CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5873 |
1.5902 |
0.0029 |
0.2% |
1.5815 |
| High |
1.5934 |
1.5942 |
0.0008 |
0.1% |
1.5890 |
| Low |
1.5825 |
1.5881 |
0.0056 |
0.4% |
1.5752 |
| Close |
1.5904 |
1.5936 |
0.0032 |
0.2% |
1.5882 |
| Range |
0.0109 |
0.0061 |
-0.0048 |
-44.0% |
0.0138 |
| ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
102,832 |
105,697 |
2,865 |
2.8% |
369,537 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6103 |
1.6080 |
1.5970 |
|
| R3 |
1.6042 |
1.6019 |
1.5953 |
|
| R2 |
1.5981 |
1.5981 |
1.5947 |
|
| R1 |
1.5958 |
1.5958 |
1.5942 |
1.5970 |
| PP |
1.5920 |
1.5920 |
1.5920 |
1.5925 |
| S1 |
1.5897 |
1.5897 |
1.5930 |
1.5909 |
| S2 |
1.5859 |
1.5859 |
1.5925 |
|
| S3 |
1.5798 |
1.5836 |
1.5919 |
|
| S4 |
1.5737 |
1.5775 |
1.5902 |
|
|
| 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 |
1.5942 |
1.5769 |
0.0173 |
1.1% |
0.0090 |
0.6% |
97% |
True |
False |
98,454 |
| 10 |
1.5942 |
1.5752 |
0.0190 |
1.2% |
0.0075 |
0.5% |
97% |
True |
False |
88,382 |
| 20 |
1.5942 |
1.5575 |
0.0367 |
2.3% |
0.0078 |
0.5% |
98% |
True |
False |
88,878 |
| 40 |
1.5942 |
1.5390 |
0.0552 |
3.5% |
0.0102 |
0.6% |
99% |
True |
False |
97,949 |
| 60 |
1.5942 |
1.5390 |
0.0552 |
3.5% |
0.0107 |
0.7% |
99% |
True |
False |
92,389 |
| 80 |
1.6087 |
1.5266 |
0.0821 |
5.2% |
0.0108 |
0.7% |
82% |
False |
False |
70,249 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0100 |
0.6% |
66% |
False |
False |
56,214 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0095 |
0.6% |
66% |
False |
False |
46,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6201 |
|
2.618 |
1.6102 |
|
1.618 |
1.6041 |
|
1.000 |
1.6003 |
|
0.618 |
1.5980 |
|
HIGH |
1.5942 |
|
0.618 |
1.5919 |
|
0.500 |
1.5912 |
|
0.382 |
1.5904 |
|
LOW |
1.5881 |
|
0.618 |
1.5843 |
|
1.000 |
1.5820 |
|
1.618 |
1.5782 |
|
2.618 |
1.5721 |
|
4.250 |
1.5622 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5928 |
1.5919 |
| PP |
1.5920 |
1.5901 |
| S1 |
1.5912 |
1.5884 |
|