CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5690 |
1.5675 |
-0.0015 |
-0.1% |
1.5587 |
| High |
1.5711 |
1.5693 |
-0.0018 |
-0.1% |
1.5713 |
| Low |
1.5657 |
1.5497 |
-0.0160 |
-1.0% |
1.5481 |
| Close |
1.5693 |
1.5522 |
-0.0171 |
-1.1% |
1.5677 |
| Range |
0.0054 |
0.0196 |
0.0142 |
263.0% |
0.0232 |
| ATR |
0.0114 |
0.0120 |
0.0006 |
5.1% |
0.0000 |
| Volume |
312 |
364 |
52 |
16.7% |
479,298 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6159 |
1.6036 |
1.5630 |
|
| R3 |
1.5963 |
1.5840 |
1.5576 |
|
| R2 |
1.5767 |
1.5767 |
1.5558 |
|
| R1 |
1.5644 |
1.5644 |
1.5540 |
1.5608 |
| PP |
1.5571 |
1.5571 |
1.5571 |
1.5552 |
| S1 |
1.5448 |
1.5448 |
1.5504 |
1.5412 |
| S2 |
1.5375 |
1.5375 |
1.5486 |
|
| S3 |
1.5179 |
1.5252 |
1.5468 |
|
| S4 |
1.4983 |
1.5056 |
1.5414 |
|
|
| 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% |
0.0138 |
0.9% |
17% |
False |
False |
67,412 |
| 10 |
1.5729 |
1.5481 |
0.0248 |
1.6% |
0.0116 |
0.7% |
17% |
False |
False |
77,086 |
| 20 |
1.5773 |
1.5397 |
0.0376 |
2.4% |
0.0129 |
0.8% |
33% |
False |
False |
68,692 |
| 40 |
1.6164 |
1.5266 |
0.0898 |
5.8% |
0.0113 |
0.7% |
29% |
False |
False |
34,610 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0098 |
0.6% |
25% |
False |
False |
23,099 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0091 |
0.6% |
25% |
False |
False |
17,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6526 |
|
2.618 |
1.6206 |
|
1.618 |
1.6010 |
|
1.000 |
1.5889 |
|
0.618 |
1.5814 |
|
HIGH |
1.5693 |
|
0.618 |
1.5618 |
|
0.500 |
1.5595 |
|
0.382 |
1.5572 |
|
LOW |
1.5497 |
|
0.618 |
1.5376 |
|
1.000 |
1.5301 |
|
1.618 |
1.5180 |
|
2.618 |
1.4984 |
|
4.250 |
1.4664 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5595 |
1.5609 |
| PP |
1.5571 |
1.5580 |
| S1 |
1.5546 |
1.5551 |
|