CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5844 |
1.5806 |
-0.0038 |
-0.2% |
1.5696 |
| High |
1.5864 |
1.5820 |
-0.0044 |
-0.3% |
1.5907 |
| Low |
1.5801 |
1.5790 |
-0.0011 |
-0.1% |
1.5684 |
| Close |
1.5806 |
1.5794 |
-0.0012 |
-0.1% |
1.5806 |
| Range |
0.0063 |
0.0030 |
-0.0033 |
-52.4% |
0.0223 |
| ATR |
0.0079 |
0.0076 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
1,302 |
266 |
-1,036 |
-79.6% |
1,595 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5891 |
1.5873 |
1.5811 |
|
| R3 |
1.5861 |
1.5843 |
1.5802 |
|
| R2 |
1.5831 |
1.5831 |
1.5800 |
|
| R1 |
1.5813 |
1.5813 |
1.5797 |
1.5807 |
| PP |
1.5801 |
1.5801 |
1.5801 |
1.5799 |
| S1 |
1.5783 |
1.5783 |
1.5791 |
1.5777 |
| S2 |
1.5771 |
1.5771 |
1.5789 |
|
| S3 |
1.5741 |
1.5753 |
1.5786 |
|
| S4 |
1.5711 |
1.5723 |
1.5778 |
|
|
| 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 |
1.5721 |
0.0186 |
1.2% |
0.0066 |
0.4% |
39% |
False |
False |
368 |
| 10 |
1.5907 |
1.5640 |
0.0267 |
1.7% |
0.0057 |
0.4% |
58% |
False |
False |
209 |
| 20 |
1.5907 |
1.5490 |
0.0417 |
2.6% |
0.0074 |
0.5% |
73% |
False |
False |
146 |
| 40 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0081 |
0.5% |
78% |
False |
False |
110 |
| 60 |
1.5907 |
1.5345 |
0.0562 |
3.6% |
0.0074 |
0.5% |
80% |
False |
False |
85 |
| 80 |
1.6159 |
1.5335 |
0.0824 |
5.2% |
0.0058 |
0.4% |
56% |
False |
False |
66 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0046 |
0.3% |
51% |
False |
False |
53 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0039 |
0.2% |
51% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5948 |
|
2.618 |
1.5899 |
|
1.618 |
1.5869 |
|
1.000 |
1.5850 |
|
0.618 |
1.5839 |
|
HIGH |
1.5820 |
|
0.618 |
1.5809 |
|
0.500 |
1.5805 |
|
0.382 |
1.5801 |
|
LOW |
1.5790 |
|
0.618 |
1.5771 |
|
1.000 |
1.5760 |
|
1.618 |
1.5741 |
|
2.618 |
1.5711 |
|
4.250 |
1.5663 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5805 |
1.5849 |
| PP |
1.5801 |
1.5830 |
| S1 |
1.5798 |
1.5812 |
|