CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6215 |
1.6212 |
-0.0003 |
0.0% |
1.6223 |
| High |
1.6231 |
1.6304 |
0.0073 |
0.4% |
1.6304 |
| Low |
1.6159 |
1.6208 |
0.0049 |
0.3% |
1.6159 |
| Close |
1.6212 |
1.6241 |
0.0029 |
0.2% |
1.6241 |
| Range |
0.0072 |
0.0096 |
0.0024 |
33.3% |
0.0145 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.5% |
0.0000 |
| Volume |
105,941 |
112,399 |
6,458 |
6.1% |
486,748 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6539 |
1.6486 |
1.6294 |
|
| R3 |
1.6443 |
1.6390 |
1.6267 |
|
| R2 |
1.6347 |
1.6347 |
1.6259 |
|
| R1 |
1.6294 |
1.6294 |
1.6250 |
1.6321 |
| PP |
1.6251 |
1.6251 |
1.6251 |
1.6264 |
| S1 |
1.6198 |
1.6198 |
1.6232 |
1.6225 |
| S2 |
1.6155 |
1.6155 |
1.6223 |
|
| S3 |
1.6059 |
1.6102 |
1.6215 |
|
| S4 |
1.5963 |
1.6006 |
1.6188 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6670 |
1.6600 |
1.6321 |
|
| R3 |
1.6525 |
1.6455 |
1.6281 |
|
| R2 |
1.6380 |
1.6380 |
1.6268 |
|
| R1 |
1.6310 |
1.6310 |
1.6254 |
1.6345 |
| PP |
1.6235 |
1.6235 |
1.6235 |
1.6252 |
| S1 |
1.6165 |
1.6165 |
1.6228 |
1.6200 |
| S2 |
1.6090 |
1.6090 |
1.6214 |
|
| S3 |
1.5945 |
1.6020 |
1.6201 |
|
| S4 |
1.5800 |
1.5875 |
1.6161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6304 |
1.6159 |
0.0145 |
0.9% |
0.0074 |
0.5% |
57% |
True |
False |
97,349 |
| 10 |
1.6304 |
1.5955 |
0.0349 |
2.1% |
0.0081 |
0.5% |
82% |
True |
False |
80,002 |
| 20 |
1.6304 |
1.5747 |
0.0557 |
3.4% |
0.0080 |
0.5% |
89% |
True |
False |
41,920 |
| 40 |
1.6304 |
1.5490 |
0.0814 |
5.0% |
0.0077 |
0.5% |
92% |
True |
False |
20,998 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
93% |
True |
False |
14,021 |
| 80 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0075 |
0.5% |
93% |
True |
False |
10,525 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0061 |
0.4% |
93% |
True |
False |
8,421 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0051 |
0.3% |
93% |
True |
False |
7,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6712 |
|
2.618 |
1.6555 |
|
1.618 |
1.6459 |
|
1.000 |
1.6400 |
|
0.618 |
1.6363 |
|
HIGH |
1.6304 |
|
0.618 |
1.6267 |
|
0.500 |
1.6256 |
|
0.382 |
1.6245 |
|
LOW |
1.6208 |
|
0.618 |
1.6149 |
|
1.000 |
1.6112 |
|
1.618 |
1.6053 |
|
2.618 |
1.5957 |
|
4.250 |
1.5800 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6256 |
1.6238 |
| PP |
1.6251 |
1.6235 |
| S1 |
1.6246 |
1.6232 |
|