CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5655 |
1.5634 |
-0.0021 |
-0.1% |
1.5638 |
| High |
1.5685 |
1.5700 |
0.0015 |
0.1% |
1.5700 |
| Low |
1.5603 |
1.5575 |
-0.0028 |
-0.2% |
1.5545 |
| Close |
1.5633 |
1.5671 |
0.0038 |
0.2% |
1.5671 |
| Range |
0.0082 |
0.0125 |
0.0043 |
52.4% |
0.0155 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.3% |
0.0000 |
| Volume |
85,912 |
120,807 |
34,895 |
40.6% |
467,425 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6024 |
1.5972 |
1.5740 |
|
| R3 |
1.5899 |
1.5847 |
1.5705 |
|
| R2 |
1.5774 |
1.5774 |
1.5694 |
|
| R1 |
1.5722 |
1.5722 |
1.5682 |
1.5748 |
| PP |
1.5649 |
1.5649 |
1.5649 |
1.5662 |
| S1 |
1.5597 |
1.5597 |
1.5660 |
1.5623 |
| S2 |
1.5524 |
1.5524 |
1.5648 |
|
| S3 |
1.5399 |
1.5472 |
1.5637 |
|
| S4 |
1.5274 |
1.5347 |
1.5602 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6104 |
1.6042 |
1.5756 |
|
| R3 |
1.5949 |
1.5887 |
1.5714 |
|
| R2 |
1.5794 |
1.5794 |
1.5699 |
|
| R1 |
1.5732 |
1.5732 |
1.5685 |
1.5763 |
| PP |
1.5639 |
1.5639 |
1.5639 |
1.5654 |
| S1 |
1.5577 |
1.5577 |
1.5657 |
1.5608 |
| S2 |
1.5484 |
1.5484 |
1.5643 |
|
| S3 |
1.5329 |
1.5422 |
1.5628 |
|
| S4 |
1.5174 |
1.5267 |
1.5586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5700 |
1.5545 |
0.0155 |
1.0% |
0.0111 |
0.7% |
81% |
True |
False |
93,485 |
| 10 |
1.5739 |
1.5488 |
0.0251 |
1.6% |
0.0122 |
0.8% |
73% |
False |
False |
104,433 |
| 20 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0122 |
0.8% |
69% |
False |
False |
107,342 |
| 40 |
1.5773 |
1.5390 |
0.0383 |
2.4% |
0.0122 |
0.8% |
73% |
False |
False |
96,365 |
| 60 |
1.5929 |
1.5266 |
0.0663 |
4.2% |
0.0118 |
0.8% |
61% |
False |
False |
67,481 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0106 |
0.7% |
40% |
False |
False |
50,632 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0099 |
0.6% |
40% |
False |
False |
40,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6231 |
|
2.618 |
1.6027 |
|
1.618 |
1.5902 |
|
1.000 |
1.5825 |
|
0.618 |
1.5777 |
|
HIGH |
1.5700 |
|
0.618 |
1.5652 |
|
0.500 |
1.5638 |
|
0.382 |
1.5623 |
|
LOW |
1.5575 |
|
0.618 |
1.5498 |
|
1.000 |
1.5450 |
|
1.618 |
1.5373 |
|
2.618 |
1.5248 |
|
4.250 |
1.5044 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5660 |
1.5659 |
| PP |
1.5649 |
1.5647 |
| S1 |
1.5638 |
1.5636 |
|