CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5721 |
1.5774 |
0.0053 |
0.3% |
1.5658 |
| High |
1.5799 |
1.5870 |
0.0071 |
0.4% |
1.5737 |
| Low |
1.5721 |
1.5764 |
0.0043 |
0.3% |
1.5640 |
| Close |
1.5773 |
1.5863 |
0.0090 |
0.6% |
1.5686 |
| Range |
0.0078 |
0.0106 |
0.0028 |
35.9% |
0.0097 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.2% |
0.0000 |
| Volume |
35 |
179 |
144 |
411.4% |
269 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6150 |
1.6113 |
1.5921 |
|
| R3 |
1.6044 |
1.6007 |
1.5892 |
|
| R2 |
1.5938 |
1.5938 |
1.5882 |
|
| R1 |
1.5901 |
1.5901 |
1.5873 |
1.5920 |
| PP |
1.5832 |
1.5832 |
1.5832 |
1.5842 |
| S1 |
1.5795 |
1.5795 |
1.5853 |
1.5814 |
| S2 |
1.5726 |
1.5726 |
1.5844 |
|
| S3 |
1.5620 |
1.5689 |
1.5834 |
|
| S4 |
1.5514 |
1.5583 |
1.5805 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5979 |
1.5929 |
1.5739 |
|
| R3 |
1.5882 |
1.5832 |
1.5713 |
|
| R2 |
1.5785 |
1.5785 |
1.5704 |
|
| R1 |
1.5735 |
1.5735 |
1.5695 |
1.5760 |
| PP |
1.5688 |
1.5688 |
1.5688 |
1.5700 |
| S1 |
1.5638 |
1.5638 |
1.5677 |
1.5663 |
| S2 |
1.5591 |
1.5591 |
1.5668 |
|
| S3 |
1.5494 |
1.5541 |
1.5659 |
|
| S4 |
1.5397 |
1.5444 |
1.5633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5870 |
1.5640 |
0.0230 |
1.4% |
0.0068 |
0.4% |
97% |
True |
False |
83 |
| 10 |
1.5870 |
1.5580 |
0.0290 |
1.8% |
0.0065 |
0.4% |
98% |
True |
False |
87 |
| 20 |
1.5870 |
1.5479 |
0.0391 |
2.5% |
0.0084 |
0.5% |
98% |
True |
False |
87 |
| 40 |
1.5870 |
1.5401 |
0.0469 |
3.0% |
0.0084 |
0.5% |
99% |
True |
False |
72 |
| 60 |
1.5870 |
1.5335 |
0.0535 |
3.4% |
0.0073 |
0.5% |
99% |
True |
False |
59 |
| 80 |
1.6195 |
1.5335 |
0.0860 |
5.4% |
0.0056 |
0.4% |
61% |
False |
False |
46 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0045 |
0.3% |
58% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6321 |
|
2.618 |
1.6148 |
|
1.618 |
1.6042 |
|
1.000 |
1.5976 |
|
0.618 |
1.5936 |
|
HIGH |
1.5870 |
|
0.618 |
1.5830 |
|
0.500 |
1.5817 |
|
0.382 |
1.5804 |
|
LOW |
1.5764 |
|
0.618 |
1.5698 |
|
1.000 |
1.5658 |
|
1.618 |
1.5592 |
|
2.618 |
1.5486 |
|
4.250 |
1.5314 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5848 |
1.5834 |
| PP |
1.5832 |
1.5806 |
| S1 |
1.5817 |
1.5777 |
|