CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5875 |
1.5867 |
-0.0008 |
-0.1% |
1.5806 |
| High |
1.5906 |
1.5925 |
0.0019 |
0.1% |
1.5895 |
| Low |
1.5850 |
1.5821 |
-0.0029 |
-0.2% |
1.5747 |
| Close |
1.5876 |
1.5900 |
0.0024 |
0.2% |
1.5878 |
| Range |
0.0056 |
0.0104 |
0.0048 |
85.7% |
0.0148 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.4% |
0.0000 |
| Volume |
7,900 |
1,098 |
-6,802 |
-86.1% |
1,229 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6194 |
1.6151 |
1.5957 |
|
| R3 |
1.6090 |
1.6047 |
1.5929 |
|
| R2 |
1.5986 |
1.5986 |
1.5919 |
|
| R1 |
1.5943 |
1.5943 |
1.5910 |
1.5965 |
| PP |
1.5882 |
1.5882 |
1.5882 |
1.5893 |
| S1 |
1.5839 |
1.5839 |
1.5890 |
1.5861 |
| S2 |
1.5778 |
1.5778 |
1.5881 |
|
| S3 |
1.5674 |
1.5735 |
1.5871 |
|
| S4 |
1.5570 |
1.5631 |
1.5843 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6229 |
1.5959 |
|
| R3 |
1.6136 |
1.6081 |
1.5919 |
|
| R2 |
1.5988 |
1.5988 |
1.5905 |
|
| R1 |
1.5933 |
1.5933 |
1.5892 |
1.5961 |
| PP |
1.5840 |
1.5840 |
1.5840 |
1.5854 |
| S1 |
1.5785 |
1.5785 |
1.5864 |
1.5813 |
| S2 |
1.5692 |
1.5692 |
1.5851 |
|
| S3 |
1.5544 |
1.5637 |
1.5837 |
|
| S4 |
1.5396 |
1.5489 |
1.5797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5925 |
1.5768 |
0.0157 |
1.0% |
0.0087 |
0.5% |
84% |
True |
False |
1,974 |
| 10 |
1.5925 |
1.5747 |
0.0178 |
1.1% |
0.0077 |
0.5% |
86% |
True |
False |
1,177 |
| 20 |
1.5925 |
1.5578 |
0.0347 |
2.2% |
0.0070 |
0.4% |
93% |
True |
False |
627 |
| 40 |
1.5925 |
1.5401 |
0.0524 |
3.3% |
0.0083 |
0.5% |
95% |
True |
False |
347 |
| 60 |
1.5925 |
1.5401 |
0.0524 |
3.3% |
0.0078 |
0.5% |
95% |
True |
False |
251 |
| 80 |
1.6082 |
1.5335 |
0.0747 |
4.7% |
0.0064 |
0.4% |
76% |
False |
False |
190 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0051 |
0.3% |
62% |
False |
False |
153 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0043 |
0.3% |
62% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6367 |
|
2.618 |
1.6197 |
|
1.618 |
1.6093 |
|
1.000 |
1.6029 |
|
0.618 |
1.5989 |
|
HIGH |
1.5925 |
|
0.618 |
1.5885 |
|
0.500 |
1.5873 |
|
0.382 |
1.5861 |
|
LOW |
1.5821 |
|
0.618 |
1.5757 |
|
1.000 |
1.5717 |
|
1.618 |
1.5653 |
|
2.618 |
1.5549 |
|
4.250 |
1.5379 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5891 |
1.5883 |
| PP |
1.5882 |
1.5866 |
| S1 |
1.5873 |
1.5849 |
|