CME British Pound Future December 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 |
1.6016 |
1.5986 |
-0.0030 |
-0.2% |
1.5875 |
| High |
1.6024 |
1.6077 |
0.0053 |
0.3% |
1.6030 |
| Low |
1.5955 |
1.5983 |
0.0028 |
0.2% |
1.5821 |
| Close |
1.5995 |
1.6064 |
0.0069 |
0.4% |
1.6000 |
| Range |
0.0069 |
0.0094 |
0.0025 |
36.2% |
0.0209 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0000 |
| Volume |
23,252 |
36,408 |
13,156 |
56.6% |
35,856 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6323 |
1.6288 |
1.6116 |
|
| R3 |
1.6229 |
1.6194 |
1.6090 |
|
| R2 |
1.6135 |
1.6135 |
1.6081 |
|
| R1 |
1.6100 |
1.6100 |
1.6073 |
1.6118 |
| PP |
1.6041 |
1.6041 |
1.6041 |
1.6050 |
| S1 |
1.6006 |
1.6006 |
1.6055 |
1.6024 |
| S2 |
1.5947 |
1.5947 |
1.6047 |
|
| S3 |
1.5853 |
1.5912 |
1.6038 |
|
| S4 |
1.5759 |
1.5818 |
1.6012 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6577 |
1.6498 |
1.6115 |
|
| R3 |
1.6368 |
1.6289 |
1.6057 |
|
| R2 |
1.6159 |
1.6159 |
1.6038 |
|
| R1 |
1.6080 |
1.6080 |
1.6019 |
1.6120 |
| PP |
1.5950 |
1.5950 |
1.5950 |
1.5970 |
| S1 |
1.5871 |
1.5871 |
1.5981 |
1.5911 |
| S2 |
1.5741 |
1.5741 |
1.5962 |
|
| S3 |
1.5532 |
1.5662 |
1.5943 |
|
| S4 |
1.5323 |
1.5453 |
1.5885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6077 |
1.5821 |
0.0256 |
1.6% |
0.0088 |
0.5% |
95% |
True |
False |
17,523 |
| 10 |
1.6077 |
1.5747 |
0.0330 |
2.1% |
0.0085 |
0.5% |
96% |
True |
False |
9,647 |
| 20 |
1.6077 |
1.5640 |
0.0437 |
2.7% |
0.0071 |
0.4% |
97% |
True |
False |
4,928 |
| 40 |
1.6077 |
1.5456 |
0.0621 |
3.9% |
0.0080 |
0.5% |
98% |
True |
False |
2,507 |
| 60 |
1.6077 |
1.5401 |
0.0676 |
4.2% |
0.0080 |
0.5% |
98% |
True |
False |
1,692 |
| 80 |
1.6077 |
1.5335 |
0.0742 |
4.6% |
0.0067 |
0.4% |
98% |
True |
False |
1,271 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0055 |
0.3% |
80% |
False |
False |
1,018 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0046 |
0.3% |
80% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6477 |
|
2.618 |
1.6323 |
|
1.618 |
1.6229 |
|
1.000 |
1.6171 |
|
0.618 |
1.6135 |
|
HIGH |
1.6077 |
|
0.618 |
1.6041 |
|
0.500 |
1.6030 |
|
0.382 |
1.6019 |
|
LOW |
1.5983 |
|
0.618 |
1.5925 |
|
1.000 |
1.5889 |
|
1.618 |
1.5831 |
|
2.618 |
1.5737 |
|
4.250 |
1.5584 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6053 |
1.6042 |
| PP |
1.6041 |
1.6020 |
| S1 |
1.6030 |
1.5998 |
|