CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5785 |
1.5812 |
0.0027 |
0.2% |
1.5696 |
| High |
1.5831 |
1.5850 |
0.0019 |
0.1% |
1.5907 |
| Low |
1.5747 |
1.5801 |
0.0054 |
0.3% |
1.5684 |
| Close |
1.5817 |
1.5832 |
0.0015 |
0.1% |
1.5806 |
| Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0223 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
91 |
74 |
-17 |
-18.7% |
1,595 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5975 |
1.5952 |
1.5859 |
|
| R3 |
1.5926 |
1.5903 |
1.5845 |
|
| R2 |
1.5877 |
1.5877 |
1.5841 |
|
| R1 |
1.5854 |
1.5854 |
1.5836 |
1.5866 |
| PP |
1.5828 |
1.5828 |
1.5828 |
1.5833 |
| S1 |
1.5805 |
1.5805 |
1.5828 |
1.5817 |
| S2 |
1.5779 |
1.5779 |
1.5823 |
|
| S3 |
1.5730 |
1.5756 |
1.5819 |
|
| S4 |
1.5681 |
1.5707 |
1.5805 |
|
|
| 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% |
0.0055 |
0.3% |
53% |
False |
False |
359 |
| 10 |
1.5907 |
1.5640 |
0.0267 |
1.7% |
0.0062 |
0.4% |
72% |
False |
False |
221 |
| 20 |
1.5907 |
1.5490 |
0.0417 |
2.6% |
0.0071 |
0.4% |
82% |
False |
False |
148 |
| 40 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0082 |
0.5% |
85% |
False |
False |
106 |
| 60 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0075 |
0.5% |
85% |
False |
False |
88 |
| 80 |
1.6150 |
1.5335 |
0.0815 |
5.1% |
0.0059 |
0.4% |
61% |
False |
False |
68 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0047 |
0.3% |
55% |
False |
False |
55 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0040 |
0.3% |
55% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6058 |
|
2.618 |
1.5978 |
|
1.618 |
1.5929 |
|
1.000 |
1.5899 |
|
0.618 |
1.5880 |
|
HIGH |
1.5850 |
|
0.618 |
1.5831 |
|
0.500 |
1.5826 |
|
0.382 |
1.5820 |
|
LOW |
1.5801 |
|
0.618 |
1.5771 |
|
1.000 |
1.5752 |
|
1.618 |
1.5722 |
|
2.618 |
1.5673 |
|
4.250 |
1.5593 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5830 |
1.5821 |
| PP |
1.5828 |
1.5810 |
| S1 |
1.5826 |
1.5799 |
|