CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5710 |
1.5779 |
0.0069 |
0.4% |
1.5676 |
| High |
1.5804 |
1.5881 |
0.0077 |
0.5% |
1.5744 |
| Low |
1.5705 |
1.5766 |
0.0061 |
0.4% |
1.5635 |
| Close |
1.5777 |
1.5866 |
0.0089 |
0.6% |
1.5690 |
| Range |
0.0099 |
0.0115 |
0.0016 |
16.2% |
0.0109 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.1% |
0.0000 |
| Volume |
108,286 |
102,449 |
-5,837 |
-5.4% |
416,121 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6183 |
1.6139 |
1.5929 |
|
| R3 |
1.6068 |
1.6024 |
1.5898 |
|
| R2 |
1.5953 |
1.5953 |
1.5887 |
|
| R1 |
1.5909 |
1.5909 |
1.5877 |
1.5931 |
| PP |
1.5838 |
1.5838 |
1.5838 |
1.5849 |
| S1 |
1.5794 |
1.5794 |
1.5855 |
1.5816 |
| S2 |
1.5723 |
1.5723 |
1.5845 |
|
| S3 |
1.5608 |
1.5679 |
1.5834 |
|
| S4 |
1.5493 |
1.5564 |
1.5803 |
|
|
| 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 |
1.5881 |
1.5635 |
0.0246 |
1.6% |
0.0086 |
0.5% |
94% |
True |
False |
92,227 |
| 10 |
1.5881 |
1.5575 |
0.0306 |
1.9% |
0.0081 |
0.5% |
95% |
True |
False |
89,374 |
| 20 |
1.5881 |
1.5469 |
0.0412 |
2.6% |
0.0109 |
0.7% |
96% |
True |
False |
101,472 |
| 40 |
1.5881 |
1.5390 |
0.0491 |
3.1% |
0.0111 |
0.7% |
97% |
True |
False |
94,283 |
| 60 |
1.5881 |
1.5266 |
0.0615 |
3.9% |
0.0117 |
0.7% |
98% |
True |
False |
78,911 |
| 80 |
1.6220 |
1.5266 |
0.0954 |
6.0% |
0.0106 |
0.7% |
63% |
False |
False |
59,207 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0099 |
0.6% |
59% |
False |
False |
47,382 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0091 |
0.6% |
59% |
False |
False |
39,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6370 |
|
2.618 |
1.6182 |
|
1.618 |
1.6067 |
|
1.000 |
1.5996 |
|
0.618 |
1.5952 |
|
HIGH |
1.5881 |
|
0.618 |
1.5837 |
|
0.500 |
1.5824 |
|
0.382 |
1.5810 |
|
LOW |
1.5766 |
|
0.618 |
1.5695 |
|
1.000 |
1.5651 |
|
1.618 |
1.5580 |
|
2.618 |
1.5465 |
|
4.250 |
1.5277 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5852 |
1.5837 |
| PP |
1.5838 |
1.5808 |
| S1 |
1.5824 |
1.5779 |
|