CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5696 |
1.5710 |
0.0014 |
0.1% |
1.5676 |
| High |
1.5717 |
1.5804 |
0.0087 |
0.6% |
1.5744 |
| Low |
1.5676 |
1.5705 |
0.0029 |
0.2% |
1.5635 |
| Close |
1.5708 |
1.5777 |
0.0069 |
0.4% |
1.5690 |
| Range |
0.0041 |
0.0099 |
0.0058 |
141.5% |
0.0109 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
60,165 |
108,286 |
48,121 |
80.0% |
416,121 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6059 |
1.6017 |
1.5831 |
|
| R3 |
1.5960 |
1.5918 |
1.5804 |
|
| R2 |
1.5861 |
1.5861 |
1.5795 |
|
| R1 |
1.5819 |
1.5819 |
1.5786 |
1.5840 |
| PP |
1.5762 |
1.5762 |
1.5762 |
1.5773 |
| S1 |
1.5720 |
1.5720 |
1.5768 |
1.5741 |
| S2 |
1.5663 |
1.5663 |
1.5759 |
|
| S3 |
1.5564 |
1.5621 |
1.5750 |
|
| S4 |
1.5465 |
1.5522 |
1.5723 |
|
|
| 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 |
1.5804 |
1.5635 |
0.0169 |
1.1% |
0.0071 |
0.5% |
84% |
True |
False |
86,550 |
| 10 |
1.5804 |
1.5571 |
0.0233 |
1.5% |
0.0080 |
0.5% |
88% |
True |
False |
88,314 |
| 20 |
1.5804 |
1.5456 |
0.0348 |
2.2% |
0.0108 |
0.7% |
92% |
True |
False |
103,263 |
| 40 |
1.5804 |
1.5390 |
0.0414 |
2.6% |
0.0110 |
0.7% |
93% |
True |
False |
94,304 |
| 60 |
1.5804 |
1.5266 |
0.0538 |
3.4% |
0.0117 |
0.7% |
95% |
True |
False |
77,205 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0105 |
0.7% |
51% |
False |
False |
57,928 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0098 |
0.6% |
51% |
False |
False |
46,359 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0090 |
0.6% |
51% |
False |
False |
38,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6225 |
|
2.618 |
1.6063 |
|
1.618 |
1.5964 |
|
1.000 |
1.5903 |
|
0.618 |
1.5865 |
|
HIGH |
1.5804 |
|
0.618 |
1.5766 |
|
0.500 |
1.5755 |
|
0.382 |
1.5743 |
|
LOW |
1.5705 |
|
0.618 |
1.5644 |
|
1.000 |
1.5606 |
|
1.618 |
1.5545 |
|
2.618 |
1.5446 |
|
4.250 |
1.5284 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5770 |
1.5764 |
| PP |
1.5762 |
1.5751 |
| S1 |
1.5755 |
1.5739 |
|