CME British Pound Future December 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 |
1.6105 |
1.6150 |
0.0045 |
0.3% |
1.6016 |
| High |
1.6168 |
1.6250 |
0.0082 |
0.5% |
1.6250 |
| Low |
1.6069 |
1.6138 |
0.0069 |
0.4% |
1.5955 |
| Close |
1.6148 |
1.6216 |
0.0068 |
0.4% |
1.6216 |
| Range |
0.0099 |
0.0112 |
0.0013 |
13.1% |
0.0295 |
| ATR |
0.0081 |
0.0084 |
0.0002 |
2.7% |
0.0000 |
| Volume |
67,730 |
130,378 |
62,648 |
92.5% |
313,275 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6537 |
1.6489 |
1.6278 |
|
| R3 |
1.6425 |
1.6377 |
1.6247 |
|
| R2 |
1.6313 |
1.6313 |
1.6237 |
|
| R1 |
1.6265 |
1.6265 |
1.6226 |
1.6289 |
| PP |
1.6201 |
1.6201 |
1.6201 |
1.6214 |
| S1 |
1.6153 |
1.6153 |
1.6206 |
1.6177 |
| S2 |
1.6089 |
1.6089 |
1.6195 |
|
| S3 |
1.5977 |
1.6041 |
1.6185 |
|
| S4 |
1.5865 |
1.5929 |
1.6154 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7025 |
1.6916 |
1.6378 |
|
| R3 |
1.6730 |
1.6621 |
1.6297 |
|
| R2 |
1.6435 |
1.6435 |
1.6270 |
|
| R1 |
1.6326 |
1.6326 |
1.6243 |
1.6381 |
| PP |
1.6140 |
1.6140 |
1.6140 |
1.6168 |
| S1 |
1.6031 |
1.6031 |
1.6189 |
1.6086 |
| S2 |
1.5845 |
1.5845 |
1.6162 |
|
| S3 |
1.5550 |
1.5736 |
1.6135 |
|
| S4 |
1.5255 |
1.5441 |
1.6054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6250 |
1.5955 |
0.0295 |
1.8% |
0.0088 |
0.5% |
88% |
True |
False |
62,655 |
| 10 |
1.6250 |
1.5773 |
0.0477 |
2.9% |
0.0089 |
0.6% |
93% |
True |
False |
34,987 |
| 20 |
1.6250 |
1.5684 |
0.0566 |
3.5% |
0.0076 |
0.5% |
94% |
True |
False |
17,604 |
| 40 |
1.6250 |
1.5456 |
0.0794 |
4.9% |
0.0081 |
0.5% |
96% |
True |
False |
8,845 |
| 60 |
1.6250 |
1.5401 |
0.0849 |
5.2% |
0.0081 |
0.5% |
96% |
True |
False |
5,911 |
| 80 |
1.6250 |
1.5335 |
0.0915 |
5.6% |
0.0071 |
0.4% |
96% |
True |
False |
4,441 |
| 100 |
1.6250 |
1.5335 |
0.0915 |
5.6% |
0.0057 |
0.4% |
96% |
True |
False |
3,554 |
| 120 |
1.6250 |
1.5335 |
0.0915 |
5.6% |
0.0048 |
0.3% |
96% |
True |
False |
2,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6726 |
|
2.618 |
1.6543 |
|
1.618 |
1.6431 |
|
1.000 |
1.6362 |
|
0.618 |
1.6319 |
|
HIGH |
1.6250 |
|
0.618 |
1.6207 |
|
0.500 |
1.6194 |
|
0.382 |
1.6181 |
|
LOW |
1.6138 |
|
0.618 |
1.6069 |
|
1.000 |
1.6026 |
|
1.618 |
1.5957 |
|
2.618 |
1.5845 |
|
4.250 |
1.5662 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6209 |
1.6196 |
| PP |
1.6201 |
1.6175 |
| S1 |
1.6194 |
1.6155 |
|