CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5830 |
1.5783 |
-0.0047 |
-0.3% |
1.5815 |
| High |
1.5874 |
1.5890 |
0.0016 |
0.1% |
1.5890 |
| Low |
1.5769 |
1.5778 |
0.0009 |
0.1% |
1.5752 |
| Close |
1.5786 |
1.5882 |
0.0096 |
0.6% |
1.5882 |
| Range |
0.0105 |
0.0112 |
0.0007 |
6.7% |
0.0138 |
| ATR |
0.0090 |
0.0091 |
0.0002 |
1.8% |
0.0000 |
| Volume |
64,059 |
106,877 |
42,818 |
66.8% |
369,537 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6186 |
1.6146 |
1.5944 |
|
| R3 |
1.6074 |
1.6034 |
1.5913 |
|
| R2 |
1.5962 |
1.5962 |
1.5903 |
|
| R1 |
1.5922 |
1.5922 |
1.5892 |
1.5942 |
| PP |
1.5850 |
1.5850 |
1.5850 |
1.5860 |
| S1 |
1.5810 |
1.5810 |
1.5872 |
1.5830 |
| S2 |
1.5738 |
1.5738 |
1.5861 |
|
| S3 |
1.5626 |
1.5698 |
1.5851 |
|
| S4 |
1.5514 |
1.5586 |
1.5820 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6255 |
1.6207 |
1.5958 |
|
| R3 |
1.6117 |
1.6069 |
1.5920 |
|
| R2 |
1.5979 |
1.5979 |
1.5907 |
|
| R1 |
1.5931 |
1.5931 |
1.5895 |
1.5955 |
| PP |
1.5841 |
1.5841 |
1.5841 |
1.5854 |
| S1 |
1.5793 |
1.5793 |
1.5869 |
1.5817 |
| S2 |
1.5703 |
1.5703 |
1.5857 |
|
| S3 |
1.5565 |
1.5655 |
1.5844 |
|
| S4 |
1.5427 |
1.5517 |
1.5806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5890 |
1.5752 |
0.0138 |
0.9% |
0.0078 |
0.5% |
94% |
True |
False |
73,907 |
| 10 |
1.5912 |
1.5676 |
0.0236 |
1.5% |
0.0077 |
0.5% |
87% |
False |
False |
83,338 |
| 20 |
1.5912 |
1.5545 |
0.0367 |
2.3% |
0.0084 |
0.5% |
92% |
False |
False |
85,846 |
| 40 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0102 |
0.6% |
94% |
False |
False |
95,679 |
| 60 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0110 |
0.7% |
94% |
False |
False |
88,052 |
| 80 |
1.6164 |
1.5266 |
0.0898 |
5.7% |
0.0108 |
0.7% |
69% |
False |
False |
66,234 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0100 |
0.6% |
61% |
False |
False |
53,004 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0096 |
0.6% |
61% |
False |
False |
44,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6366 |
|
2.618 |
1.6183 |
|
1.618 |
1.6071 |
|
1.000 |
1.6002 |
|
0.618 |
1.5959 |
|
HIGH |
1.5890 |
|
0.618 |
1.5847 |
|
0.500 |
1.5834 |
|
0.382 |
1.5821 |
|
LOW |
1.5778 |
|
0.618 |
1.5709 |
|
1.000 |
1.5666 |
|
1.618 |
1.5597 |
|
2.618 |
1.5485 |
|
4.250 |
1.5302 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5866 |
1.5865 |
| PP |
1.5850 |
1.5847 |
| S1 |
1.5834 |
1.5830 |
|