CME British Pound Future September 2012
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5877 |
1.5858 |
-0.0019 |
-0.1% |
1.5696 |
High |
1.5912 |
1.5870 |
-0.0042 |
-0.3% |
1.5912 |
Low |
1.5857 |
1.5800 |
-0.0057 |
-0.4% |
1.5676 |
Close |
1.5863 |
1.5809 |
-0.0054 |
-0.3% |
1.5809 |
Range |
0.0055 |
0.0070 |
0.0015 |
27.3% |
0.0236 |
ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
95,566 |
97,385 |
1,819 |
1.9% |
463,851 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6036 |
1.5993 |
1.5848 |
|
R3 |
1.5966 |
1.5923 |
1.5828 |
|
R2 |
1.5896 |
1.5896 |
1.5822 |
|
R1 |
1.5853 |
1.5853 |
1.5815 |
1.5840 |
PP |
1.5826 |
1.5826 |
1.5826 |
1.5820 |
S1 |
1.5783 |
1.5783 |
1.5803 |
1.5770 |
S2 |
1.5756 |
1.5756 |
1.5796 |
|
S3 |
1.5686 |
1.5713 |
1.5790 |
|
S4 |
1.5616 |
1.5643 |
1.5771 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6507 |
1.6394 |
1.5939 |
|
R3 |
1.6271 |
1.6158 |
1.5874 |
|
R2 |
1.6035 |
1.6035 |
1.5852 |
|
R1 |
1.5922 |
1.5922 |
1.5831 |
1.5979 |
PP |
1.5799 |
1.5799 |
1.5799 |
1.5827 |
S1 |
1.5686 |
1.5686 |
1.5787 |
1.5743 |
S2 |
1.5563 |
1.5563 |
1.5766 |
|
S3 |
1.5327 |
1.5450 |
1.5744 |
|
S4 |
1.5091 |
1.5214 |
1.5679 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5912 |
1.5676 |
0.0236 |
1.5% |
0.0076 |
0.5% |
56% |
False |
False |
92,770 |
10 |
1.5912 |
1.5635 |
0.0277 |
1.8% |
0.0073 |
0.5% |
63% |
False |
False |
87,997 |
20 |
1.5912 |
1.5488 |
0.0424 |
2.7% |
0.0097 |
0.6% |
76% |
False |
False |
96,215 |
40 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0108 |
0.7% |
80% |
False |
False |
94,530 |
60 |
1.5912 |
1.5266 |
0.0646 |
4.1% |
0.0114 |
0.7% |
84% |
False |
False |
82,117 |
80 |
1.6200 |
1.5266 |
0.0934 |
5.9% |
0.0106 |
0.7% |
58% |
False |
False |
61,618 |
100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0098 |
0.6% |
54% |
False |
False |
49,310 |
120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0092 |
0.6% |
54% |
False |
False |
41,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6168 |
2.618 |
1.6053 |
1.618 |
1.5983 |
1.000 |
1.5940 |
0.618 |
1.5913 |
HIGH |
1.5870 |
0.618 |
1.5843 |
0.500 |
1.5835 |
0.382 |
1.5827 |
LOW |
1.5800 |
0.618 |
1.5757 |
1.000 |
1.5730 |
1.618 |
1.5687 |
2.618 |
1.5617 |
4.250 |
1.5503 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5835 |
1.5839 |
PP |
1.5826 |
1.5829 |
S1 |
1.5818 |
1.5819 |
|