CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5656 |
1.5688 |
0.0032 |
0.2% |
1.5610 |
| High |
1.5685 |
1.5737 |
0.0052 |
0.3% |
1.5683 |
| Low |
1.5656 |
1.5640 |
-0.0016 |
-0.1% |
1.5557 |
| Close |
1.5682 |
1.5734 |
0.0052 |
0.3% |
1.5667 |
| Range |
0.0029 |
0.0097 |
0.0068 |
234.5% |
0.0126 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.9% |
0.0000 |
| Volume |
19 |
53 |
34 |
178.9% |
567 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5995 |
1.5961 |
1.5787 |
|
| R3 |
1.5898 |
1.5864 |
1.5761 |
|
| R2 |
1.5801 |
1.5801 |
1.5752 |
|
| R1 |
1.5767 |
1.5767 |
1.5743 |
1.5784 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5712 |
| S1 |
1.5670 |
1.5670 |
1.5725 |
1.5687 |
| S2 |
1.5607 |
1.5607 |
1.5716 |
|
| S3 |
1.5510 |
1.5573 |
1.5707 |
|
| S4 |
1.5413 |
1.5476 |
1.5681 |
|
|
| 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 |
1.5737 |
1.5580 |
0.0157 |
1.0% |
0.0067 |
0.4% |
98% |
True |
False |
47 |
| 10 |
1.5737 |
1.5527 |
0.0210 |
1.3% |
0.0076 |
0.5% |
99% |
True |
False |
77 |
| 20 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0087 |
0.6% |
91% |
False |
False |
86 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0083 |
0.5% |
93% |
False |
False |
65 |
| 60 |
1.5761 |
1.5335 |
0.0426 |
2.7% |
0.0069 |
0.4% |
94% |
False |
False |
54 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0053 |
0.3% |
44% |
False |
False |
41 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0043 |
0.3% |
44% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6149 |
|
2.618 |
1.5991 |
|
1.618 |
1.5894 |
|
1.000 |
1.5834 |
|
0.618 |
1.5797 |
|
HIGH |
1.5737 |
|
0.618 |
1.5700 |
|
0.500 |
1.5689 |
|
0.382 |
1.5677 |
|
LOW |
1.5640 |
|
0.618 |
1.5580 |
|
1.000 |
1.5543 |
|
1.618 |
1.5483 |
|
2.618 |
1.5386 |
|
4.250 |
1.5228 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5719 |
1.5719 |
| PP |
1.5704 |
1.5704 |
| S1 |
1.5689 |
1.5689 |
|