CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5607 |
1.5660 |
0.0053 |
0.3% |
1.5697 |
| High |
1.5659 |
1.5668 |
0.0009 |
0.1% |
1.5713 |
| Low |
1.5578 |
1.5602 |
0.0024 |
0.2% |
1.5490 |
| Close |
1.5645 |
1.5629 |
-0.0016 |
-0.1% |
1.5642 |
| Range |
0.0081 |
0.0066 |
-0.0015 |
-18.5% |
0.0223 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
77 |
281 |
204 |
264.9% |
328 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5831 |
1.5796 |
1.5665 |
|
| R3 |
1.5765 |
1.5730 |
1.5647 |
|
| R2 |
1.5699 |
1.5699 |
1.5641 |
|
| R1 |
1.5664 |
1.5664 |
1.5635 |
1.5649 |
| PP |
1.5633 |
1.5633 |
1.5633 |
1.5625 |
| S1 |
1.5598 |
1.5598 |
1.5623 |
1.5583 |
| S2 |
1.5567 |
1.5567 |
1.5617 |
|
| S3 |
1.5501 |
1.5532 |
1.5611 |
|
| S4 |
1.5435 |
1.5466 |
1.5593 |
|
|
| 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 |
1.5680 |
1.5527 |
0.0153 |
1.0% |
0.0085 |
0.5% |
67% |
False |
False |
107 |
| 10 |
1.5761 |
1.5490 |
0.0271 |
1.7% |
0.0086 |
0.6% |
51% |
False |
False |
86 |
| 20 |
1.5761 |
1.5430 |
0.0331 |
2.1% |
0.0095 |
0.6% |
60% |
False |
False |
82 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0083 |
0.5% |
63% |
False |
False |
71 |
| 60 |
1.5901 |
1.5335 |
0.0566 |
3.6% |
0.0064 |
0.4% |
52% |
False |
False |
51 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0049 |
0.3% |
32% |
False |
False |
39 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0039 |
0.3% |
32% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5949 |
|
2.618 |
1.5841 |
|
1.618 |
1.5775 |
|
1.000 |
1.5734 |
|
0.618 |
1.5709 |
|
HIGH |
1.5668 |
|
0.618 |
1.5643 |
|
0.500 |
1.5635 |
|
0.382 |
1.5627 |
|
LOW |
1.5602 |
|
0.618 |
1.5561 |
|
1.000 |
1.5536 |
|
1.618 |
1.5495 |
|
2.618 |
1.5429 |
|
4.250 |
1.5322 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5635 |
1.5629 |
| PP |
1.5633 |
1.5629 |
| S1 |
1.5631 |
1.5629 |
|