CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5907 |
1.5844 |
-0.0063 |
-0.4% |
1.5696 |
| High |
1.5907 |
1.5864 |
-0.0043 |
-0.3% |
1.5907 |
| Low |
1.5856 |
1.5801 |
-0.0055 |
-0.3% |
1.5684 |
| Close |
1.5860 |
1.5806 |
-0.0054 |
-0.3% |
1.5806 |
| Range |
0.0051 |
0.0063 |
0.0012 |
23.5% |
0.0223 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
62 |
1,302 |
1,240 |
2,000.0% |
1,595 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6013 |
1.5972 |
1.5841 |
|
| R3 |
1.5950 |
1.5909 |
1.5823 |
|
| R2 |
1.5887 |
1.5887 |
1.5818 |
|
| R1 |
1.5846 |
1.5846 |
1.5812 |
1.5835 |
| PP |
1.5824 |
1.5824 |
1.5824 |
1.5818 |
| S1 |
1.5783 |
1.5783 |
1.5800 |
1.5772 |
| S2 |
1.5761 |
1.5761 |
1.5794 |
|
| S3 |
1.5698 |
1.5720 |
1.5789 |
|
| S4 |
1.5635 |
1.5657 |
1.5771 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6468 |
1.6360 |
1.5929 |
|
| R3 |
1.6245 |
1.6137 |
1.5867 |
|
| R2 |
1.6022 |
1.6022 |
1.5847 |
|
| R1 |
1.5914 |
1.5914 |
1.5826 |
1.5968 |
| PP |
1.5799 |
1.5799 |
1.5799 |
1.5826 |
| S1 |
1.5691 |
1.5691 |
1.5786 |
1.5745 |
| S2 |
1.5576 |
1.5576 |
1.5765 |
|
| S3 |
1.5353 |
1.5468 |
1.5745 |
|
| S4 |
1.5130 |
1.5245 |
1.5683 |
|
|
| 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% |
0.0065 |
0.4% |
55% |
False |
False |
319 |
| 10 |
1.5907 |
1.5640 |
0.0267 |
1.7% |
0.0059 |
0.4% |
62% |
False |
False |
186 |
| 20 |
1.5907 |
1.5490 |
0.0417 |
2.6% |
0.0074 |
0.5% |
76% |
False |
False |
137 |
| 40 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0084 |
0.5% |
80% |
False |
False |
103 |
| 60 |
1.5907 |
1.5335 |
0.0572 |
3.6% |
0.0074 |
0.5% |
82% |
False |
False |
81 |
| 80 |
1.6159 |
1.5335 |
0.0824 |
5.2% |
0.0057 |
0.4% |
57% |
False |
False |
63 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0046 |
0.3% |
52% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6132 |
|
2.618 |
1.6029 |
|
1.618 |
1.5966 |
|
1.000 |
1.5927 |
|
0.618 |
1.5903 |
|
HIGH |
1.5864 |
|
0.618 |
1.5840 |
|
0.500 |
1.5833 |
|
0.382 |
1.5825 |
|
LOW |
1.5801 |
|
0.618 |
1.5762 |
|
1.000 |
1.5738 |
|
1.618 |
1.5699 |
|
2.618 |
1.5636 |
|
4.250 |
1.5533 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5833 |
1.5836 |
| PP |
1.5824 |
1.5826 |
| S1 |
1.5815 |
1.5816 |
|