CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5935 |
1.6012 |
0.0077 |
0.5% |
1.5878 |
| High |
1.6035 |
1.6018 |
-0.0017 |
-0.1% |
1.6035 |
| Low |
1.5922 |
1.5959 |
0.0037 |
0.2% |
1.5825 |
| Close |
1.6005 |
1.6000 |
-0.0005 |
0.0% |
1.6005 |
| Range |
0.0113 |
0.0059 |
-0.0054 |
-47.8% |
0.0210 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
130,389 |
100,317 |
-30,072 |
-23.1% |
451,724 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6169 |
1.6144 |
1.6032 |
|
| R3 |
1.6110 |
1.6085 |
1.6016 |
|
| R2 |
1.6051 |
1.6051 |
1.6011 |
|
| R1 |
1.6026 |
1.6026 |
1.6005 |
1.6009 |
| PP |
1.5992 |
1.5992 |
1.5992 |
1.5984 |
| S1 |
1.5967 |
1.5967 |
1.5995 |
1.5950 |
| S2 |
1.5933 |
1.5933 |
1.5989 |
|
| S3 |
1.5874 |
1.5908 |
1.5984 |
|
| S4 |
1.5815 |
1.5849 |
1.5968 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6585 |
1.6505 |
1.6121 |
|
| R3 |
1.6375 |
1.6295 |
1.6063 |
|
| R2 |
1.6165 |
1.6165 |
1.6044 |
|
| R1 |
1.6085 |
1.6085 |
1.6024 |
1.6125 |
| PP |
1.5955 |
1.5955 |
1.5955 |
1.5975 |
| S1 |
1.5875 |
1.5875 |
1.5986 |
1.5915 |
| S2 |
1.5745 |
1.5745 |
1.5967 |
|
| S3 |
1.5535 |
1.5665 |
1.5947 |
|
| S4 |
1.5325 |
1.5455 |
1.5890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6035 |
1.5825 |
0.0210 |
1.3% |
0.0081 |
0.5% |
83% |
False |
False |
110,408 |
| 10 |
1.6035 |
1.5752 |
0.0283 |
1.8% |
0.0079 |
0.5% |
88% |
False |
False |
92,157 |
| 20 |
1.6035 |
1.5635 |
0.0400 |
2.5% |
0.0076 |
0.5% |
91% |
False |
False |
90,077 |
| 40 |
1.6035 |
1.5456 |
0.0579 |
3.6% |
0.0099 |
0.6% |
94% |
False |
False |
98,709 |
| 60 |
1.6035 |
1.5390 |
0.0645 |
4.0% |
0.0106 |
0.7% |
95% |
False |
False |
94,269 |
| 80 |
1.6035 |
1.5266 |
0.0769 |
4.8% |
0.0108 |
0.7% |
95% |
False |
False |
73,130 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0100 |
0.6% |
73% |
False |
False |
58,521 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0095 |
0.6% |
73% |
False |
False |
48,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6269 |
|
2.618 |
1.6172 |
|
1.618 |
1.6113 |
|
1.000 |
1.6077 |
|
0.618 |
1.6054 |
|
HIGH |
1.6018 |
|
0.618 |
1.5995 |
|
0.500 |
1.5989 |
|
0.382 |
1.5982 |
|
LOW |
1.5959 |
|
0.618 |
1.5923 |
|
1.000 |
1.5900 |
|
1.618 |
1.5864 |
|
2.618 |
1.5805 |
|
4.250 |
1.5708 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5996 |
1.5986 |
| PP |
1.5992 |
1.5972 |
| S1 |
1.5989 |
1.5958 |
|