CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5530 |
1.5527 |
-0.0003 |
0.0% |
1.5697 |
| High |
1.5622 |
1.5653 |
0.0031 |
0.2% |
1.5713 |
| Low |
1.5490 |
1.5527 |
0.0037 |
0.2% |
1.5490 |
| Close |
1.5501 |
1.5642 |
0.0141 |
0.9% |
1.5642 |
| Range |
0.0132 |
0.0126 |
-0.0006 |
-4.5% |
0.0223 |
| ATR |
0.0097 |
0.0101 |
0.0004 |
4.1% |
0.0000 |
| Volume |
38 |
66 |
28 |
73.7% |
328 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5985 |
1.5940 |
1.5711 |
|
| R3 |
1.5859 |
1.5814 |
1.5677 |
|
| R2 |
1.5733 |
1.5733 |
1.5665 |
|
| R1 |
1.5688 |
1.5688 |
1.5654 |
1.5711 |
| PP |
1.5607 |
1.5607 |
1.5607 |
1.5619 |
| S1 |
1.5562 |
1.5562 |
1.5630 |
1.5585 |
| S2 |
1.5481 |
1.5481 |
1.5619 |
|
| S3 |
1.5355 |
1.5436 |
1.5607 |
|
| S4 |
1.5229 |
1.5310 |
1.5573 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6186 |
1.5765 |
|
| R3 |
1.6061 |
1.5963 |
1.5703 |
|
| R2 |
1.5838 |
1.5838 |
1.5683 |
|
| R1 |
1.5740 |
1.5740 |
1.5662 |
1.5678 |
| PP |
1.5615 |
1.5615 |
1.5615 |
1.5584 |
| S1 |
1.5517 |
1.5517 |
1.5622 |
1.5455 |
| S2 |
1.5392 |
1.5392 |
1.5601 |
|
| S3 |
1.5169 |
1.5294 |
1.5581 |
|
| S4 |
1.4946 |
1.5071 |
1.5519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5713 |
1.5490 |
0.0223 |
1.4% |
0.0095 |
0.6% |
68% |
False |
False |
65 |
| 10 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0101 |
0.6% |
61% |
False |
False |
94 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0093 |
0.6% |
67% |
False |
False |
64 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0081 |
0.5% |
67% |
False |
False |
60 |
| 60 |
1.6150 |
1.5335 |
0.0815 |
5.2% |
0.0060 |
0.4% |
38% |
False |
False |
43 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0045 |
0.3% |
34% |
False |
False |
33 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0036 |
0.2% |
34% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6189 |
|
2.618 |
1.5983 |
|
1.618 |
1.5857 |
|
1.000 |
1.5779 |
|
0.618 |
1.5731 |
|
HIGH |
1.5653 |
|
0.618 |
1.5605 |
|
0.500 |
1.5590 |
|
0.382 |
1.5575 |
|
LOW |
1.5527 |
|
0.618 |
1.5449 |
|
1.000 |
1.5401 |
|
1.618 |
1.5323 |
|
2.618 |
1.5197 |
|
4.250 |
1.4992 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5625 |
1.5619 |
| PP |
1.5607 |
1.5595 |
| S1 |
1.5590 |
1.5572 |
|