CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5610 |
1.5580 |
-0.0030 |
-0.2% |
1.5697 |
| High |
1.5610 |
1.5680 |
0.0070 |
0.4% |
1.5713 |
| Low |
1.5557 |
1.5580 |
0.0023 |
0.1% |
1.5490 |
| Close |
1.5607 |
1.5637 |
0.0030 |
0.2% |
1.5642 |
| Range |
0.0053 |
0.0100 |
0.0047 |
88.7% |
0.0223 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0000 |
| Volume |
66 |
45 |
-21 |
-31.8% |
328 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5932 |
1.5885 |
1.5692 |
|
| R3 |
1.5832 |
1.5785 |
1.5665 |
|
| R2 |
1.5732 |
1.5732 |
1.5655 |
|
| R1 |
1.5685 |
1.5685 |
1.5646 |
1.5709 |
| PP |
1.5632 |
1.5632 |
1.5632 |
1.5644 |
| S1 |
1.5585 |
1.5585 |
1.5628 |
1.5609 |
| S2 |
1.5532 |
1.5532 |
1.5619 |
|
| S3 |
1.5432 |
1.5485 |
1.5610 |
|
| S4 |
1.5332 |
1.5385 |
1.5582 |
|
|
| 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 |
1.5680 |
1.5490 |
0.0190 |
1.2% |
0.0105 |
0.7% |
77% |
True |
False |
57 |
| 10 |
1.5761 |
1.5456 |
0.0305 |
2.0% |
0.0100 |
0.6% |
59% |
False |
False |
85 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0096 |
0.6% |
66% |
False |
False |
67 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0082 |
0.5% |
66% |
False |
False |
62 |
| 60 |
1.6082 |
1.5335 |
0.0747 |
4.8% |
0.0062 |
0.4% |
40% |
False |
False |
45 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0047 |
0.3% |
33% |
False |
False |
34 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0038 |
0.2% |
33% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6105 |
|
2.618 |
1.5942 |
|
1.618 |
1.5842 |
|
1.000 |
1.5780 |
|
0.618 |
1.5742 |
|
HIGH |
1.5680 |
|
0.618 |
1.5642 |
|
0.500 |
1.5630 |
|
0.382 |
1.5618 |
|
LOW |
1.5580 |
|
0.618 |
1.5518 |
|
1.000 |
1.5480 |
|
1.618 |
1.5418 |
|
2.618 |
1.5318 |
|
4.250 |
1.5155 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5635 |
1.5626 |
| PP |
1.5632 |
1.5615 |
| S1 |
1.5630 |
1.5604 |
|