CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5672 |
1.5680 |
0.0008 |
0.1% |
1.5638 |
| High |
1.5700 |
1.5744 |
0.0044 |
0.3% |
1.5700 |
| Low |
1.5658 |
1.5635 |
-0.0023 |
-0.1% |
1.5545 |
| Close |
1.5686 |
1.5738 |
0.0052 |
0.3% |
1.5671 |
| Range |
0.0042 |
0.0109 |
0.0067 |
159.5% |
0.0155 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.1% |
0.0000 |
| Volume |
74,063 |
107,852 |
33,789 |
45.6% |
467,425 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6033 |
1.5994 |
1.5798 |
|
| R3 |
1.5924 |
1.5885 |
1.5768 |
|
| R2 |
1.5815 |
1.5815 |
1.5758 |
|
| R1 |
1.5776 |
1.5776 |
1.5748 |
1.5796 |
| PP |
1.5706 |
1.5706 |
1.5706 |
1.5715 |
| S1 |
1.5667 |
1.5667 |
1.5728 |
1.5687 |
| S2 |
1.5597 |
1.5597 |
1.5718 |
|
| S3 |
1.5488 |
1.5558 |
1.5708 |
|
| S4 |
1.5379 |
1.5449 |
1.5678 |
|
|
| 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 |
1.5744 |
1.5575 |
0.0169 |
1.1% |
0.0082 |
0.5% |
96% |
True |
False |
90,908 |
| 10 |
1.5744 |
1.5501 |
0.0243 |
1.5% |
0.0100 |
0.6% |
98% |
True |
False |
90,855 |
| 20 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0113 |
0.7% |
91% |
False |
False |
105,531 |
| 40 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0112 |
0.7% |
92% |
False |
False |
94,238 |
| 60 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0117 |
0.7% |
93% |
False |
False |
73,032 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0106 |
0.7% |
47% |
False |
False |
54,796 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0099 |
0.6% |
47% |
False |
False |
43,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6207 |
|
2.618 |
1.6029 |
|
1.618 |
1.5920 |
|
1.000 |
1.5853 |
|
0.618 |
1.5811 |
|
HIGH |
1.5744 |
|
0.618 |
1.5702 |
|
0.500 |
1.5690 |
|
0.382 |
1.5677 |
|
LOW |
1.5635 |
|
0.618 |
1.5568 |
|
1.000 |
1.5526 |
|
1.618 |
1.5459 |
|
2.618 |
1.5350 |
|
4.250 |
1.5172 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5722 |
1.5722 |
| PP |
1.5706 |
1.5706 |
| S1 |
1.5690 |
1.5690 |
|