CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5634 |
1.5676 |
0.0042 |
0.3% |
1.5638 |
| High |
1.5700 |
1.5716 |
0.0016 |
0.1% |
1.5700 |
| Low |
1.5575 |
1.5655 |
0.0080 |
0.5% |
1.5545 |
| Close |
1.5671 |
1.5686 |
0.0015 |
0.1% |
1.5671 |
| Range |
0.0125 |
0.0061 |
-0.0064 |
-51.2% |
0.0155 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
120,807 |
75,971 |
-44,836 |
-37.1% |
467,425 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5838 |
1.5720 |
|
| R3 |
1.5808 |
1.5777 |
1.5703 |
|
| R2 |
1.5747 |
1.5747 |
1.5697 |
|
| R1 |
1.5716 |
1.5716 |
1.5692 |
1.5732 |
| PP |
1.5686 |
1.5686 |
1.5686 |
1.5693 |
| S1 |
1.5655 |
1.5655 |
1.5680 |
1.5671 |
| S2 |
1.5625 |
1.5625 |
1.5675 |
|
| S3 |
1.5564 |
1.5594 |
1.5669 |
|
| S4 |
1.5503 |
1.5533 |
1.5652 |
|
|
| 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 |
1.5716 |
1.5562 |
0.0154 |
1.0% |
0.0099 |
0.6% |
81% |
True |
False |
92,070 |
| 10 |
1.5729 |
1.5488 |
0.0241 |
1.5% |
0.0121 |
0.8% |
82% |
False |
False |
104,405 |
| 20 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0118 |
0.8% |
74% |
False |
False |
106,243 |
| 40 |
1.5773 |
1.5390 |
0.0383 |
2.4% |
0.0116 |
0.7% |
77% |
False |
False |
95,296 |
| 60 |
1.5832 |
1.5266 |
0.0566 |
3.6% |
0.0117 |
0.7% |
74% |
False |
False |
68,744 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0106 |
0.7% |
42% |
False |
False |
51,580 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0100 |
0.6% |
42% |
False |
False |
41,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5975 |
|
2.618 |
1.5876 |
|
1.618 |
1.5815 |
|
1.000 |
1.5777 |
|
0.618 |
1.5754 |
|
HIGH |
1.5716 |
|
0.618 |
1.5693 |
|
0.500 |
1.5686 |
|
0.382 |
1.5678 |
|
LOW |
1.5655 |
|
0.618 |
1.5617 |
|
1.000 |
1.5594 |
|
1.618 |
1.5556 |
|
2.618 |
1.5495 |
|
4.250 |
1.5396 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5686 |
1.5673 |
| PP |
1.5686 |
1.5659 |
| S1 |
1.5686 |
1.5646 |
|