CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5688 |
1.5718 |
0.0030 |
0.2% |
1.5658 |
| High |
1.5737 |
1.5719 |
-0.0018 |
-0.1% |
1.5737 |
| Low |
1.5640 |
1.5685 |
0.0045 |
0.3% |
1.5640 |
| Close |
1.5734 |
1.5686 |
-0.0048 |
-0.3% |
1.5686 |
| Range |
0.0097 |
0.0034 |
-0.0063 |
-64.9% |
0.0097 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
53 |
132 |
79 |
149.1% |
269 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5799 |
1.5776 |
1.5705 |
|
| R3 |
1.5765 |
1.5742 |
1.5695 |
|
| R2 |
1.5731 |
1.5731 |
1.5692 |
|
| R1 |
1.5708 |
1.5708 |
1.5689 |
1.5703 |
| PP |
1.5697 |
1.5697 |
1.5697 |
1.5694 |
| S1 |
1.5674 |
1.5674 |
1.5683 |
1.5669 |
| S2 |
1.5663 |
1.5663 |
1.5680 |
|
| S3 |
1.5629 |
1.5640 |
1.5677 |
|
| S4 |
1.5595 |
1.5606 |
1.5667 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5979 |
1.5929 |
1.5739 |
|
| R3 |
1.5882 |
1.5832 |
1.5713 |
|
| R2 |
1.5785 |
1.5785 |
1.5704 |
|
| R1 |
1.5735 |
1.5735 |
1.5695 |
1.5760 |
| PP |
1.5688 |
1.5688 |
1.5688 |
1.5700 |
| S1 |
1.5638 |
1.5638 |
1.5677 |
1.5663 |
| S2 |
1.5591 |
1.5591 |
1.5668 |
|
| S3 |
1.5494 |
1.5541 |
1.5659 |
|
| S4 |
1.5397 |
1.5444 |
1.5633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5737 |
1.5640 |
0.0097 |
0.6% |
0.0054 |
0.3% |
47% |
False |
False |
53 |
| 10 |
1.5737 |
1.5557 |
0.0180 |
1.1% |
0.0067 |
0.4% |
72% |
False |
False |
83 |
| 20 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0084 |
0.5% |
75% |
False |
False |
88 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0082 |
0.5% |
79% |
False |
False |
68 |
| 60 |
1.5761 |
1.5335 |
0.0426 |
2.7% |
0.0069 |
0.4% |
82% |
False |
False |
56 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0053 |
0.3% |
39% |
False |
False |
43 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0043 |
0.3% |
39% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5864 |
|
2.618 |
1.5808 |
|
1.618 |
1.5774 |
|
1.000 |
1.5753 |
|
0.618 |
1.5740 |
|
HIGH |
1.5719 |
|
0.618 |
1.5706 |
|
0.500 |
1.5702 |
|
0.382 |
1.5698 |
|
LOW |
1.5685 |
|
0.618 |
1.5664 |
|
1.000 |
1.5651 |
|
1.618 |
1.5630 |
|
2.618 |
1.5596 |
|
4.250 |
1.5541 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5702 |
1.5689 |
| PP |
1.5697 |
1.5688 |
| S1 |
1.5691 |
1.5687 |
|