CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5692 |
1.5690 |
-0.0002 |
0.0% |
1.5587 |
| High |
1.5720 |
1.5711 |
-0.0009 |
-0.1% |
1.5713 |
| Low |
1.5638 |
1.5657 |
0.0019 |
0.1% |
1.5481 |
| Close |
1.5689 |
1.5693 |
0.0004 |
0.0% |
1.5677 |
| Range |
0.0082 |
0.0054 |
-0.0028 |
-34.1% |
0.0232 |
| ATR |
0.0119 |
0.0114 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
104,249 |
312 |
-103,937 |
-99.7% |
479,298 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5849 |
1.5825 |
1.5723 |
|
| R3 |
1.5795 |
1.5771 |
1.5708 |
|
| R2 |
1.5741 |
1.5741 |
1.5703 |
|
| R1 |
1.5717 |
1.5717 |
1.5698 |
1.5729 |
| PP |
1.5687 |
1.5687 |
1.5687 |
1.5693 |
| S1 |
1.5663 |
1.5663 |
1.5688 |
1.5675 |
| S2 |
1.5633 |
1.5633 |
1.5683 |
|
| S3 |
1.5579 |
1.5609 |
1.5678 |
|
| S4 |
1.5525 |
1.5555 |
1.5663 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6320 |
1.6230 |
1.5805 |
|
| R3 |
1.6088 |
1.5998 |
1.5741 |
|
| R2 |
1.5856 |
1.5856 |
1.5720 |
|
| R1 |
1.5766 |
1.5766 |
1.5698 |
1.5811 |
| PP |
1.5624 |
1.5624 |
1.5624 |
1.5646 |
| S1 |
1.5534 |
1.5534 |
1.5656 |
1.5579 |
| S2 |
1.5392 |
1.5392 |
1.5634 |
|
| S3 |
1.5160 |
1.5302 |
1.5613 |
|
| S4 |
1.4928 |
1.5070 |
1.5549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5720 |
1.5481 |
0.0239 |
1.5% |
0.0118 |
0.8% |
89% |
False |
False |
83,802 |
| 10 |
1.5773 |
1.5481 |
0.0292 |
1.9% |
0.0110 |
0.7% |
73% |
False |
False |
87,902 |
| 20 |
1.5773 |
1.5363 |
0.0410 |
2.6% |
0.0126 |
0.8% |
80% |
False |
False |
68,808 |
| 40 |
1.6164 |
1.5266 |
0.0898 |
5.7% |
0.0110 |
0.7% |
48% |
False |
False |
34,601 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0095 |
0.6% |
42% |
False |
False |
23,093 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0089 |
0.6% |
42% |
False |
False |
17,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5941 |
|
2.618 |
1.5852 |
|
1.618 |
1.5798 |
|
1.000 |
1.5765 |
|
0.618 |
1.5744 |
|
HIGH |
1.5711 |
|
0.618 |
1.5690 |
|
0.500 |
1.5684 |
|
0.382 |
1.5678 |
|
LOW |
1.5657 |
|
0.618 |
1.5624 |
|
1.000 |
1.5603 |
|
1.618 |
1.5570 |
|
2.618 |
1.5516 |
|
4.250 |
1.5428 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5690 |
1.5664 |
| PP |
1.5687 |
1.5635 |
| S1 |
1.5684 |
1.5607 |
|