CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5540 |
1.5513 |
-0.0027 |
-0.2% |
1.5732 |
| High |
1.5663 |
1.5657 |
-0.0006 |
0.0% |
1.5739 |
| Low |
1.5488 |
1.5501 |
0.0013 |
0.1% |
1.5488 |
| Close |
1.5501 |
1.5643 |
0.0142 |
0.9% |
1.5643 |
| Range |
0.0175 |
0.0156 |
-0.0019 |
-10.9% |
0.0251 |
| ATR |
0.0122 |
0.0125 |
0.0002 |
2.0% |
0.0000 |
| Volume |
174,505 |
107,389 |
-67,116 |
-38.5% |
576,905 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6068 |
1.6012 |
1.5729 |
|
| R3 |
1.5912 |
1.5856 |
1.5686 |
|
| R2 |
1.5756 |
1.5756 |
1.5672 |
|
| R1 |
1.5700 |
1.5700 |
1.5657 |
1.5728 |
| PP |
1.5600 |
1.5600 |
1.5600 |
1.5615 |
| S1 |
1.5544 |
1.5544 |
1.5629 |
1.5572 |
| S2 |
1.5444 |
1.5444 |
1.5614 |
|
| S3 |
1.5288 |
1.5388 |
1.5600 |
|
| S4 |
1.5132 |
1.5232 |
1.5557 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6376 |
1.6261 |
1.5781 |
|
| R3 |
1.6125 |
1.6010 |
1.5712 |
|
| R2 |
1.5874 |
1.5874 |
1.5689 |
|
| R1 |
1.5759 |
1.5759 |
1.5666 |
1.5691 |
| PP |
1.5623 |
1.5623 |
1.5623 |
1.5590 |
| S1 |
1.5508 |
1.5508 |
1.5620 |
1.5440 |
| S2 |
1.5372 |
1.5372 |
1.5597 |
|
| S3 |
1.5121 |
1.5257 |
1.5574 |
|
| S4 |
1.4870 |
1.5006 |
1.5505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5739 |
1.5488 |
0.0251 |
1.6% |
0.0133 |
0.8% |
62% |
False |
False |
115,381 |
| 10 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0131 |
0.8% |
60% |
False |
False |
122,773 |
| 20 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0120 |
0.8% |
67% |
False |
False |
105,512 |
| 40 |
1.5773 |
1.5390 |
0.0383 |
2.4% |
0.0123 |
0.8% |
66% |
False |
False |
89,154 |
| 60 |
1.6164 |
1.5266 |
0.0898 |
5.7% |
0.0116 |
0.7% |
42% |
False |
False |
59,697 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0104 |
0.7% |
37% |
False |
False |
44,793 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0098 |
0.6% |
37% |
False |
False |
35,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6320 |
|
2.618 |
1.6065 |
|
1.618 |
1.5909 |
|
1.000 |
1.5813 |
|
0.618 |
1.5753 |
|
HIGH |
1.5657 |
|
0.618 |
1.5597 |
|
0.500 |
1.5579 |
|
0.382 |
1.5561 |
|
LOW |
1.5501 |
|
0.618 |
1.5405 |
|
1.000 |
1.5345 |
|
1.618 |
1.5249 |
|
2.618 |
1.5093 |
|
4.250 |
1.4838 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5622 |
1.5625 |
| PP |
1.5600 |
1.5607 |
| S1 |
1.5579 |
1.5589 |
|