CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6190 |
1.6248 |
0.0058 |
0.4% |
1.6230 |
| High |
1.6207 |
1.6281 |
0.0074 |
0.5% |
1.6281 |
| Low |
1.6164 |
1.6232 |
0.0068 |
0.4% |
1.6164 |
| Close |
1.6207 |
1.6235 |
0.0028 |
0.2% |
1.6235 |
| Range |
0.0043 |
0.0049 |
0.0006 |
14.0% |
0.0117 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.6% |
0.0000 |
| Volume |
8 |
29 |
21 |
262.5% |
91 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6396 |
1.6365 |
1.6262 |
|
| R3 |
1.6347 |
1.6316 |
1.6248 |
|
| R2 |
1.6298 |
1.6298 |
1.6244 |
|
| R1 |
1.6267 |
1.6267 |
1.6239 |
1.6258 |
| PP |
1.6249 |
1.6249 |
1.6249 |
1.6245 |
| S1 |
1.6218 |
1.6218 |
1.6231 |
1.6209 |
| S2 |
1.6200 |
1.6200 |
1.6226 |
|
| S3 |
1.6151 |
1.6169 |
1.6222 |
|
| S4 |
1.6102 |
1.6120 |
1.6208 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6578 |
1.6523 |
1.6299 |
|
| R3 |
1.6461 |
1.6406 |
1.6267 |
|
| R2 |
1.6344 |
1.6344 |
1.6256 |
|
| R1 |
1.6289 |
1.6289 |
1.6246 |
1.6317 |
| PP |
1.6227 |
1.6227 |
1.6227 |
1.6240 |
| S1 |
1.6172 |
1.6172 |
1.6224 |
1.6200 |
| S2 |
1.6110 |
1.6110 |
1.6214 |
|
| S3 |
1.5993 |
1.6055 |
1.6203 |
|
| S4 |
1.5876 |
1.5938 |
1.6171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6281 |
1.6164 |
0.0117 |
0.7% |
0.0031 |
0.2% |
61% |
True |
False |
18 |
| 10 |
1.6281 |
1.5990 |
0.0291 |
1.8% |
0.0030 |
0.2% |
84% |
True |
False |
19 |
| 20 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0015 |
0.1% |
91% |
True |
False |
18 |
| 40 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0012 |
0.1% |
94% |
True |
False |
14 |
| 60 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0011 |
0.1% |
95% |
True |
False |
24 |
| 80 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0012 |
0.1% |
95% |
True |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6489 |
|
2.618 |
1.6409 |
|
1.618 |
1.6360 |
|
1.000 |
1.6330 |
|
0.618 |
1.6311 |
|
HIGH |
1.6281 |
|
0.618 |
1.6262 |
|
0.500 |
1.6257 |
|
0.382 |
1.6251 |
|
LOW |
1.6232 |
|
0.618 |
1.6202 |
|
1.000 |
1.6183 |
|
1.618 |
1.6153 |
|
2.618 |
1.6104 |
|
4.250 |
1.6024 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6257 |
1.6231 |
| PP |
1.6249 |
1.6227 |
| S1 |
1.6242 |
1.6223 |
|