CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6230 |
1.6235 |
0.0005 |
0.0% |
1.5990 |
| High |
1.6230 |
1.6245 |
0.0015 |
0.1% |
1.6225 |
| Low |
1.6224 |
1.6224 |
0.0000 |
0.0% |
1.5990 |
| Close |
1.6224 |
1.6230 |
0.0006 |
0.0% |
1.6208 |
| Range |
0.0006 |
0.0021 |
0.0015 |
250.0% |
0.0235 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
20 |
2 |
-18 |
-90.0% |
103 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6296 |
1.6284 |
1.6242 |
|
| R3 |
1.6275 |
1.6263 |
1.6236 |
|
| R2 |
1.6254 |
1.6254 |
1.6234 |
|
| R1 |
1.6242 |
1.6242 |
1.6232 |
1.6238 |
| PP |
1.6233 |
1.6233 |
1.6233 |
1.6231 |
| S1 |
1.6221 |
1.6221 |
1.6228 |
1.6217 |
| S2 |
1.6212 |
1.6212 |
1.6226 |
|
| S3 |
1.6191 |
1.6200 |
1.6224 |
|
| S4 |
1.6170 |
1.6179 |
1.6218 |
|
|
| 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 |
1.6245 |
1.6053 |
0.0192 |
1.2% |
0.0033 |
0.2% |
92% |
True |
False |
21 |
| 10 |
1.6245 |
1.5897 |
0.0348 |
2.1% |
0.0017 |
0.1% |
96% |
True |
False |
26 |
| 20 |
1.6245 |
1.5771 |
0.0474 |
2.9% |
0.0013 |
0.1% |
97% |
True |
False |
15 |
| 40 |
1.6245 |
1.5500 |
0.0745 |
4.6% |
0.0009 |
0.1% |
98% |
True |
False |
13 |
| 60 |
1.6245 |
1.5422 |
0.0823 |
5.1% |
0.0009 |
0.1% |
98% |
True |
False |
23 |
| 80 |
1.6245 |
1.5360 |
0.0885 |
5.5% |
0.0010 |
0.1% |
98% |
True |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6334 |
|
2.618 |
1.6300 |
|
1.618 |
1.6279 |
|
1.000 |
1.6266 |
|
0.618 |
1.6258 |
|
HIGH |
1.6245 |
|
0.618 |
1.6237 |
|
0.500 |
1.6235 |
|
0.382 |
1.6232 |
|
LOW |
1.6224 |
|
0.618 |
1.6211 |
|
1.000 |
1.6203 |
|
1.618 |
1.6190 |
|
2.618 |
1.6169 |
|
4.250 |
1.6135 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6235 |
1.6228 |
| PP |
1.6233 |
1.6225 |
| S1 |
1.6232 |
1.6223 |
|