CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5806 |
1.5785 |
-0.0021 |
-0.1% |
1.5696 |
| High |
1.5820 |
1.5831 |
0.0011 |
0.1% |
1.5907 |
| Low |
1.5790 |
1.5747 |
-0.0043 |
-0.3% |
1.5684 |
| Close |
1.5794 |
1.5817 |
0.0023 |
0.1% |
1.5806 |
| Range |
0.0030 |
0.0084 |
0.0054 |
180.0% |
0.0223 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
266 |
91 |
-175 |
-65.8% |
1,595 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6050 |
1.6018 |
1.5863 |
|
| R3 |
1.5966 |
1.5934 |
1.5840 |
|
| R2 |
1.5882 |
1.5882 |
1.5832 |
|
| R1 |
1.5850 |
1.5850 |
1.5825 |
1.5866 |
| PP |
1.5798 |
1.5798 |
1.5798 |
1.5807 |
| S1 |
1.5766 |
1.5766 |
1.5809 |
1.5782 |
| S2 |
1.5714 |
1.5714 |
1.5802 |
|
| S3 |
1.5630 |
1.5682 |
1.5794 |
|
| S4 |
1.5546 |
1.5598 |
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 |
1.5747 |
0.0160 |
1.0% |
0.0067 |
0.4% |
44% |
False |
True |
380 |
| 10 |
1.5907 |
1.5640 |
0.0267 |
1.7% |
0.0060 |
0.4% |
66% |
False |
False |
215 |
| 20 |
1.5907 |
1.5490 |
0.0417 |
2.6% |
0.0074 |
0.5% |
78% |
False |
False |
148 |
| 40 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0082 |
0.5% |
82% |
False |
False |
109 |
| 60 |
1.5907 |
1.5345 |
0.0562 |
3.6% |
0.0075 |
0.5% |
84% |
False |
False |
87 |
| 80 |
1.6159 |
1.5335 |
0.0824 |
5.2% |
0.0059 |
0.4% |
58% |
False |
False |
67 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0047 |
0.3% |
53% |
False |
False |
54 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0040 |
0.2% |
53% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6188 |
|
2.618 |
1.6051 |
|
1.618 |
1.5967 |
|
1.000 |
1.5915 |
|
0.618 |
1.5883 |
|
HIGH |
1.5831 |
|
0.618 |
1.5799 |
|
0.500 |
1.5789 |
|
0.382 |
1.5779 |
|
LOW |
1.5747 |
|
0.618 |
1.5695 |
|
1.000 |
1.5663 |
|
1.618 |
1.5611 |
|
2.618 |
1.5527 |
|
4.250 |
1.5390 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5808 |
1.5813 |
| PP |
1.5798 |
1.5809 |
| S1 |
1.5789 |
1.5806 |
|