CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5713 |
1.5654 |
-0.0059 |
-0.4% |
1.5605 |
| High |
1.5713 |
1.5654 |
-0.0059 |
-0.4% |
1.5761 |
| Low |
1.5635 |
1.5540 |
-0.0095 |
-0.6% |
1.5456 |
| Close |
1.5680 |
1.5551 |
-0.0129 |
-0.8% |
1.5723 |
| Range |
0.0078 |
0.0114 |
0.0036 |
46.2% |
0.0305 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
3.9% |
0.0000 |
| Volume |
61 |
74 |
13 |
21.3% |
612 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5924 |
1.5851 |
1.5614 |
|
| R3 |
1.5810 |
1.5737 |
1.5582 |
|
| R2 |
1.5696 |
1.5696 |
1.5572 |
|
| R1 |
1.5623 |
1.5623 |
1.5561 |
1.5603 |
| PP |
1.5582 |
1.5582 |
1.5582 |
1.5571 |
| S1 |
1.5509 |
1.5509 |
1.5541 |
1.5489 |
| S2 |
1.5468 |
1.5468 |
1.5530 |
|
| S3 |
1.5354 |
1.5395 |
1.5520 |
|
| S4 |
1.5240 |
1.5281 |
1.5488 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6562 |
1.6447 |
1.5891 |
|
| R3 |
1.6257 |
1.6142 |
1.5807 |
|
| R2 |
1.5952 |
1.5952 |
1.5779 |
|
| R1 |
1.5837 |
1.5837 |
1.5751 |
1.5895 |
| PP |
1.5647 |
1.5647 |
1.5647 |
1.5675 |
| S1 |
1.5532 |
1.5532 |
1.5695 |
1.5590 |
| S2 |
1.5342 |
1.5342 |
1.5667 |
|
| S3 |
1.5037 |
1.5227 |
1.5639 |
|
| S4 |
1.4732 |
1.4922 |
1.5555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5761 |
1.5479 |
0.0282 |
1.8% |
0.0107 |
0.7% |
26% |
False |
False |
117 |
| 10 |
1.5761 |
1.5456 |
0.0305 |
2.0% |
0.0093 |
0.6% |
31% |
False |
False |
93 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0093 |
0.6% |
42% |
False |
False |
64 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0078 |
0.5% |
42% |
False |
False |
58 |
| 60 |
1.6150 |
1.5335 |
0.0815 |
5.2% |
0.0056 |
0.4% |
27% |
False |
False |
42 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0042 |
0.3% |
24% |
False |
False |
32 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0034 |
0.2% |
24% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6139 |
|
2.618 |
1.5952 |
|
1.618 |
1.5838 |
|
1.000 |
1.5768 |
|
0.618 |
1.5724 |
|
HIGH |
1.5654 |
|
0.618 |
1.5610 |
|
0.500 |
1.5597 |
|
0.382 |
1.5584 |
|
LOW |
1.5540 |
|
0.618 |
1.5470 |
|
1.000 |
1.5426 |
|
1.618 |
1.5356 |
|
2.618 |
1.5242 |
|
4.250 |
1.5056 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5597 |
1.5627 |
| PP |
1.5582 |
1.5601 |
| S1 |
1.5566 |
1.5576 |
|