CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5720 |
1.5656 |
-0.0064 |
-0.4% |
1.5610 |
| High |
1.5720 |
1.5685 |
-0.0035 |
-0.2% |
1.5683 |
| Low |
1.5666 |
1.5656 |
-0.0010 |
-0.1% |
1.5557 |
| Close |
1.5685 |
1.5682 |
-0.0003 |
0.0% |
1.5667 |
| Range |
0.0054 |
0.0029 |
-0.0025 |
-46.3% |
0.0126 |
| ATR |
0.0091 |
0.0086 |
-0.0004 |
-4.9% |
0.0000 |
| Volume |
27 |
19 |
-8 |
-29.6% |
567 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5761 |
1.5751 |
1.5698 |
|
| R3 |
1.5732 |
1.5722 |
1.5690 |
|
| R2 |
1.5703 |
1.5703 |
1.5687 |
|
| R1 |
1.5693 |
1.5693 |
1.5685 |
1.5698 |
| PP |
1.5674 |
1.5674 |
1.5674 |
1.5677 |
| S1 |
1.5664 |
1.5664 |
1.5679 |
1.5669 |
| S2 |
1.5645 |
1.5645 |
1.5677 |
|
| S3 |
1.5616 |
1.5635 |
1.5674 |
|
| S4 |
1.5587 |
1.5606 |
1.5666 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6014 |
1.5966 |
1.5736 |
|
| R3 |
1.5888 |
1.5840 |
1.5702 |
|
| R2 |
1.5762 |
1.5762 |
1.5690 |
|
| R1 |
1.5714 |
1.5714 |
1.5679 |
1.5738 |
| PP |
1.5636 |
1.5636 |
1.5636 |
1.5648 |
| S1 |
1.5588 |
1.5588 |
1.5655 |
1.5612 |
| S2 |
1.5510 |
1.5510 |
1.5644 |
|
| S3 |
1.5384 |
1.5462 |
1.5632 |
|
| S4 |
1.5258 |
1.5336 |
1.5598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5720 |
1.5580 |
0.0140 |
0.9% |
0.0061 |
0.4% |
73% |
False |
False |
92 |
| 10 |
1.5720 |
1.5490 |
0.0230 |
1.5% |
0.0080 |
0.5% |
83% |
False |
False |
75 |
| 20 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0087 |
0.6% |
74% |
False |
False |
84 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0082 |
0.5% |
78% |
False |
False |
75 |
| 60 |
1.5761 |
1.5335 |
0.0426 |
2.7% |
0.0067 |
0.4% |
81% |
False |
False |
53 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0052 |
0.3% |
38% |
False |
False |
41 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0042 |
0.3% |
38% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5808 |
|
2.618 |
1.5761 |
|
1.618 |
1.5732 |
|
1.000 |
1.5714 |
|
0.618 |
1.5703 |
|
HIGH |
1.5685 |
|
0.618 |
1.5674 |
|
0.500 |
1.5671 |
|
0.382 |
1.5667 |
|
LOW |
1.5656 |
|
0.618 |
1.5638 |
|
1.000 |
1.5627 |
|
1.618 |
1.5609 |
|
2.618 |
1.5580 |
|
4.250 |
1.5533 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5678 |
1.5688 |
| PP |
1.5674 |
1.5686 |
| S1 |
1.5671 |
1.5684 |
|