CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5815 |
1.5788 |
-0.0027 |
-0.2% |
1.5696 |
| High |
1.5828 |
1.5836 |
0.0008 |
0.1% |
1.5912 |
| Low |
1.5790 |
1.5752 |
-0.0038 |
-0.2% |
1.5676 |
| Close |
1.5797 |
1.5820 |
0.0023 |
0.1% |
1.5809 |
| Range |
0.0038 |
0.0084 |
0.0046 |
121.1% |
0.0236 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
44,896 |
84,659 |
39,763 |
88.6% |
463,851 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6055 |
1.6021 |
1.5866 |
|
| R3 |
1.5971 |
1.5937 |
1.5843 |
|
| R2 |
1.5887 |
1.5887 |
1.5835 |
|
| R1 |
1.5853 |
1.5853 |
1.5828 |
1.5870 |
| PP |
1.5803 |
1.5803 |
1.5803 |
1.5811 |
| S1 |
1.5769 |
1.5769 |
1.5812 |
1.5786 |
| S2 |
1.5719 |
1.5719 |
1.5805 |
|
| S3 |
1.5635 |
1.5685 |
1.5797 |
|
| S4 |
1.5551 |
1.5601 |
1.5774 |
|
|
| 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 |
1.5752 |
0.0160 |
1.0% |
0.0072 |
0.5% |
43% |
False |
True |
84,991 |
| 10 |
1.5912 |
1.5635 |
0.0277 |
1.8% |
0.0072 |
0.5% |
67% |
False |
False |
85,770 |
| 20 |
1.5912 |
1.5488 |
0.0424 |
2.7% |
0.0095 |
0.6% |
78% |
False |
False |
93,457 |
| 40 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0104 |
0.7% |
82% |
False |
False |
91,878 |
| 60 |
1.5912 |
1.5319 |
0.0593 |
3.7% |
0.0112 |
0.7% |
84% |
False |
False |
84,234 |
| 80 |
1.6170 |
1.5266 |
0.0904 |
5.7% |
0.0107 |
0.7% |
61% |
False |
False |
63,236 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0099 |
0.6% |
55% |
False |
False |
50,605 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0093 |
0.6% |
55% |
False |
False |
42,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6193 |
|
2.618 |
1.6056 |
|
1.618 |
1.5972 |
|
1.000 |
1.5920 |
|
0.618 |
1.5888 |
|
HIGH |
1.5836 |
|
0.618 |
1.5804 |
|
0.500 |
1.5794 |
|
0.382 |
1.5784 |
|
LOW |
1.5752 |
|
0.618 |
1.5700 |
|
1.000 |
1.5668 |
|
1.618 |
1.5616 |
|
2.618 |
1.5532 |
|
4.250 |
1.5395 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5811 |
1.5817 |
| PP |
1.5803 |
1.5814 |
| S1 |
1.5794 |
1.5811 |
|