CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5779 |
1.5877 |
0.0098 |
0.6% |
1.5676 |
| High |
1.5881 |
1.5912 |
0.0031 |
0.2% |
1.5744 |
| Low |
1.5766 |
1.5857 |
0.0091 |
0.6% |
1.5635 |
| Close |
1.5866 |
1.5863 |
-0.0003 |
0.0% |
1.5690 |
| Range |
0.0115 |
0.0055 |
-0.0060 |
-52.2% |
0.0109 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
102,449 |
95,566 |
-6,883 |
-6.7% |
416,121 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6042 |
1.6008 |
1.5893 |
|
| R3 |
1.5987 |
1.5953 |
1.5878 |
|
| R2 |
1.5932 |
1.5932 |
1.5873 |
|
| R1 |
1.5898 |
1.5898 |
1.5868 |
1.5888 |
| PP |
1.5877 |
1.5877 |
1.5877 |
1.5872 |
| S1 |
1.5843 |
1.5843 |
1.5858 |
1.5833 |
| S2 |
1.5822 |
1.5822 |
1.5853 |
|
| S3 |
1.5767 |
1.5788 |
1.5848 |
|
| S4 |
1.5712 |
1.5733 |
1.5833 |
|
|
| 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 |
1.5912 |
1.5673 |
0.0239 |
1.5% |
0.0075 |
0.5% |
79% |
True |
False |
89,770 |
| 10 |
1.5912 |
1.5575 |
0.0337 |
2.1% |
0.0079 |
0.5% |
85% |
True |
False |
90,339 |
| 20 |
1.5912 |
1.5488 |
0.0424 |
2.7% |
0.0099 |
0.6% |
88% |
True |
False |
98,069 |
| 40 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0110 |
0.7% |
91% |
True |
False |
94,614 |
| 60 |
1.5912 |
1.5266 |
0.0646 |
4.1% |
0.0115 |
0.7% |
92% |
True |
False |
80,500 |
| 80 |
1.6210 |
1.5266 |
0.0944 |
6.0% |
0.0106 |
0.7% |
63% |
False |
False |
60,401 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0098 |
0.6% |
59% |
False |
False |
48,337 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0092 |
0.6% |
59% |
False |
False |
40,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6146 |
|
2.618 |
1.6056 |
|
1.618 |
1.6001 |
|
1.000 |
1.5967 |
|
0.618 |
1.5946 |
|
HIGH |
1.5912 |
|
0.618 |
1.5891 |
|
0.500 |
1.5885 |
|
0.382 |
1.5878 |
|
LOW |
1.5857 |
|
0.618 |
1.5823 |
|
1.000 |
1.5802 |
|
1.618 |
1.5768 |
|
2.618 |
1.5713 |
|
4.250 |
1.5623 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5885 |
1.5845 |
| PP |
1.5877 |
1.5827 |
| S1 |
1.5870 |
1.5809 |
|