CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5680 |
1.5735 |
0.0055 |
0.4% |
1.5676 |
| High |
1.5744 |
1.5738 |
-0.0006 |
0.0% |
1.5744 |
| Low |
1.5635 |
1.5673 |
0.0038 |
0.2% |
1.5635 |
| Close |
1.5738 |
1.5690 |
-0.0048 |
-0.3% |
1.5690 |
| Range |
0.0109 |
0.0065 |
-0.0044 |
-40.4% |
0.0109 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
107,852 |
82,385 |
-25,467 |
-23.6% |
416,121 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5895 |
1.5858 |
1.5726 |
|
| R3 |
1.5830 |
1.5793 |
1.5708 |
|
| R2 |
1.5765 |
1.5765 |
1.5702 |
|
| R1 |
1.5728 |
1.5728 |
1.5696 |
1.5714 |
| PP |
1.5700 |
1.5700 |
1.5700 |
1.5694 |
| S1 |
1.5663 |
1.5663 |
1.5684 |
1.5649 |
| S2 |
1.5635 |
1.5635 |
1.5678 |
|
| S3 |
1.5570 |
1.5598 |
1.5672 |
|
| S4 |
1.5505 |
1.5533 |
1.5654 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6017 |
1.5962 |
1.5750 |
|
| R3 |
1.5908 |
1.5853 |
1.5720 |
|
| R2 |
1.5799 |
1.5799 |
1.5710 |
|
| R1 |
1.5744 |
1.5744 |
1.5700 |
1.5772 |
| PP |
1.5690 |
1.5690 |
1.5690 |
1.5703 |
| S1 |
1.5635 |
1.5635 |
1.5680 |
1.5663 |
| S2 |
1.5581 |
1.5581 |
1.5670 |
|
| S3 |
1.5472 |
1.5526 |
1.5660 |
|
| S4 |
1.5363 |
1.5417 |
1.5630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5744 |
1.5635 |
0.0109 |
0.7% |
0.0070 |
0.4% |
50% |
False |
False |
83,224 |
| 10 |
1.5744 |
1.5545 |
0.0199 |
1.3% |
0.0090 |
0.6% |
73% |
False |
False |
88,354 |
| 20 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0111 |
0.7% |
75% |
False |
False |
105,563 |
| 40 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0110 |
0.7% |
80% |
False |
False |
93,667 |
| 60 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0116 |
0.7% |
84% |
False |
False |
74,404 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0105 |
0.7% |
42% |
False |
False |
55,826 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0098 |
0.6% |
42% |
False |
False |
44,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6014 |
|
2.618 |
1.5908 |
|
1.618 |
1.5843 |
|
1.000 |
1.5803 |
|
0.618 |
1.5778 |
|
HIGH |
1.5738 |
|
0.618 |
1.5713 |
|
0.500 |
1.5706 |
|
0.382 |
1.5698 |
|
LOW |
1.5673 |
|
0.618 |
1.5633 |
|
1.000 |
1.5608 |
|
1.618 |
1.5568 |
|
2.618 |
1.5503 |
|
4.250 |
1.5397 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5706 |
1.5690 |
| PP |
1.5700 |
1.5690 |
| S1 |
1.5695 |
1.5690 |
|