CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5773 |
1.5875 |
0.0102 |
0.6% |
1.5806 |
| High |
1.5895 |
1.5906 |
0.0011 |
0.1% |
1.5895 |
| Low |
1.5773 |
1.5850 |
0.0077 |
0.5% |
1.5747 |
| Close |
1.5878 |
1.5876 |
-0.0002 |
0.0% |
1.5878 |
| Range |
0.0122 |
0.0056 |
-0.0066 |
-54.1% |
0.0148 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
747 |
7,900 |
7,153 |
957.6% |
1,229 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6045 |
1.6017 |
1.5907 |
|
| R3 |
1.5989 |
1.5961 |
1.5891 |
|
| R2 |
1.5933 |
1.5933 |
1.5886 |
|
| R1 |
1.5905 |
1.5905 |
1.5881 |
1.5919 |
| PP |
1.5877 |
1.5877 |
1.5877 |
1.5885 |
| S1 |
1.5849 |
1.5849 |
1.5871 |
1.5863 |
| S2 |
1.5821 |
1.5821 |
1.5866 |
|
| S3 |
1.5765 |
1.5793 |
1.5861 |
|
| S4 |
1.5709 |
1.5737 |
1.5845 |
|
|
| 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 |
1.5906 |
1.5747 |
0.0159 |
1.0% |
0.0083 |
0.5% |
81% |
True |
False |
1,772 |
| 10 |
1.5907 |
1.5721 |
0.0186 |
1.2% |
0.0074 |
0.5% |
83% |
False |
False |
1,070 |
| 20 |
1.5907 |
1.5578 |
0.0329 |
2.1% |
0.0069 |
0.4% |
91% |
False |
False |
574 |
| 40 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0082 |
0.5% |
94% |
False |
False |
320 |
| 60 |
1.5907 |
1.5401 |
0.0506 |
3.2% |
0.0077 |
0.5% |
94% |
False |
False |
232 |
| 80 |
1.6082 |
1.5335 |
0.0747 |
4.7% |
0.0063 |
0.4% |
72% |
False |
False |
177 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0050 |
0.3% |
60% |
False |
False |
142 |
| 120 |
1.6243 |
1.5335 |
0.0908 |
5.7% |
0.0042 |
0.3% |
60% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6144 |
|
2.618 |
1.6053 |
|
1.618 |
1.5997 |
|
1.000 |
1.5962 |
|
0.618 |
1.5941 |
|
HIGH |
1.5906 |
|
0.618 |
1.5885 |
|
0.500 |
1.5878 |
|
0.382 |
1.5871 |
|
LOW |
1.5850 |
|
0.618 |
1.5815 |
|
1.000 |
1.5794 |
|
1.618 |
1.5759 |
|
2.618 |
1.5703 |
|
4.250 |
1.5612 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5878 |
1.5863 |
| PP |
1.5877 |
1.5850 |
| S1 |
1.5877 |
1.5837 |
|