CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6108 |
1.6100 |
-0.0008 |
0.0% |
1.5880 |
| High |
1.6110 |
1.6142 |
0.0032 |
0.2% |
1.6000 |
| Low |
1.6053 |
1.6085 |
0.0032 |
0.2% |
1.5873 |
| Close |
1.6092 |
1.6142 |
0.0050 |
0.3% |
1.5997 |
| Range |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0127 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.2% |
0.0000 |
| Volume |
10 |
58 |
48 |
480.0% |
147 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6294 |
1.6275 |
1.6173 |
|
| R3 |
1.6237 |
1.6218 |
1.6158 |
|
| R2 |
1.6180 |
1.6180 |
1.6152 |
|
| R1 |
1.6161 |
1.6161 |
1.6147 |
1.6171 |
| PP |
1.6123 |
1.6123 |
1.6123 |
1.6128 |
| S1 |
1.6104 |
1.6104 |
1.6137 |
1.6114 |
| S2 |
1.6066 |
1.6066 |
1.6132 |
|
| S3 |
1.6009 |
1.6047 |
1.6126 |
|
| S4 |
1.5952 |
1.5990 |
1.6111 |
|
|
| 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 |
1.6142 |
1.5990 |
0.0152 |
0.9% |
0.0023 |
0.1% |
100% |
True |
False |
28 |
| 10 |
1.6142 |
1.5781 |
0.0361 |
2.2% |
0.0012 |
0.1% |
100% |
True |
False |
24 |
| 20 |
1.6142 |
1.5661 |
0.0481 |
3.0% |
0.0014 |
0.1% |
100% |
True |
False |
15 |
| 40 |
1.6142 |
1.5500 |
0.0642 |
4.0% |
0.0008 |
0.0% |
100% |
True |
False |
13 |
| 60 |
1.6142 |
1.5422 |
0.0720 |
4.5% |
0.0008 |
0.0% |
100% |
True |
False |
23 |
| 80 |
1.6142 |
1.5360 |
0.0782 |
4.8% |
0.0011 |
0.1% |
100% |
True |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6384 |
|
2.618 |
1.6291 |
|
1.618 |
1.6234 |
|
1.000 |
1.6199 |
|
0.618 |
1.6177 |
|
HIGH |
1.6142 |
|
0.618 |
1.6120 |
|
0.500 |
1.6114 |
|
0.382 |
1.6107 |
|
LOW |
1.6085 |
|
0.618 |
1.6050 |
|
1.000 |
1.6028 |
|
1.618 |
1.5993 |
|
2.618 |
1.5936 |
|
4.250 |
1.5843 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6133 |
1.6127 |
| PP |
1.6123 |
1.6112 |
| S1 |
1.6114 |
1.6098 |
|