CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6012 |
1.5989 |
-0.0023 |
-0.1% |
1.5878 |
| High |
1.6018 |
1.6084 |
0.0066 |
0.4% |
1.6035 |
| Low |
1.5959 |
1.5986 |
0.0027 |
0.2% |
1.5825 |
| Close |
1.6000 |
1.6070 |
0.0070 |
0.4% |
1.6005 |
| Range |
0.0059 |
0.0098 |
0.0039 |
66.1% |
0.0210 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.8% |
0.0000 |
| Volume |
100,317 |
111,569 |
11,252 |
11.2% |
451,724 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6341 |
1.6303 |
1.6124 |
|
| R3 |
1.6243 |
1.6205 |
1.6097 |
|
| R2 |
1.6145 |
1.6145 |
1.6088 |
|
| R1 |
1.6107 |
1.6107 |
1.6079 |
1.6126 |
| PP |
1.6047 |
1.6047 |
1.6047 |
1.6056 |
| S1 |
1.6009 |
1.6009 |
1.6061 |
1.6028 |
| S2 |
1.5949 |
1.5949 |
1.6052 |
|
| S3 |
1.5851 |
1.5911 |
1.6043 |
|
| S4 |
1.5753 |
1.5813 |
1.6016 |
|
|
| 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 |
1.6084 |
1.5825 |
0.0259 |
1.6% |
0.0088 |
0.5% |
95% |
True |
False |
110,160 |
| 10 |
1.6084 |
1.5752 |
0.0332 |
2.1% |
0.0085 |
0.5% |
96% |
True |
False |
98,825 |
| 20 |
1.6084 |
1.5635 |
0.0449 |
2.8% |
0.0078 |
0.5% |
97% |
True |
False |
91,857 |
| 40 |
1.6084 |
1.5456 |
0.0628 |
3.9% |
0.0098 |
0.6% |
98% |
True |
False |
99,050 |
| 60 |
1.6084 |
1.5390 |
0.0694 |
4.3% |
0.0103 |
0.6% |
98% |
True |
False |
94,149 |
| 80 |
1.6084 |
1.5266 |
0.0818 |
5.1% |
0.0107 |
0.7% |
98% |
True |
False |
74,522 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0100 |
0.6% |
80% |
False |
False |
59,635 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.3% |
0.0096 |
0.6% |
80% |
False |
False |
49,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6501 |
|
2.618 |
1.6341 |
|
1.618 |
1.6243 |
|
1.000 |
1.6182 |
|
0.618 |
1.6145 |
|
HIGH |
1.6084 |
|
0.618 |
1.6047 |
|
0.500 |
1.6035 |
|
0.382 |
1.6023 |
|
LOW |
1.5986 |
|
0.618 |
1.5925 |
|
1.000 |
1.5888 |
|
1.618 |
1.5827 |
|
2.618 |
1.5729 |
|
4.250 |
1.5570 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6058 |
1.6048 |
| PP |
1.6047 |
1.6025 |
| S1 |
1.6035 |
1.6003 |
|