CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5615 |
1.5658 |
0.0043 |
0.3% |
1.5610 |
| High |
1.5683 |
1.5712 |
0.0029 |
0.2% |
1.5683 |
| Low |
1.5580 |
1.5658 |
0.0078 |
0.5% |
1.5557 |
| Close |
1.5667 |
1.5682 |
0.0015 |
0.1% |
1.5667 |
| Range |
0.0103 |
0.0054 |
-0.0049 |
-47.6% |
0.0126 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
98 |
38 |
-60 |
-61.2% |
567 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5846 |
1.5818 |
1.5712 |
|
| R3 |
1.5792 |
1.5764 |
1.5697 |
|
| R2 |
1.5738 |
1.5738 |
1.5692 |
|
| R1 |
1.5710 |
1.5710 |
1.5687 |
1.5724 |
| PP |
1.5684 |
1.5684 |
1.5684 |
1.5691 |
| S1 |
1.5656 |
1.5656 |
1.5677 |
1.5670 |
| S2 |
1.5630 |
1.5630 |
1.5672 |
|
| S3 |
1.5576 |
1.5602 |
1.5667 |
|
| S4 |
1.5522 |
1.5548 |
1.5652 |
|
|
| 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 |
1.5712 |
1.5578 |
0.0134 |
0.9% |
0.0081 |
0.5% |
78% |
True |
False |
107 |
| 10 |
1.5713 |
1.5490 |
0.0223 |
1.4% |
0.0091 |
0.6% |
86% |
False |
False |
84 |
| 20 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0090 |
0.6% |
74% |
False |
False |
86 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0084 |
0.5% |
78% |
False |
False |
74 |
| 60 |
1.5787 |
1.5335 |
0.0452 |
2.9% |
0.0066 |
0.4% |
77% |
False |
False |
53 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0051 |
0.3% |
38% |
False |
False |
40 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0041 |
0.3% |
38% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5942 |
|
2.618 |
1.5853 |
|
1.618 |
1.5799 |
|
1.000 |
1.5766 |
|
0.618 |
1.5745 |
|
HIGH |
1.5712 |
|
0.618 |
1.5691 |
|
0.500 |
1.5685 |
|
0.382 |
1.5679 |
|
LOW |
1.5658 |
|
0.618 |
1.5625 |
|
1.000 |
1.5604 |
|
1.618 |
1.5571 |
|
2.618 |
1.5517 |
|
4.250 |
1.5429 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5685 |
1.5670 |
| PP |
1.5684 |
1.5658 |
| S1 |
1.5683 |
1.5646 |
|