CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5735 |
1.5696 |
-0.0039 |
-0.2% |
1.5676 |
| High |
1.5738 |
1.5717 |
-0.0021 |
-0.1% |
1.5744 |
| Low |
1.5673 |
1.5676 |
0.0003 |
0.0% |
1.5635 |
| Close |
1.5690 |
1.5708 |
0.0018 |
0.1% |
1.5690 |
| Range |
0.0065 |
0.0041 |
-0.0024 |
-36.9% |
0.0109 |
| ATR |
0.0105 |
0.0100 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
82,385 |
60,165 |
-22,220 |
-27.0% |
416,121 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5823 |
1.5807 |
1.5731 |
|
| R3 |
1.5782 |
1.5766 |
1.5719 |
|
| R2 |
1.5741 |
1.5741 |
1.5716 |
|
| R1 |
1.5725 |
1.5725 |
1.5712 |
1.5733 |
| PP |
1.5700 |
1.5700 |
1.5700 |
1.5705 |
| S1 |
1.5684 |
1.5684 |
1.5704 |
1.5692 |
| S2 |
1.5659 |
1.5659 |
1.5700 |
|
| S3 |
1.5618 |
1.5643 |
1.5697 |
|
| S4 |
1.5577 |
1.5602 |
1.5685 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6017 |
1.5962 |
1.5750 |
|
| R3 |
1.5908 |
1.5853 |
1.5720 |
|
| R2 |
1.5799 |
1.5799 |
1.5710 |
|
| R1 |
1.5744 |
1.5744 |
1.5700 |
1.5772 |
| PP |
1.5690 |
1.5690 |
1.5690 |
1.5703 |
| S1 |
1.5635 |
1.5635 |
1.5680 |
1.5663 |
| S2 |
1.5581 |
1.5581 |
1.5670 |
|
| S3 |
1.5472 |
1.5526 |
1.5660 |
|
| S4 |
1.5363 |
1.5417 |
1.5630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5744 |
1.5635 |
0.0109 |
0.7% |
0.0066 |
0.4% |
67% |
False |
False |
80,063 |
| 10 |
1.5744 |
1.5562 |
0.0182 |
1.2% |
0.0083 |
0.5% |
80% |
False |
False |
86,066 |
| 20 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0106 |
0.7% |
81% |
False |
False |
102,776 |
| 40 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0109 |
0.7% |
84% |
False |
False |
93,136 |
| 60 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0116 |
0.7% |
87% |
False |
False |
75,403 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0105 |
0.7% |
44% |
False |
False |
56,576 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0098 |
0.6% |
44% |
False |
False |
45,277 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0090 |
0.6% |
44% |
False |
False |
37,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5891 |
|
2.618 |
1.5824 |
|
1.618 |
1.5783 |
|
1.000 |
1.5758 |
|
0.618 |
1.5742 |
|
HIGH |
1.5717 |
|
0.618 |
1.5701 |
|
0.500 |
1.5697 |
|
0.382 |
1.5692 |
|
LOW |
1.5676 |
|
0.618 |
1.5651 |
|
1.000 |
1.5635 |
|
1.618 |
1.5610 |
|
2.618 |
1.5569 |
|
4.250 |
1.5502 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5704 |
1.5702 |
| PP |
1.5700 |
1.5696 |
| S1 |
1.5697 |
1.5690 |
|