CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5676 |
1.5679 |
0.0003 |
0.0% |
1.5638 |
| High |
1.5716 |
1.5736 |
0.0020 |
0.1% |
1.5700 |
| Low |
1.5655 |
1.5663 |
0.0008 |
0.1% |
1.5545 |
| Close |
1.5686 |
1.5689 |
0.0003 |
0.0% |
1.5671 |
| Range |
0.0061 |
0.0073 |
0.0012 |
19.7% |
0.0155 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
75,971 |
75,850 |
-121 |
-0.2% |
467,425 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5875 |
1.5729 |
|
| R3 |
1.5842 |
1.5802 |
1.5709 |
|
| R2 |
1.5769 |
1.5769 |
1.5702 |
|
| R1 |
1.5729 |
1.5729 |
1.5696 |
1.5749 |
| PP |
1.5696 |
1.5696 |
1.5696 |
1.5706 |
| S1 |
1.5656 |
1.5656 |
1.5682 |
1.5676 |
| S2 |
1.5623 |
1.5623 |
1.5676 |
|
| S3 |
1.5550 |
1.5583 |
1.5669 |
|
| S4 |
1.5477 |
1.5510 |
1.5649 |
|
|
| 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 |
1.5736 |
1.5571 |
0.0165 |
1.1% |
0.0089 |
0.6% |
72% |
True |
False |
90,079 |
| 10 |
1.5736 |
1.5488 |
0.0248 |
1.6% |
0.0118 |
0.8% |
81% |
True |
False |
101,143 |
| 20 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0115 |
0.7% |
75% |
False |
False |
105,568 |
| 40 |
1.5773 |
1.5390 |
0.0383 |
2.4% |
0.0115 |
0.7% |
78% |
False |
False |
94,934 |
| 60 |
1.5832 |
1.5266 |
0.0566 |
3.6% |
0.0116 |
0.7% |
75% |
False |
False |
70,005 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0105 |
0.7% |
42% |
False |
False |
52,527 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0099 |
0.6% |
42% |
False |
False |
42,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6046 |
|
2.618 |
1.5927 |
|
1.618 |
1.5854 |
|
1.000 |
1.5809 |
|
0.618 |
1.5781 |
|
HIGH |
1.5736 |
|
0.618 |
1.5708 |
|
0.500 |
1.5700 |
|
0.382 |
1.5691 |
|
LOW |
1.5663 |
|
0.618 |
1.5618 |
|
1.000 |
1.5590 |
|
1.618 |
1.5545 |
|
2.618 |
1.5472 |
|
4.250 |
1.5353 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5700 |
1.5678 |
| PP |
1.5696 |
1.5667 |
| S1 |
1.5693 |
1.5656 |
|