0610 |
3.8% |
0.0006 |
0.0% |
97% |
True |
False |
13 |
| 60 |
1.6110 |
1.5422 |
0.0688 |
4.3% |
0.0007 |
0.0% |
97% |
True |
False |
22 |
| 80 |
1.6110 |
1.5360 |
0.0750 |
4.7% |
0.0010 |
0.1% |
98% |
True |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6352 |
|
2.618 |
1.6259 |
|
1.618 |
1.6202 |
|
1.000 |
1.6167 |
|
0.618 |
1.6145 |
|
HIGH |
1.6110 |
|
0.618 |
1.6088 |
|
0.500 |
1.6082 |
|
0.382 |
1.6075 |
|
LOW |
1.6053 |
|
0.618 |
1.6018 |
|
1.000 |
1.5996 |
|
1.618 |
1.5961 |
|
2.618 |
1.5904 |
|
4.250 |
1.5811 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6089 |
1.6078 |
| PP |
1.6085 |
1.6064 |
| S1 |
1.6082 |
1.6050 |
|