CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6150 |
1.6223 |
0.0073 |
0.5% |
1.6016 |
| High |
1.6250 |
1.6268 |
0.0018 |
0.1% |
1.6250 |
| Low |
1.6138 |
1.6204 |
0.0066 |
0.4% |
1.5955 |
| Close |
1.6216 |
1.6233 |
0.0017 |
0.1% |
1.6216 |
| Range |
0.0112 |
0.0064 |
-0.0048 |
-42.9% |
0.0295 |
| ATR |
0.0084 |
0.0082 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
130,378 |
96,044 |
-34,334 |
-26.3% |
313,275 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6427 |
1.6394 |
1.6268 |
|
| R3 |
1.6363 |
1.6330 |
1.6251 |
|
| R2 |
1.6299 |
1.6299 |
1.6245 |
|
| R1 |
1.6266 |
1.6266 |
1.6239 |
1.6283 |
| PP |
1.6235 |
1.6235 |
1.6235 |
1.6243 |
| S1 |
1.6202 |
1.6202 |
1.6227 |
1.6219 |
| S2 |
1.6171 |
1.6171 |
1.6221 |
|
| S3 |
1.6107 |
1.6138 |
1.6215 |
|
| S4 |
1.6043 |
1.6074 |
1.6198 |
|
|
| 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 |
1.6268 |
1.5983 |
0.0285 |
1.8% |
0.0087 |
0.5% |
88% |
True |
False |
77,213 |
| 10 |
1.6268 |
1.5821 |
0.0447 |
2.8% |
0.0084 |
0.5% |
92% |
True |
False |
44,517 |
| 20 |
1.6268 |
1.5684 |
0.0584 |
3.6% |
0.0077 |
0.5% |
94% |
True |
False |
22,399 |
| 40 |
1.6268 |
1.5456 |
0.0812 |
5.0% |
0.0081 |
0.5% |
96% |
True |
False |
11,244 |
| 60 |
1.6268 |
1.5401 |
0.0867 |
5.3% |
0.0080 |
0.5% |
96% |
True |
False |
7,512 |
| 80 |
1.6268 |
1.5335 |
0.0933 |
5.7% |
0.0071 |
0.4% |
96% |
True |
False |
5,642 |
| 100 |
1.6268 |
1.5335 |
0.0933 |
5.7% |
0.0058 |
0.4% |
96% |
True |
False |
4,514 |
| 120 |
1.6268 |
1.5335 |
0.0933 |
5.7% |
0.0048 |
0.3% |
96% |
True |
False |
3,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6540 |
|
2.618 |
1.6436 |
|
1.618 |
1.6372 |
|
1.000 |
1.6332 |
|
0.618 |
1.6308 |
|
HIGH |
1.6268 |
|
0.618 |
1.6244 |
|
0.500 |
1.6236 |
|
0.382 |
1.6228 |
|
LOW |
1.6204 |
|
0.618 |
1.6164 |
|
1.000 |
1.6140 |
|
1.618 |
1.6100 |
|
2.618 |
1.6036 |
|
4.250 |
1.5932 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6236 |
1.6212 |
| PP |
1.6235 |
1.6190 |
| S1 |
1.6234 |
1.6169 |
|