CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6107 |
1.6155 |
0.0048 |
0.3% |
1.6012 |
| High |
1.6174 |
1.6257 |
0.0083 |
0.5% |
1.6257 |
| Low |
1.6069 |
1.6144 |
0.0075 |
0.5% |
1.5959 |
| Close |
1.6154 |
1.6223 |
0.0069 |
0.4% |
1.6223 |
| Range |
0.0105 |
0.0113 |
0.0008 |
7.6% |
0.0298 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.0% |
0.0000 |
| Volume |
133,916 |
33,815 |
-100,101 |
-74.7% |
529,888 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6547 |
1.6498 |
1.6285 |
|
| R3 |
1.6434 |
1.6385 |
1.6254 |
|
| R2 |
1.6321 |
1.6321 |
1.6244 |
|
| R1 |
1.6272 |
1.6272 |
1.6233 |
1.6297 |
| PP |
1.6208 |
1.6208 |
1.6208 |
1.6220 |
| S1 |
1.6159 |
1.6159 |
1.6213 |
1.6184 |
| S2 |
1.6095 |
1.6095 |
1.6202 |
|
| S3 |
1.5982 |
1.6046 |
1.6192 |
|
| S4 |
1.5869 |
1.5933 |
1.6161 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7040 |
1.6930 |
1.6387 |
|
| R3 |
1.6742 |
1.6632 |
1.6305 |
|
| R2 |
1.6444 |
1.6444 |
1.6278 |
|
| R1 |
1.6334 |
1.6334 |
1.6250 |
1.6389 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6174 |
| S1 |
1.6036 |
1.6036 |
1.6196 |
1.6091 |
| S2 |
1.5848 |
1.5848 |
1.6168 |
|
| S3 |
1.5550 |
1.5738 |
1.6141 |
|
| S4 |
1.5252 |
1.5440 |
1.6059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6257 |
1.5959 |
0.0298 |
1.8% |
0.0089 |
0.5% |
89% |
True |
False |
105,977 |
| 10 |
1.6257 |
1.5778 |
0.0479 |
3.0% |
0.0090 |
0.6% |
93% |
True |
False |
108,848 |
| 20 |
1.6257 |
1.5673 |
0.0584 |
3.6% |
0.0081 |
0.5% |
94% |
True |
False |
94,869 |
| 40 |
1.6257 |
1.5456 |
0.0801 |
4.9% |
0.0097 |
0.6% |
96% |
True |
False |
100,200 |
| 60 |
1.6257 |
1.5390 |
0.0867 |
5.3% |
0.0102 |
0.6% |
96% |
True |
False |
94,448 |
| 80 |
1.6257 |
1.5266 |
0.0991 |
6.1% |
0.0108 |
0.7% |
97% |
True |
False |
78,491 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.2% |
0.0101 |
0.6% |
95% |
False |
False |
62,811 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.2% |
0.0096 |
0.6% |
95% |
False |
False |
52,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6737 |
|
2.618 |
1.6553 |
|
1.618 |
1.6440 |
|
1.000 |
1.6370 |
|
0.618 |
1.6327 |
|
HIGH |
1.6257 |
|
0.618 |
1.6214 |
|
0.500 |
1.6201 |
|
0.382 |
1.6187 |
|
LOW |
1.6144 |
|
0.618 |
1.6074 |
|
1.000 |
1.6031 |
|
1.618 |
1.5961 |
|
2.618 |
1.5848 |
|
4.250 |
1.5664 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6216 |
1.6202 |
| PP |
1.6208 |
1.6181 |
| S1 |
1.6201 |
1.6161 |
|