CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6241 |
1.6235 |
-0.0006 |
0.0% |
1.6016 |
| High |
1.6263 |
1.6266 |
0.0003 |
0.0% |
1.6250 |
| Low |
1.6214 |
1.6179 |
-0.0035 |
-0.2% |
1.5955 |
| Close |
1.6235 |
1.6224 |
-0.0011 |
-0.1% |
1.6216 |
| Range |
0.0049 |
0.0087 |
0.0038 |
77.6% |
0.0295 |
| ATR |
0.0080 |
0.0080 |
0.0001 |
0.6% |
0.0000 |
| Volume |
78,117 |
94,247 |
16,130 |
20.6% |
313,275 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6484 |
1.6441 |
1.6272 |
|
| R3 |
1.6397 |
1.6354 |
1.6248 |
|
| R2 |
1.6310 |
1.6310 |
1.6240 |
|
| R1 |
1.6267 |
1.6267 |
1.6232 |
1.6245 |
| PP |
1.6223 |
1.6223 |
1.6223 |
1.6212 |
| S1 |
1.6180 |
1.6180 |
1.6216 |
1.6158 |
| S2 |
1.6136 |
1.6136 |
1.6208 |
|
| S3 |
1.6049 |
1.6093 |
1.6200 |
|
| S4 |
1.5962 |
1.6006 |
1.6176 |
|
|
| 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 |
1.6069 |
0.0199 |
1.2% |
0.0082 |
0.5% |
78% |
False |
False |
93,303 |
| 10 |
1.6268 |
1.5878 |
0.0390 |
2.4% |
0.0081 |
0.5% |
89% |
False |
False |
60,854 |
| 20 |
1.6268 |
1.5747 |
0.0521 |
3.2% |
0.0079 |
0.5% |
92% |
False |
False |
31,015 |
| 40 |
1.6268 |
1.5456 |
0.0812 |
5.0% |
0.0080 |
0.5% |
95% |
False |
False |
15,548 |
| 60 |
1.6268 |
1.5401 |
0.0867 |
5.3% |
0.0081 |
0.5% |
95% |
False |
False |
10,383 |
| 80 |
1.6268 |
1.5335 |
0.0933 |
5.8% |
0.0073 |
0.5% |
95% |
False |
False |
7,796 |
| 100 |
1.6268 |
1.5335 |
0.0933 |
5.8% |
0.0059 |
0.4% |
95% |
False |
False |
6,238 |
| 120 |
1.6268 |
1.5335 |
0.0933 |
5.8% |
0.0050 |
0.3% |
95% |
False |
False |
5,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6636 |
|
2.618 |
1.6494 |
|
1.618 |
1.6407 |
|
1.000 |
1.6353 |
|
0.618 |
1.6320 |
|
HIGH |
1.6266 |
|
0.618 |
1.6233 |
|
0.500 |
1.6223 |
|
0.382 |
1.6212 |
|
LOW |
1.6179 |
|
0.618 |
1.6125 |
|
1.000 |
1.6092 |
|
1.618 |
1.6038 |
|
2.618 |
1.5951 |
|
4.250 |
1.5809 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6224 |
1.6224 |
| PP |
1.6223 |
1.6224 |
| S1 |
1.6223 |
1.6224 |
|