CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6243 |
1.6219 |
-0.0024 |
-0.1% |
1.6223 |
| High |
1.6244 |
1.6263 |
0.0019 |
0.1% |
1.6304 |
| Low |
1.6176 |
1.6178 |
0.0002 |
0.0% |
1.6159 |
| Close |
1.6225 |
1.6206 |
-0.0019 |
-0.1% |
1.6241 |
| Range |
0.0068 |
0.0085 |
0.0017 |
25.0% |
0.0145 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.5% |
0.0000 |
| Volume |
77,930 |
97,700 |
19,770 |
25.4% |
486,748 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6471 |
1.6423 |
1.6253 |
|
| R3 |
1.6386 |
1.6338 |
1.6229 |
|
| R2 |
1.6301 |
1.6301 |
1.6222 |
|
| R1 |
1.6253 |
1.6253 |
1.6214 |
1.6235 |
| PP |
1.6216 |
1.6216 |
1.6216 |
1.6206 |
| S1 |
1.6168 |
1.6168 |
1.6198 |
1.6150 |
| S2 |
1.6131 |
1.6131 |
1.6190 |
|
| S3 |
1.6046 |
1.6083 |
1.6183 |
|
| S4 |
1.5961 |
1.5998 |
1.6159 |
|
|
| 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% |
0.0082 |
0.5% |
32% |
False |
False |
97,643 |
| 10 |
1.6304 |
1.6059 |
0.0245 |
1.5% |
0.0080 |
0.5% |
60% |
False |
False |
91,599 |
| 20 |
1.6304 |
1.5747 |
0.0557 |
3.4% |
0.0083 |
0.5% |
82% |
False |
False |
50,623 |
| 40 |
1.6304 |
1.5490 |
0.0814 |
5.0% |
0.0078 |
0.5% |
88% |
False |
False |
25,385 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
89% |
False |
False |
16,948 |
| 80 |
1.6304 |
1.5345 |
0.0959 |
5.9% |
0.0076 |
0.5% |
90% |
False |
False |
12,720 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0063 |
0.4% |
90% |
False |
False |
10,178 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0052 |
0.3% |
90% |
False |
False |
8,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6624 |
|
2.618 |
1.6486 |
|
1.618 |
1.6401 |
|
1.000 |
1.6348 |
|
0.618 |
1.6316 |
|
HIGH |
1.6263 |
|
0.618 |
1.6231 |
|
0.500 |
1.6221 |
|
0.382 |
1.6210 |
|
LOW |
1.6178 |
|
0.618 |
1.6125 |
|
1.000 |
1.6093 |
|
1.618 |
1.6040 |
|
2.618 |
1.5955 |
|
4.250 |
1.5817 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6221 |
1.6240 |
| PP |
1.6216 |
1.6229 |
| S1 |
1.6211 |
1.6217 |
|