CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5660 |
1.5615 |
-0.0045 |
-0.3% |
1.5610 |
| High |
1.5668 |
1.5683 |
0.0015 |
0.1% |
1.5683 |
| Low |
1.5602 |
1.5580 |
-0.0022 |
-0.1% |
1.5557 |
| Close |
1.5629 |
1.5667 |
0.0038 |
0.2% |
1.5667 |
| Range |
0.0066 |
0.0103 |
0.0037 |
56.1% |
0.0126 |
| ATR |
0.0096 |
0.0096 |
0.0001 |
0.5% |
0.0000 |
| Volume |
281 |
98 |
-183 |
-65.1% |
567 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5952 |
1.5913 |
1.5724 |
|
| R3 |
1.5849 |
1.5810 |
1.5695 |
|
| R2 |
1.5746 |
1.5746 |
1.5686 |
|
| R1 |
1.5707 |
1.5707 |
1.5676 |
1.5727 |
| PP |
1.5643 |
1.5643 |
1.5643 |
1.5653 |
| S1 |
1.5604 |
1.5604 |
1.5658 |
1.5624 |
| S2 |
1.5540 |
1.5540 |
1.5648 |
|
| S3 |
1.5437 |
1.5501 |
1.5639 |
|
| S4 |
1.5334 |
1.5398 |
1.5610 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6014 |
1.5966 |
1.5736 |
|
| R3 |
1.5888 |
1.5840 |
1.5702 |
|
| R2 |
1.5762 |
1.5762 |
1.5690 |
|
| R1 |
1.5714 |
1.5714 |
1.5679 |
1.5738 |
| PP |
1.5636 |
1.5636 |
1.5636 |
1.5648 |
| S1 |
1.5588 |
1.5588 |
1.5655 |
1.5612 |
| S2 |
1.5510 |
1.5510 |
1.5644 |
|
| S3 |
1.5384 |
1.5462 |
1.5632 |
|
| S4 |
1.5258 |
1.5336 |
1.5598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5683 |
1.5557 |
0.0126 |
0.8% |
0.0081 |
0.5% |
87% |
True |
False |
113 |
| 10 |
1.5713 |
1.5490 |
0.0223 |
1.4% |
0.0088 |
0.6% |
79% |
False |
False |
89 |
| 20 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0093 |
0.6% |
69% |
False |
False |
86 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0085 |
0.5% |
74% |
False |
False |
73 |
| 60 |
1.5797 |
1.5335 |
0.0462 |
2.9% |
0.0065 |
0.4% |
72% |
False |
False |
52 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0050 |
0.3% |
37% |
False |
False |
40 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0040 |
0.3% |
37% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6121 |
|
2.618 |
1.5953 |
|
1.618 |
1.5850 |
|
1.000 |
1.5786 |
|
0.618 |
1.5747 |
|
HIGH |
1.5683 |
|
0.618 |
1.5644 |
|
0.500 |
1.5632 |
|
0.382 |
1.5619 |
|
LOW |
1.5580 |
|
0.618 |
1.5516 |
|
1.000 |
1.5477 |
|
1.618 |
1.5413 |
|
2.618 |
1.5310 |
|
4.250 |
1.5142 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5655 |
1.5655 |
| PP |
1.5643 |
1.5643 |
| S1 |
1.5632 |
1.5631 |
|