CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6189 |
1.6166 |
-0.0023 |
-0.1% |
1.6223 |
| High |
1.6206 |
1.6240 |
0.0034 |
0.2% |
1.6304 |
| Low |
1.6133 |
1.6151 |
0.0018 |
0.1% |
1.6159 |
| Close |
1.6151 |
1.6232 |
0.0081 |
0.5% |
1.6241 |
| Range |
0.0073 |
0.0089 |
0.0016 |
21.9% |
0.0145 |
| ATR |
0.0080 |
0.0080 |
0.0001 |
0.8% |
0.0000 |
| Volume |
102,244 |
114,217 |
11,973 |
11.7% |
486,748 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6475 |
1.6442 |
1.6281 |
|
| R3 |
1.6386 |
1.6353 |
1.6256 |
|
| R2 |
1.6297 |
1.6297 |
1.6248 |
|
| R1 |
1.6264 |
1.6264 |
1.6240 |
1.6281 |
| PP |
1.6208 |
1.6208 |
1.6208 |
1.6216 |
| S1 |
1.6175 |
1.6175 |
1.6224 |
1.6192 |
| S2 |
1.6119 |
1.6119 |
1.6216 |
|
| S3 |
1.6030 |
1.6086 |
1.6208 |
|
| S4 |
1.5941 |
1.5997 |
1.6183 |
|
|
| 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 |
1.6133 |
0.0171 |
1.1% |
0.0082 |
0.5% |
58% |
False |
False |
100,898 |
| 10 |
1.6304 |
1.6133 |
0.0171 |
1.1% |
0.0080 |
0.5% |
58% |
False |
False |
100,921 |
| 20 |
1.6304 |
1.5768 |
0.0536 |
3.3% |
0.0084 |
0.5% |
87% |
False |
False |
61,438 |
| 40 |
1.6304 |
1.5490 |
0.0814 |
5.0% |
0.0077 |
0.5% |
91% |
False |
False |
30,793 |
| 60 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
92% |
False |
False |
20,550 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0078 |
0.5% |
92% |
False |
False |
15,425 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0064 |
0.4% |
93% |
False |
False |
12,342 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0054 |
0.3% |
93% |
False |
False |
10,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6618 |
|
2.618 |
1.6473 |
|
1.618 |
1.6384 |
|
1.000 |
1.6329 |
|
0.618 |
1.6295 |
|
HIGH |
1.6240 |
|
0.618 |
1.6206 |
|
0.500 |
1.6196 |
|
0.382 |
1.6185 |
|
LOW |
1.6151 |
|
0.618 |
1.6096 |
|
1.000 |
1.6062 |
|
1.618 |
1.6007 |
|
2.618 |
1.5918 |
|
4.250 |
1.5773 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6220 |
1.6221 |
| PP |
1.6208 |
1.6209 |
| S1 |
1.6196 |
1.6198 |
|