CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5774 |
1.5907 |
0.0133 |
0.8% |
1.5658 |
| High |
1.5870 |
1.5907 |
0.0037 |
0.2% |
1.5737 |
| Low |
1.5764 |
1.5856 |
0.0092 |
0.6% |
1.5640 |
| Close |
1.5863 |
1.5860 |
-0.0003 |
0.0% |
1.5686 |
| Range |
0.0106 |
0.0051 |
-0.0055 |
-51.9% |
0.0097 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
179 |
62 |
-117 |
-65.4% |
269 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6027 |
1.5995 |
1.5888 |
|
| R3 |
1.5976 |
1.5944 |
1.5874 |
|
| R2 |
1.5925 |
1.5925 |
1.5869 |
|
| R1 |
1.5893 |
1.5893 |
1.5865 |
1.5884 |
| PP |
1.5874 |
1.5874 |
1.5874 |
1.5870 |
| S1 |
1.5842 |
1.5842 |
1.5855 |
1.5833 |
| S2 |
1.5823 |
1.5823 |
1.5851 |
|
| S3 |
1.5772 |
1.5791 |
1.5846 |
|
| S4 |
1.5721 |
1.5740 |
1.5832 |
|
|
| 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 |
1.5907 |
1.5684 |
0.0223 |
1.4% |
0.0059 |
0.4% |
79% |
True |
False |
85 |
| 10 |
1.5907 |
1.5580 |
0.0327 |
2.1% |
0.0063 |
0.4% |
86% |
True |
False |
66 |
| 20 |
1.5907 |
1.5490 |
0.0417 |
2.6% |
0.0075 |
0.5% |
89% |
True |
False |
76 |
| 40 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0083 |
0.5% |
91% |
True |
False |
72 |
| 60 |
1.5907 |
1.5335 |
0.0572 |
3.6% |
0.0074 |
0.5% |
92% |
True |
False |
60 |
| 80 |
1.6172 |
1.5335 |
0.0837 |
5.3% |
0.0057 |
0.4% |
63% |
False |
False |
47 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0045 |
0.3% |
58% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6124 |
|
2.618 |
1.6041 |
|
1.618 |
1.5990 |
|
1.000 |
1.5958 |
|
0.618 |
1.5939 |
|
HIGH |
1.5907 |
|
0.618 |
1.5888 |
|
0.500 |
1.5882 |
|
0.382 |
1.5875 |
|
LOW |
1.5856 |
|
0.618 |
1.5824 |
|
1.000 |
1.5805 |
|
1.618 |
1.5773 |
|
2.618 |
1.5722 |
|
4.250 |
1.5639 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5882 |
1.5845 |
| PP |
1.5874 |
1.5829 |
| S1 |
1.5867 |
1.5814 |
|