CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5513 |
1.5638 |
0.0125 |
0.8% |
1.5732 |
| High |
1.5657 |
1.5665 |
0.0008 |
0.1% |
1.5739 |
| Low |
1.5501 |
1.5545 |
0.0044 |
0.3% |
1.5488 |
| Close |
1.5643 |
1.5608 |
-0.0035 |
-0.2% |
1.5643 |
| Range |
0.0156 |
0.0120 |
-0.0036 |
-23.1% |
0.0251 |
| ATR |
0.0125 |
0.0124 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
107,389 |
83,042 |
-24,347 |
-22.7% |
576,905 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5966 |
1.5907 |
1.5674 |
|
| R3 |
1.5846 |
1.5787 |
1.5641 |
|
| R2 |
1.5726 |
1.5726 |
1.5630 |
|
| R1 |
1.5667 |
1.5667 |
1.5619 |
1.5637 |
| PP |
1.5606 |
1.5606 |
1.5606 |
1.5591 |
| S1 |
1.5547 |
1.5547 |
1.5597 |
1.5517 |
| S2 |
1.5486 |
1.5486 |
1.5586 |
|
| S3 |
1.5366 |
1.5427 |
1.5575 |
|
| S4 |
1.5246 |
1.5307 |
1.5542 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6376 |
1.6261 |
1.5781 |
|
| R3 |
1.6125 |
1.6010 |
1.5712 |
|
| R2 |
1.5874 |
1.5874 |
1.5689 |
|
| R1 |
1.5759 |
1.5759 |
1.5666 |
1.5691 |
| PP |
1.5623 |
1.5623 |
1.5623 |
1.5590 |
| S1 |
1.5508 |
1.5508 |
1.5620 |
1.5440 |
| S2 |
1.5372 |
1.5372 |
1.5597 |
|
| S3 |
1.5121 |
1.5257 |
1.5574 |
|
| S4 |
1.4870 |
1.5006 |
1.5505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5729 |
1.5488 |
0.0241 |
1.5% |
0.0143 |
0.9% |
50% |
False |
False |
116,741 |
| 10 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0130 |
0.8% |
49% |
False |
False |
119,485 |
| 20 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0123 |
0.8% |
58% |
False |
False |
106,609 |
| 40 |
1.5773 |
1.5390 |
0.0383 |
2.5% |
0.0122 |
0.8% |
57% |
False |
False |
90,950 |
| 60 |
1.6115 |
1.5266 |
0.0849 |
5.4% |
0.0116 |
0.7% |
40% |
False |
False |
61,080 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0105 |
0.7% |
34% |
False |
False |
45,831 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0098 |
0.6% |
34% |
False |
False |
36,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6175 |
|
2.618 |
1.5979 |
|
1.618 |
1.5859 |
|
1.000 |
1.5785 |
|
0.618 |
1.5739 |
|
HIGH |
1.5665 |
|
0.618 |
1.5619 |
|
0.500 |
1.5605 |
|
0.382 |
1.5591 |
|
LOW |
1.5545 |
|
0.618 |
1.5471 |
|
1.000 |
1.5425 |
|
1.618 |
1.5351 |
|
2.618 |
1.5231 |
|
4.250 |
1.5035 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5607 |
1.5598 |
| PP |
1.5606 |
1.5587 |
| S1 |
1.5605 |
1.5577 |
|