CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5527 |
1.5610 |
0.0083 |
0.5% |
1.5697 |
| High |
1.5653 |
1.5610 |
-0.0043 |
-0.3% |
1.5713 |
| Low |
1.5527 |
1.5557 |
0.0030 |
0.2% |
1.5490 |
| Close |
1.5642 |
1.5607 |
-0.0035 |
-0.2% |
1.5642 |
| Range |
0.0126 |
0.0053 |
-0.0073 |
-57.9% |
0.0223 |
| ATR |
0.0101 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
66 |
66 |
0 |
0.0% |
328 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5750 |
1.5732 |
1.5636 |
|
| R3 |
1.5697 |
1.5679 |
1.5622 |
|
| R2 |
1.5644 |
1.5644 |
1.5617 |
|
| R1 |
1.5626 |
1.5626 |
1.5612 |
1.5609 |
| PP |
1.5591 |
1.5591 |
1.5591 |
1.5583 |
| S1 |
1.5573 |
1.5573 |
1.5602 |
1.5556 |
| S2 |
1.5538 |
1.5538 |
1.5597 |
|
| S3 |
1.5485 |
1.5520 |
1.5592 |
|
| S4 |
1.5432 |
1.5467 |
1.5578 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6186 |
1.5765 |
|
| R3 |
1.6061 |
1.5963 |
1.5703 |
|
| R2 |
1.5838 |
1.5838 |
1.5683 |
|
| R1 |
1.5740 |
1.5740 |
1.5662 |
1.5678 |
| PP |
1.5615 |
1.5615 |
1.5615 |
1.5584 |
| S1 |
1.5517 |
1.5517 |
1.5622 |
1.5455 |
| S2 |
1.5392 |
1.5392 |
1.5601 |
|
| S3 |
1.5169 |
1.5294 |
1.5581 |
|
| S4 |
1.4946 |
1.5071 |
1.5519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5713 |
1.5490 |
0.0223 |
1.4% |
0.0101 |
0.6% |
52% |
False |
False |
61 |
| 10 |
1.5761 |
1.5456 |
0.0305 |
2.0% |
0.0095 |
0.6% |
50% |
False |
False |
94 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0094 |
0.6% |
57% |
False |
False |
66 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0081 |
0.5% |
57% |
False |
False |
61 |
| 60 |
1.6082 |
1.5335 |
0.0747 |
4.8% |
0.0060 |
0.4% |
36% |
False |
False |
44 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0046 |
0.3% |
30% |
False |
False |
34 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0037 |
0.2% |
30% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5835 |
|
2.618 |
1.5749 |
|
1.618 |
1.5696 |
|
1.000 |
1.5663 |
|
0.618 |
1.5643 |
|
HIGH |
1.5610 |
|
0.618 |
1.5590 |
|
0.500 |
1.5584 |
|
0.382 |
1.5577 |
|
LOW |
1.5557 |
|
0.618 |
1.5524 |
|
1.000 |
1.5504 |
|
1.618 |
1.5471 |
|
2.618 |
1.5418 |
|
4.250 |
1.5332 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5599 |
1.5595 |
| PP |
1.5591 |
1.5583 |
| S1 |
1.5584 |
1.5572 |
|