CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5821 |
1.5773 |
-0.0048 |
-0.3% |
1.5806 |
| High |
1.5871 |
1.5895 |
0.0024 |
0.2% |
1.5895 |
| Low |
1.5768 |
1.5773 |
0.0005 |
0.0% |
1.5747 |
| Close |
1.5783 |
1.5878 |
0.0095 |
0.6% |
1.5878 |
| Range |
0.0103 |
0.0122 |
0.0019 |
18.4% |
0.0148 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.2% |
0.0000 |
| Volume |
51 |
747 |
696 |
1,364.7% |
1,229 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6215 |
1.6168 |
1.5945 |
|
| R3 |
1.6093 |
1.6046 |
1.5912 |
|
| R2 |
1.5971 |
1.5971 |
1.5900 |
|
| R1 |
1.5924 |
1.5924 |
1.5889 |
1.5948 |
| PP |
1.5849 |
1.5849 |
1.5849 |
1.5860 |
| S1 |
1.5802 |
1.5802 |
1.5867 |
1.5826 |
| S2 |
1.5727 |
1.5727 |
1.5856 |
|
| S3 |
1.5605 |
1.5680 |
1.5844 |
|
| S4 |
1.5483 |
1.5558 |
1.5811 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6229 |
1.5959 |
|
| R3 |
1.6136 |
1.6081 |
1.5919 |
|
| R2 |
1.5988 |
1.5988 |
1.5905 |
|
| R1 |
1.5933 |
1.5933 |
1.5892 |
1.5961 |
| PP |
1.5840 |
1.5840 |
1.5840 |
1.5854 |
| S1 |
1.5785 |
1.5785 |
1.5864 |
1.5813 |
| S2 |
1.5692 |
1.5692 |
1.5851 |
|
| S3 |
1.5544 |
1.5637 |
1.5837 |
|
| S4 |
1.5396 |
1.5489 |
1.5797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5895 |
1.5747 |
0.0148 |
0.9% |
0.0078 |
0.5% |
89% |
True |
False |
245 |
| 10 |
1.5907 |
1.5684 |
0.0223 |
1.4% |
0.0071 |
0.4% |
87% |
False |
False |
282 |
| 20 |
1.5907 |
1.5557 |
0.0350 |
2.2% |
0.0069 |
0.4% |
92% |
False |
False |
183 |
| 40 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0081 |
0.5% |
94% |
False |
False |
123 |
| 60 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0077 |
0.5% |
94% |
False |
False |
101 |
| 80 |
1.6150 |
1.5335 |
0.0815 |
5.1% |
0.0062 |
0.4% |
67% |
False |
False |
78 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0050 |
0.3% |
60% |
False |
False |
63 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0042 |
0.3% |
60% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6414 |
|
2.618 |
1.6214 |
|
1.618 |
1.6092 |
|
1.000 |
1.6017 |
|
0.618 |
1.5970 |
|
HIGH |
1.5895 |
|
0.618 |
1.5848 |
|
0.500 |
1.5834 |
|
0.382 |
1.5820 |
|
LOW |
1.5773 |
|
0.618 |
1.5698 |
|
1.000 |
1.5651 |
|
1.618 |
1.5576 |
|
2.618 |
1.5454 |
|
4.250 |
1.5255 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5863 |
1.5863 |
| PP |
1.5849 |
1.5847 |
| S1 |
1.5834 |
1.5832 |
|