CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5620 |
1.5655 |
0.0035 |
0.2% |
1.5732 |
| High |
1.5676 |
1.5685 |
0.0009 |
0.1% |
1.5739 |
| Low |
1.5571 |
1.5603 |
0.0032 |
0.2% |
1.5488 |
| Close |
1.5648 |
1.5633 |
-0.0015 |
-0.1% |
1.5643 |
| Range |
0.0105 |
0.0082 |
-0.0023 |
-21.9% |
0.0251 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
91,856 |
85,912 |
-5,944 |
-6.5% |
576,905 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5886 |
1.5842 |
1.5678 |
|
| R3 |
1.5804 |
1.5760 |
1.5656 |
|
| R2 |
1.5722 |
1.5722 |
1.5648 |
|
| R1 |
1.5678 |
1.5678 |
1.5641 |
1.5659 |
| PP |
1.5640 |
1.5640 |
1.5640 |
1.5631 |
| S1 |
1.5596 |
1.5596 |
1.5625 |
1.5577 |
| S2 |
1.5558 |
1.5558 |
1.5618 |
|
| S3 |
1.5476 |
1.5514 |
1.5610 |
|
| S4 |
1.5394 |
1.5432 |
1.5588 |
|
|
| 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 |
1.5685 |
1.5501 |
0.0184 |
1.2% |
0.0117 |
0.7% |
72% |
True |
False |
90,801 |
| 10 |
1.5767 |
1.5488 |
0.0279 |
1.8% |
0.0120 |
0.8% |
52% |
False |
False |
105,799 |
| 20 |
1.5767 |
1.5411 |
0.0356 |
2.3% |
0.0124 |
0.8% |
62% |
False |
False |
106,610 |
| 40 |
1.5773 |
1.5390 |
0.0383 |
2.4% |
0.0121 |
0.8% |
63% |
False |
False |
94,864 |
| 60 |
1.5980 |
1.5266 |
0.0714 |
4.6% |
0.0118 |
0.8% |
51% |
False |
False |
65,469 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0105 |
0.7% |
36% |
False |
False |
49,122 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0098 |
0.6% |
36% |
False |
False |
39,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6034 |
|
2.618 |
1.5900 |
|
1.618 |
1.5818 |
|
1.000 |
1.5767 |
|
0.618 |
1.5736 |
|
HIGH |
1.5685 |
|
0.618 |
1.5654 |
|
0.500 |
1.5644 |
|
0.382 |
1.5634 |
|
LOW |
1.5603 |
|
0.618 |
1.5552 |
|
1.000 |
1.5521 |
|
1.618 |
1.5470 |
|
2.618 |
1.5388 |
|
4.250 |
1.5255 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5644 |
1.5630 |
| PP |
1.5640 |
1.5627 |
| S1 |
1.5637 |
1.5624 |
|