CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5783 |
1.5878 |
0.0095 |
0.6% |
1.5815 |
| High |
1.5890 |
1.5911 |
0.0021 |
0.1% |
1.5890 |
| Low |
1.5778 |
1.5850 |
0.0072 |
0.5% |
1.5752 |
| Close |
1.5882 |
1.5880 |
-0.0002 |
0.0% |
1.5882 |
| Range |
0.0112 |
0.0061 |
-0.0051 |
-45.5% |
0.0138 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
106,877 |
112,806 |
5,929 |
5.5% |
369,537 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6063 |
1.6033 |
1.5914 |
|
| R3 |
1.6002 |
1.5972 |
1.5897 |
|
| R2 |
1.5941 |
1.5941 |
1.5891 |
|
| R1 |
1.5911 |
1.5911 |
1.5886 |
1.5926 |
| PP |
1.5880 |
1.5880 |
1.5880 |
1.5888 |
| S1 |
1.5850 |
1.5850 |
1.5874 |
1.5865 |
| S2 |
1.5819 |
1.5819 |
1.5869 |
|
| S3 |
1.5758 |
1.5789 |
1.5863 |
|
| S4 |
1.5697 |
1.5728 |
1.5846 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6255 |
1.6207 |
1.5958 |
|
| R3 |
1.6117 |
1.6069 |
1.5920 |
|
| R2 |
1.5979 |
1.5979 |
1.5907 |
|
| R1 |
1.5931 |
1.5931 |
1.5895 |
1.5955 |
| PP |
1.5841 |
1.5841 |
1.5841 |
1.5854 |
| S1 |
1.5793 |
1.5793 |
1.5869 |
1.5817 |
| S2 |
1.5703 |
1.5703 |
1.5857 |
|
| S3 |
1.5565 |
1.5655 |
1.5844 |
|
| S4 |
1.5427 |
1.5517 |
1.5806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5911 |
1.5752 |
0.0159 |
1.0% |
0.0083 |
0.5% |
81% |
True |
False |
87,489 |
| 10 |
1.5912 |
1.5705 |
0.0207 |
1.3% |
0.0079 |
0.5% |
85% |
False |
False |
88,602 |
| 20 |
1.5912 |
1.5562 |
0.0350 |
2.2% |
0.0081 |
0.5% |
91% |
False |
False |
87,334 |
| 40 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0102 |
0.6% |
94% |
False |
False |
96,972 |
| 60 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0108 |
0.7% |
94% |
False |
False |
89,745 |
| 80 |
1.6115 |
1.5266 |
0.0849 |
5.3% |
0.0108 |
0.7% |
72% |
False |
False |
67,644 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0100 |
0.6% |
61% |
False |
False |
54,132 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0095 |
0.6% |
61% |
False |
False |
45,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6170 |
|
2.618 |
1.6071 |
|
1.618 |
1.6010 |
|
1.000 |
1.5972 |
|
0.618 |
1.5949 |
|
HIGH |
1.5911 |
|
0.618 |
1.5888 |
|
0.500 |
1.5881 |
|
0.382 |
1.5873 |
|
LOW |
1.5850 |
|
0.618 |
1.5812 |
|
1.000 |
1.5789 |
|
1.618 |
1.5751 |
|
2.618 |
1.5690 |
|
4.250 |
1.5591 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5881 |
1.5867 |
| PP |
1.5880 |
1.5853 |
| S1 |
1.5880 |
1.5840 |
|