CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5580 |
1.5607 |
0.0027 |
0.2% |
1.5697 |
| High |
1.5680 |
1.5659 |
-0.0021 |
-0.1% |
1.5713 |
| Low |
1.5580 |
1.5578 |
-0.0002 |
0.0% |
1.5490 |
| Close |
1.5637 |
1.5645 |
0.0008 |
0.1% |
1.5642 |
| Range |
0.0100 |
0.0081 |
-0.0019 |
-19.0% |
0.0223 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
45 |
77 |
32 |
71.1% |
328 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5870 |
1.5839 |
1.5690 |
|
| R3 |
1.5789 |
1.5758 |
1.5667 |
|
| R2 |
1.5708 |
1.5708 |
1.5660 |
|
| R1 |
1.5677 |
1.5677 |
1.5652 |
1.5693 |
| PP |
1.5627 |
1.5627 |
1.5627 |
1.5635 |
| S1 |
1.5596 |
1.5596 |
1.5638 |
1.5612 |
| S2 |
1.5546 |
1.5546 |
1.5630 |
|
| S3 |
1.5465 |
1.5515 |
1.5623 |
|
| S4 |
1.5384 |
1.5434 |
1.5600 |
|
|
| 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% |
0.0098 |
0.6% |
82% |
False |
False |
58 |
| 10 |
1.5761 |
1.5479 |
0.0282 |
1.8% |
0.0103 |
0.7% |
59% |
False |
False |
87 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0096 |
0.6% |
68% |
False |
False |
69 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0081 |
0.5% |
68% |
False |
False |
64 |
| 60 |
1.5982 |
1.5335 |
0.0647 |
4.1% |
0.0063 |
0.4% |
48% |
False |
False |
46 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0048 |
0.3% |
34% |
False |
False |
35 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0039 |
0.2% |
34% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6003 |
|
2.618 |
1.5871 |
|
1.618 |
1.5790 |
|
1.000 |
1.5740 |
|
0.618 |
1.5709 |
|
HIGH |
1.5659 |
|
0.618 |
1.5628 |
|
0.500 |
1.5619 |
|
0.382 |
1.5609 |
|
LOW |
1.5578 |
|
0.618 |
1.5528 |
|
1.000 |
1.5497 |
|
1.618 |
1.5447 |
|
2.618 |
1.5366 |
|
4.250 |
1.5234 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5636 |
1.5636 |
| PP |
1.5627 |
1.5627 |
| S1 |
1.5619 |
1.5619 |
|