CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5986 |
1.6064 |
0.0078 |
0.5% |
1.5875 |
| High |
1.6077 |
1.6126 |
0.0049 |
0.3% |
1.6030 |
| Low |
1.5983 |
1.6059 |
0.0076 |
0.5% |
1.5821 |
| Close |
1.6064 |
1.6097 |
0.0033 |
0.2% |
1.6000 |
| Range |
0.0094 |
0.0067 |
-0.0027 |
-28.7% |
0.0209 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
36,408 |
55,507 |
19,099 |
52.5% |
35,856 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6295 |
1.6263 |
1.6134 |
|
| R3 |
1.6228 |
1.6196 |
1.6115 |
|
| R2 |
1.6161 |
1.6161 |
1.6109 |
|
| R1 |
1.6129 |
1.6129 |
1.6103 |
1.6145 |
| PP |
1.6094 |
1.6094 |
1.6094 |
1.6102 |
| S1 |
1.6062 |
1.6062 |
1.6091 |
1.6078 |
| S2 |
1.6027 |
1.6027 |
1.6085 |
|
| S3 |
1.5960 |
1.5995 |
1.6079 |
|
| S4 |
1.5893 |
1.5928 |
1.6060 |
|
|
| 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 |
1.6126 |
1.5878 |
0.0248 |
1.5% |
0.0080 |
0.5% |
88% |
True |
False |
28,405 |
| 10 |
1.6126 |
1.5768 |
0.0358 |
2.2% |
0.0084 |
0.5% |
92% |
True |
False |
15,189 |
| 20 |
1.6126 |
1.5640 |
0.0486 |
3.0% |
0.0072 |
0.4% |
94% |
True |
False |
7,702 |
| 40 |
1.6126 |
1.5456 |
0.0670 |
4.2% |
0.0080 |
0.5% |
96% |
True |
False |
3,893 |
| 60 |
1.6126 |
1.5401 |
0.0725 |
4.5% |
0.0080 |
0.5% |
96% |
True |
False |
2,617 |
| 80 |
1.6126 |
1.5335 |
0.0791 |
4.9% |
0.0068 |
0.4% |
96% |
True |
False |
1,965 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.6% |
0.0055 |
0.3% |
84% |
False |
False |
1,573 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.6% |
0.0047 |
0.3% |
84% |
False |
False |
1,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6411 |
|
2.618 |
1.6301 |
|
1.618 |
1.6234 |
|
1.000 |
1.6193 |
|
0.618 |
1.6167 |
|
HIGH |
1.6126 |
|
0.618 |
1.6100 |
|
0.500 |
1.6093 |
|
0.382 |
1.6085 |
|
LOW |
1.6059 |
|
0.618 |
1.6018 |
|
1.000 |
1.5992 |
|
1.618 |
1.5951 |
|
2.618 |
1.5884 |
|
4.250 |
1.5774 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6096 |
1.6078 |
| PP |
1.6094 |
1.6059 |
| S1 |
1.6093 |
1.6041 |
|