CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5638 |
1.5599 |
-0.0039 |
-0.2% |
1.5732 |
| High |
1.5665 |
1.5684 |
0.0019 |
0.1% |
1.5739 |
| Low |
1.5545 |
1.5562 |
0.0017 |
0.1% |
1.5488 |
| Close |
1.5608 |
1.5638 |
0.0030 |
0.2% |
1.5643 |
| Range |
0.0120 |
0.0122 |
0.0002 |
1.7% |
0.0251 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
83,042 |
85,808 |
2,766 |
3.3% |
576,905 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5994 |
1.5938 |
1.5705 |
|
| R3 |
1.5872 |
1.5816 |
1.5672 |
|
| R2 |
1.5750 |
1.5750 |
1.5660 |
|
| R1 |
1.5694 |
1.5694 |
1.5649 |
1.5722 |
| PP |
1.5628 |
1.5628 |
1.5628 |
1.5642 |
| S1 |
1.5572 |
1.5572 |
1.5627 |
1.5600 |
| S2 |
1.5506 |
1.5506 |
1.5616 |
|
| S3 |
1.5384 |
1.5450 |
1.5604 |
|
| S4 |
1.5262 |
1.5328 |
1.5571 |
|
|
| 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 |
1.5690 |
1.5488 |
0.0202 |
1.3% |
0.0147 |
0.9% |
74% |
False |
False |
112,208 |
| 10 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0136 |
0.9% |
59% |
False |
False |
118,212 |
| 20 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0125 |
0.8% |
66% |
False |
False |
106,908 |
| 40 |
1.5773 |
1.5390 |
0.0383 |
2.4% |
0.0122 |
0.8% |
65% |
False |
False |
92,731 |
| 60 |
1.6095 |
1.5266 |
0.0829 |
5.3% |
0.0117 |
0.8% |
45% |
False |
False |
62,509 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0105 |
0.7% |
37% |
False |
False |
46,902 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0098 |
0.6% |
37% |
False |
False |
37,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6203 |
|
2.618 |
1.6003 |
|
1.618 |
1.5881 |
|
1.000 |
1.5806 |
|
0.618 |
1.5759 |
|
HIGH |
1.5684 |
|
0.618 |
1.5637 |
|
0.500 |
1.5623 |
|
0.382 |
1.5609 |
|
LOW |
1.5562 |
|
0.618 |
1.5487 |
|
1.000 |
1.5440 |
|
1.618 |
1.5365 |
|
2.618 |
1.5243 |
|
4.250 |
1.5044 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5633 |
1.5623 |
| PP |
1.5628 |
1.5608 |
| S1 |
1.5623 |
1.5593 |
|