CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5788 |
1.5823 |
0.0035 |
0.2% |
1.5696 |
| High |
1.5836 |
1.5854 |
0.0018 |
0.1% |
1.5912 |
| Low |
1.5752 |
1.5802 |
0.0050 |
0.3% |
1.5676 |
| Close |
1.5820 |
1.5835 |
0.0015 |
0.1% |
1.5809 |
| Range |
0.0084 |
0.0052 |
-0.0032 |
-38.1% |
0.0236 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
84,659 |
69,046 |
-15,613 |
-18.4% |
463,851 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5986 |
1.5963 |
1.5864 |
|
| R3 |
1.5934 |
1.5911 |
1.5849 |
|
| R2 |
1.5882 |
1.5882 |
1.5845 |
|
| R1 |
1.5859 |
1.5859 |
1.5840 |
1.5871 |
| PP |
1.5830 |
1.5830 |
1.5830 |
1.5836 |
| S1 |
1.5807 |
1.5807 |
1.5830 |
1.5819 |
| S2 |
1.5778 |
1.5778 |
1.5825 |
|
| S3 |
1.5726 |
1.5755 |
1.5821 |
|
| S4 |
1.5674 |
1.5703 |
1.5806 |
|
|
| 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% |
0.0060 |
0.4% |
52% |
False |
False |
78,310 |
| 10 |
1.5912 |
1.5635 |
0.0277 |
1.7% |
0.0073 |
0.5% |
72% |
False |
False |
85,268 |
| 20 |
1.5912 |
1.5488 |
0.0424 |
2.7% |
0.0089 |
0.6% |
82% |
False |
False |
91,394 |
| 40 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0104 |
0.7% |
85% |
False |
False |
93,597 |
| 60 |
1.5912 |
1.5363 |
0.0549 |
3.5% |
0.0111 |
0.7% |
86% |
False |
False |
85,334 |
| 80 |
1.6164 |
1.5266 |
0.0898 |
5.7% |
0.0107 |
0.7% |
63% |
False |
False |
64,099 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0099 |
0.6% |
56% |
False |
False |
51,295 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0094 |
0.6% |
56% |
False |
False |
42,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6075 |
|
2.618 |
1.5990 |
|
1.618 |
1.5938 |
|
1.000 |
1.5906 |
|
0.618 |
1.5886 |
|
HIGH |
1.5854 |
|
0.618 |
1.5834 |
|
0.500 |
1.5828 |
|
0.382 |
1.5822 |
|
LOW |
1.5802 |
|
0.618 |
1.5770 |
|
1.000 |
1.5750 |
|
1.618 |
1.5718 |
|
2.618 |
1.5666 |
|
4.250 |
1.5581 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5833 |
1.5824 |
| PP |
1.5830 |
1.5814 |
| S1 |
1.5828 |
1.5803 |
|