CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6223 |
1.6241 |
0.0018 |
0.1% |
1.6016 |
| High |
1.6268 |
1.6263 |
-0.0005 |
0.0% |
1.6250 |
| Low |
1.6204 |
1.6214 |
0.0010 |
0.1% |
1.5955 |
| Close |
1.6233 |
1.6235 |
0.0002 |
0.0% |
1.6216 |
| Range |
0.0064 |
0.0049 |
-0.0015 |
-23.4% |
0.0295 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
96,044 |
78,117 |
-17,927 |
-18.7% |
313,275 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6384 |
1.6359 |
1.6262 |
|
| R3 |
1.6335 |
1.6310 |
1.6248 |
|
| R2 |
1.6286 |
1.6286 |
1.6244 |
|
| R1 |
1.6261 |
1.6261 |
1.6239 |
1.6249 |
| PP |
1.6237 |
1.6237 |
1.6237 |
1.6232 |
| S1 |
1.6212 |
1.6212 |
1.6231 |
1.6200 |
| S2 |
1.6188 |
1.6188 |
1.6226 |
|
| S3 |
1.6139 |
1.6163 |
1.6222 |
|
| S4 |
1.6090 |
1.6114 |
1.6208 |
|
|
| 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 |
1.6059 |
0.0209 |
1.3% |
0.0078 |
0.5% |
84% |
False |
False |
85,555 |
| 10 |
1.6268 |
1.5821 |
0.0447 |
2.8% |
0.0083 |
0.5% |
93% |
False |
False |
51,539 |
| 20 |
1.6268 |
1.5721 |
0.0547 |
3.4% |
0.0079 |
0.5% |
94% |
False |
False |
26,304 |
| 40 |
1.6268 |
1.5456 |
0.0812 |
5.0% |
0.0079 |
0.5% |
96% |
False |
False |
13,195 |
| 60 |
1.6268 |
1.5401 |
0.0867 |
5.3% |
0.0080 |
0.5% |
96% |
False |
False |
8,814 |
| 80 |
1.6268 |
1.5335 |
0.0933 |
5.7% |
0.0072 |
0.4% |
96% |
False |
False |
6,618 |
| 100 |
1.6268 |
1.5335 |
0.0933 |
5.7% |
0.0059 |
0.4% |
96% |
False |
False |
5,295 |
| 120 |
1.6268 |
1.5335 |
0.0933 |
5.7% |
0.0049 |
0.3% |
96% |
False |
False |
4,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6471 |
|
2.618 |
1.6391 |
|
1.618 |
1.6342 |
|
1.000 |
1.6312 |
|
0.618 |
1.6293 |
|
HIGH |
1.6263 |
|
0.618 |
1.6244 |
|
0.500 |
1.6239 |
|
0.382 |
1.6233 |
|
LOW |
1.6214 |
|
0.618 |
1.6184 |
|
1.000 |
1.6165 |
|
1.618 |
1.6135 |
|
2.618 |
1.6086 |
|
4.250 |
1.6006 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6239 |
1.6224 |
| PP |
1.6237 |
1.6214 |
| S1 |
1.6236 |
1.6203 |
|