CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5812 |
1.5821 |
0.0009 |
0.1% |
1.5696 |
| High |
1.5850 |
1.5871 |
0.0021 |
0.1% |
1.5907 |
| Low |
1.5801 |
1.5768 |
-0.0033 |
-0.2% |
1.5684 |
| Close |
1.5832 |
1.5783 |
-0.0049 |
-0.3% |
1.5806 |
| Range |
0.0049 |
0.0103 |
0.0054 |
110.2% |
0.0223 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.7% |
0.0000 |
| Volume |
74 |
51 |
-23 |
-31.1% |
1,595 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6116 |
1.6053 |
1.5840 |
|
| R3 |
1.6013 |
1.5950 |
1.5811 |
|
| R2 |
1.5910 |
1.5910 |
1.5802 |
|
| R1 |
1.5847 |
1.5847 |
1.5792 |
1.5827 |
| PP |
1.5807 |
1.5807 |
1.5807 |
1.5798 |
| S1 |
1.5744 |
1.5744 |
1.5774 |
1.5724 |
| S2 |
1.5704 |
1.5704 |
1.5764 |
|
| S3 |
1.5601 |
1.5641 |
1.5755 |
|
| S4 |
1.5498 |
1.5538 |
1.5726 |
|
|
| 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 |
1.5871 |
1.5747 |
0.0124 |
0.8% |
0.0066 |
0.4% |
29% |
True |
False |
356 |
| 10 |
1.5907 |
1.5684 |
0.0223 |
1.4% |
0.0063 |
0.4% |
44% |
False |
False |
220 |
| 20 |
1.5907 |
1.5527 |
0.0380 |
2.4% |
0.0069 |
0.4% |
67% |
False |
False |
148 |
| 40 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0080 |
0.5% |
75% |
False |
False |
106 |
| 60 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0076 |
0.5% |
75% |
False |
False |
89 |
| 80 |
1.6150 |
1.5335 |
0.0815 |
5.2% |
0.0061 |
0.4% |
55% |
False |
False |
69 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0049 |
0.3% |
49% |
False |
False |
55 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0041 |
0.3% |
49% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6309 |
|
2.618 |
1.6141 |
|
1.618 |
1.6038 |
|
1.000 |
1.5974 |
|
0.618 |
1.5935 |
|
HIGH |
1.5871 |
|
0.618 |
1.5832 |
|
0.500 |
1.5820 |
|
0.382 |
1.5807 |
|
LOW |
1.5768 |
|
0.618 |
1.5704 |
|
1.000 |
1.5665 |
|
1.618 |
1.5601 |
|
2.618 |
1.5498 |
|
4.250 |
1.5330 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5820 |
1.5809 |
| PP |
1.5807 |
1.5800 |
| S1 |
1.5795 |
1.5792 |
|