CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5823 |
1.5830 |
0.0007 |
0.0% |
1.5696 |
| High |
1.5854 |
1.5874 |
0.0020 |
0.1% |
1.5912 |
| Low |
1.5802 |
1.5769 |
-0.0033 |
-0.2% |
1.5676 |
| Close |
1.5835 |
1.5786 |
-0.0049 |
-0.3% |
1.5809 |
| Range |
0.0052 |
0.0105 |
0.0053 |
101.9% |
0.0236 |
| ATR |
0.0088 |
0.0090 |
0.0001 |
1.3% |
0.0000 |
| Volume |
69,046 |
64,059 |
-4,987 |
-7.2% |
463,851 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6125 |
1.6060 |
1.5844 |
|
| R3 |
1.6020 |
1.5955 |
1.5815 |
|
| R2 |
1.5915 |
1.5915 |
1.5805 |
|
| R1 |
1.5850 |
1.5850 |
1.5796 |
1.5830 |
| PP |
1.5810 |
1.5810 |
1.5810 |
1.5800 |
| S1 |
1.5745 |
1.5745 |
1.5776 |
1.5725 |
| S2 |
1.5705 |
1.5705 |
1.5767 |
|
| S3 |
1.5600 |
1.5640 |
1.5757 |
|
| S4 |
1.5495 |
1.5535 |
1.5728 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6507 |
1.6394 |
1.5939 |
|
| R3 |
1.6271 |
1.6158 |
1.5874 |
|
| R2 |
1.6035 |
1.6035 |
1.5852 |
|
| R1 |
1.5922 |
1.5922 |
1.5831 |
1.5979 |
| PP |
1.5799 |
1.5799 |
1.5799 |
1.5827 |
| S1 |
1.5686 |
1.5686 |
1.5787 |
1.5743 |
| S2 |
1.5563 |
1.5563 |
1.5766 |
|
| S3 |
1.5327 |
1.5450 |
1.5744 |
|
| S4 |
1.5091 |
1.5214 |
1.5679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5874 |
1.5752 |
0.0122 |
0.8% |
0.0070 |
0.4% |
28% |
True |
False |
72,009 |
| 10 |
1.5912 |
1.5673 |
0.0239 |
1.5% |
0.0072 |
0.5% |
47% |
False |
False |
80,889 |
| 20 |
1.5912 |
1.5501 |
0.0411 |
2.6% |
0.0086 |
0.5% |
69% |
False |
False |
85,872 |
| 40 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0101 |
0.6% |
76% |
False |
False |
95,189 |
| 60 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0111 |
0.7% |
76% |
False |
False |
86,357 |
| 80 |
1.6164 |
1.5266 |
0.0898 |
5.7% |
0.0107 |
0.7% |
58% |
False |
False |
64,899 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0099 |
0.6% |
51% |
False |
False |
51,935 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0095 |
0.6% |
51% |
False |
False |
43,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6320 |
|
2.618 |
1.6149 |
|
1.618 |
1.6044 |
|
1.000 |
1.5979 |
|
0.618 |
1.5939 |
|
HIGH |
1.5874 |
|
0.618 |
1.5834 |
|
0.500 |
1.5822 |
|
0.382 |
1.5809 |
|
LOW |
1.5769 |
|
0.618 |
1.5704 |
|
1.000 |
1.5664 |
|
1.618 |
1.5599 |
|
2.618 |
1.5494 |
|
4.250 |
1.5323 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5822 |
1.5813 |
| PP |
1.5810 |
1.5804 |
| S1 |
1.5798 |
1.5795 |
|