CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5696 |
1.5721 |
0.0025 |
0.2% |
1.5658 |
| High |
1.5711 |
1.5799 |
0.0088 |
0.6% |
1.5737 |
| Low |
1.5684 |
1.5721 |
0.0037 |
0.2% |
1.5640 |
| Close |
1.5704 |
1.5773 |
0.0069 |
0.4% |
1.5686 |
| Range |
0.0027 |
0.0078 |
0.0051 |
188.9% |
0.0097 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0000 |
| Volume |
17 |
35 |
18 |
105.9% |
269 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5964 |
1.5816 |
|
| R3 |
1.5920 |
1.5886 |
1.5794 |
|
| R2 |
1.5842 |
1.5842 |
1.5787 |
|
| R1 |
1.5808 |
1.5808 |
1.5780 |
1.5825 |
| PP |
1.5764 |
1.5764 |
1.5764 |
1.5773 |
| S1 |
1.5730 |
1.5730 |
1.5766 |
1.5747 |
| S2 |
1.5686 |
1.5686 |
1.5759 |
|
| S3 |
1.5608 |
1.5652 |
1.5752 |
|
| S4 |
1.5530 |
1.5574 |
1.5730 |
|
|
| 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 |
1.5799 |
1.5640 |
0.0159 |
1.0% |
0.0053 |
0.3% |
84% |
True |
False |
51 |
| 10 |
1.5799 |
1.5578 |
0.0221 |
1.4% |
0.0062 |
0.4% |
88% |
True |
False |
77 |
| 20 |
1.5799 |
1.5456 |
0.0343 |
2.2% |
0.0081 |
0.5% |
92% |
True |
False |
81 |
| 40 |
1.5799 |
1.5401 |
0.0398 |
2.5% |
0.0083 |
0.5% |
93% |
True |
False |
68 |
| 60 |
1.5799 |
1.5335 |
0.0464 |
2.9% |
0.0071 |
0.5% |
94% |
True |
False |
56 |
| 80 |
1.6208 |
1.5335 |
0.0873 |
5.5% |
0.0055 |
0.3% |
50% |
False |
False |
44 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0044 |
0.3% |
48% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6131 |
|
2.618 |
1.6003 |
|
1.618 |
1.5925 |
|
1.000 |
1.5877 |
|
0.618 |
1.5847 |
|
HIGH |
1.5799 |
|
0.618 |
1.5769 |
|
0.500 |
1.5760 |
|
0.382 |
1.5751 |
|
LOW |
1.5721 |
|
0.618 |
1.5673 |
|
1.000 |
1.5643 |
|
1.618 |
1.5595 |
|
2.618 |
1.5517 |
|
4.250 |
1.5390 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5769 |
1.5763 |
| PP |
1.5764 |
1.5752 |
| S1 |
1.5760 |
1.5742 |
|