CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6235 |
1.6188 |
-0.0047 |
-0.3% |
1.5990 |
| High |
1.6245 |
1.6218 |
-0.0027 |
-0.2% |
1.6225 |
| Low |
1.6224 |
1.6180 |
-0.0044 |
-0.3% |
1.5990 |
| Close |
1.6230 |
1.6218 |
-0.0012 |
-0.1% |
1.6208 |
| Range |
0.0021 |
0.0038 |
0.0017 |
81.0% |
0.0235 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
1.0% |
0.0000 |
| Volume |
2 |
32 |
30 |
1,500.0% |
103 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6319 |
1.6307 |
1.6239 |
|
| R3 |
1.6281 |
1.6269 |
1.6228 |
|
| R2 |
1.6243 |
1.6243 |
1.6225 |
|
| R1 |
1.6231 |
1.6231 |
1.6221 |
1.6237 |
| PP |
1.6205 |
1.6205 |
1.6205 |
1.6209 |
| S1 |
1.6193 |
1.6193 |
1.6215 |
1.6199 |
| S2 |
1.6167 |
1.6167 |
1.6211 |
|
| S3 |
1.6129 |
1.6155 |
1.6208 |
|
| S4 |
1.6091 |
1.6117 |
1.6197 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6846 |
1.6762 |
1.6337 |
|
| R3 |
1.6611 |
1.6527 |
1.6273 |
|
| R2 |
1.6376 |
1.6376 |
1.6251 |
|
| R1 |
1.6292 |
1.6292 |
1.6230 |
1.6334 |
| PP |
1.6141 |
1.6141 |
1.6141 |
1.6162 |
| S1 |
1.6057 |
1.6057 |
1.6186 |
1.6099 |
| S2 |
1.5906 |
1.5906 |
1.6165 |
|
| S3 |
1.5671 |
1.5822 |
1.6143 |
|
| S4 |
1.5436 |
1.5587 |
1.6079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6245 |
1.6085 |
0.0160 |
1.0% |
0.0029 |
0.2% |
83% |
False |
False |
25 |
| 10 |
1.6245 |
1.5929 |
0.0316 |
1.9% |
0.0021 |
0.1% |
91% |
False |
False |
26 |
| 20 |
1.6245 |
1.5781 |
0.0464 |
2.9% |
0.0015 |
0.1% |
94% |
False |
False |
16 |
| 40 |
1.6245 |
1.5500 |
0.0745 |
4.6% |
0.0010 |
0.1% |
96% |
False |
False |
14 |
| 60 |
1.6245 |
1.5422 |
0.0823 |
5.1% |
0.0009 |
0.1% |
97% |
False |
False |
24 |
| 80 |
1.6245 |
1.5360 |
0.0885 |
5.5% |
0.0011 |
0.1% |
97% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6380 |
|
2.618 |
1.6317 |
|
1.618 |
1.6279 |
|
1.000 |
1.6256 |
|
0.618 |
1.6241 |
|
HIGH |
1.6218 |
|
0.618 |
1.6203 |
|
0.500 |
1.6199 |
|
0.382 |
1.6195 |
|
LOW |
1.6180 |
|
0.618 |
1.6157 |
|
1.000 |
1.6142 |
|
1.618 |
1.6119 |
|
2.618 |
1.6081 |
|
4.250 |
1.6019 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6212 |
1.6216 |
| PP |
1.6205 |
1.6214 |
| S1 |
1.6199 |
1.6213 |
|