CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5718 |
1.5696 |
-0.0022 |
-0.1% |
1.5658 |
| High |
1.5719 |
1.5711 |
-0.0008 |
-0.1% |
1.5737 |
| Low |
1.5685 |
1.5684 |
-0.0001 |
0.0% |
1.5640 |
| Close |
1.5686 |
1.5704 |
0.0018 |
0.1% |
1.5686 |
| Range |
0.0034 |
0.0027 |
-0.0007 |
-20.6% |
0.0097 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.9% |
0.0000 |
| Volume |
132 |
17 |
-115 |
-87.1% |
269 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5781 |
1.5769 |
1.5719 |
|
| R3 |
1.5754 |
1.5742 |
1.5711 |
|
| R2 |
1.5727 |
1.5727 |
1.5709 |
|
| R1 |
1.5715 |
1.5715 |
1.5706 |
1.5721 |
| PP |
1.5700 |
1.5700 |
1.5700 |
1.5703 |
| S1 |
1.5688 |
1.5688 |
1.5702 |
1.5694 |
| S2 |
1.5673 |
1.5673 |
1.5699 |
|
| S3 |
1.5646 |
1.5661 |
1.5697 |
|
| S4 |
1.5619 |
1.5634 |
1.5689 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5979 |
1.5929 |
1.5739 |
|
| R3 |
1.5882 |
1.5832 |
1.5713 |
|
| R2 |
1.5785 |
1.5785 |
1.5704 |
|
| R1 |
1.5735 |
1.5735 |
1.5695 |
1.5760 |
| PP |
1.5688 |
1.5688 |
1.5688 |
1.5700 |
| S1 |
1.5638 |
1.5638 |
1.5677 |
1.5663 |
| S2 |
1.5591 |
1.5591 |
1.5668 |
|
| S3 |
1.5494 |
1.5541 |
1.5659 |
|
| S4 |
1.5397 |
1.5444 |
1.5633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5737 |
1.5640 |
0.0097 |
0.6% |
0.0048 |
0.3% |
66% |
False |
False |
49 |
| 10 |
1.5737 |
1.5578 |
0.0159 |
1.0% |
0.0065 |
0.4% |
79% |
False |
False |
78 |
| 20 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0080 |
0.5% |
81% |
False |
False |
86 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0081 |
0.5% |
84% |
False |
False |
68 |
| 60 |
1.5761 |
1.5335 |
0.0426 |
2.7% |
0.0070 |
0.4% |
87% |
False |
False |
56 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0054 |
0.3% |
41% |
False |
False |
43 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0043 |
0.3% |
41% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5826 |
|
2.618 |
1.5782 |
|
1.618 |
1.5755 |
|
1.000 |
1.5738 |
|
0.618 |
1.5728 |
|
HIGH |
1.5711 |
|
0.618 |
1.5701 |
|
0.500 |
1.5698 |
|
0.382 |
1.5694 |
|
LOW |
1.5684 |
|
0.618 |
1.5667 |
|
1.000 |
1.5657 |
|
1.618 |
1.5640 |
|
2.618 |
1.5613 |
|
4.250 |
1.5569 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5702 |
1.5699 |
| PP |
1.5700 |
1.5694 |
| S1 |
1.5698 |
1.5689 |
|