CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6188 |
1.6190 |
0.0002 |
0.0% |
1.5990 |
| High |
1.6218 |
1.6207 |
-0.0011 |
-0.1% |
1.6225 |
| Low |
1.6180 |
1.6164 |
-0.0016 |
-0.1% |
1.5990 |
| Close |
1.6218 |
1.6207 |
-0.0011 |
-0.1% |
1.6208 |
| Range |
0.0038 |
0.0043 |
0.0005 |
13.2% |
0.0235 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.6% |
0.0000 |
| Volume |
32 |
8 |
-24 |
-75.0% |
103 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6322 |
1.6307 |
1.6231 |
|
| R3 |
1.6279 |
1.6264 |
1.6219 |
|
| R2 |
1.6236 |
1.6236 |
1.6215 |
|
| R1 |
1.6221 |
1.6221 |
1.6211 |
1.6229 |
| PP |
1.6193 |
1.6193 |
1.6193 |
1.6196 |
| S1 |
1.6178 |
1.6178 |
1.6203 |
1.6186 |
| S2 |
1.6150 |
1.6150 |
1.6199 |
|
| S3 |
1.6107 |
1.6135 |
1.6195 |
|
| S4 |
1.6064 |
1.6092 |
1.6183 |
|
|
| 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 |
1.6164 |
0.0081 |
0.5% |
0.0027 |
0.2% |
53% |
False |
True |
15 |
| 10 |
1.6245 |
1.5990 |
0.0255 |
1.6% |
0.0025 |
0.2% |
85% |
False |
False |
21 |
| 20 |
1.6245 |
1.5781 |
0.0464 |
2.9% |
0.0013 |
0.1% |
92% |
False |
False |
17 |
| 40 |
1.6245 |
1.5500 |
0.0745 |
4.6% |
0.0011 |
0.1% |
95% |
False |
False |
13 |
| 60 |
1.6245 |
1.5422 |
0.0823 |
5.1% |
0.0010 |
0.1% |
95% |
False |
False |
24 |
| 80 |
1.6245 |
1.5360 |
0.0885 |
5.5% |
0.0012 |
0.1% |
96% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6390 |
|
2.618 |
1.6320 |
|
1.618 |
1.6277 |
|
1.000 |
1.6250 |
|
0.618 |
1.6234 |
|
HIGH |
1.6207 |
|
0.618 |
1.6191 |
|
0.500 |
1.6186 |
|
0.382 |
1.6180 |
|
LOW |
1.6164 |
|
0.618 |
1.6137 |
|
1.000 |
1.6121 |
|
1.618 |
1.6094 |
|
2.618 |
1.6051 |
|
4.250 |
1.5981 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6200 |
1.6206 |
| PP |
1.6193 |
1.6205 |
| S1 |
1.6186 |
1.6205 |
|