CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6100 |
1.6200 |
0.0100 |
0.6% |
1.5990 |
| High |
1.6142 |
1.6225 |
0.0083 |
0.5% |
1.6225 |
| Low |
1.6085 |
1.6200 |
0.0115 |
0.7% |
1.5990 |
| Close |
1.6142 |
1.6208 |
0.0066 |
0.4% |
1.6208 |
| Range |
0.0057 |
0.0025 |
-0.0032 |
-56.1% |
0.0235 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.2% |
0.0000 |
| Volume |
58 |
15 |
-43 |
-74.1% |
103 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6286 |
1.6272 |
1.6222 |
|
| R3 |
1.6261 |
1.6247 |
1.6215 |
|
| R2 |
1.6236 |
1.6236 |
1.6213 |
|
| R1 |
1.6222 |
1.6222 |
1.6210 |
1.6229 |
| PP |
1.6211 |
1.6211 |
1.6211 |
1.6215 |
| S1 |
1.6197 |
1.6197 |
1.6206 |
1.6204 |
| S2 |
1.6186 |
1.6186 |
1.6203 |
|
| S3 |
1.6161 |
1.6172 |
1.6201 |
|
| S4 |
1.6136 |
1.6147 |
1.6194 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6846 |
1.6762 |
1.6337 |
|
| R3 |
1.6611 |
1.6527 |
1.6273 |
|
| R2 |
1.6376 |
1.6376 |
1.6251 |
|
| R1 |
1.6292 |
1.6292 |
1.6230 |
1.6334 |
| PP |
1.6141 |
1.6141 |
1.6141 |
1.6162 |
| S1 |
1.6057 |
1.6057 |
1.6186 |
1.6099 |
| S2 |
1.5906 |
1.5906 |
1.6165 |
|
| S3 |
1.5671 |
1.5822 |
1.6143 |
|
| S4 |
1.5436 |
1.5587 |
1.6079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6225 |
1.5990 |
0.0235 |
1.4% |
0.0028 |
0.2% |
93% |
True |
False |
20 |
| 10 |
1.6225 |
1.5873 |
0.0352 |
2.2% |
0.0015 |
0.1% |
95% |
True |
False |
25 |
| 20 |
1.6225 |
1.5684 |
0.0541 |
3.3% |
0.0011 |
0.1% |
97% |
True |
False |
14 |
| 40 |
1.6225 |
1.5500 |
0.0725 |
4.5% |
0.0008 |
0.1% |
98% |
True |
False |
13 |
| 60 |
1.6225 |
1.5422 |
0.0803 |
5.0% |
0.0008 |
0.1% |
98% |
True |
False |
23 |
| 80 |
1.6225 |
1.5360 |
0.0865 |
5.3% |
0.0011 |
0.1% |
98% |
True |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6331 |
|
2.618 |
1.6290 |
|
1.618 |
1.6265 |
|
1.000 |
1.6250 |
|
0.618 |
1.6240 |
|
HIGH |
1.6225 |
|
0.618 |
1.6215 |
|
0.500 |
1.6213 |
|
0.382 |
1.6210 |
|
LOW |
1.6200 |
|
0.618 |
1.6185 |
|
1.000 |
1.6175 |
|
1.618 |
1.6160 |
|
2.618 |
1.6135 |
|
4.250 |
1.6094 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6213 |
1.6185 |
| PP |
1.6211 |
1.6162 |
| S1 |
1.6210 |
1.6139 |
|