CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5675 |
1.5518 |
-0.0157 |
-1.0% |
1.5692 |
| High |
1.5693 |
1.5549 |
-0.0144 |
-0.9% |
1.5720 |
| Low |
1.5497 |
1.5458 |
-0.0039 |
-0.3% |
1.5458 |
| Close |
1.5522 |
1.5472 |
-0.0050 |
-0.3% |
1.5472 |
| Range |
0.0196 |
0.0091 |
-0.0105 |
-53.6% |
0.0262 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
364 |
87,273 |
86,909 |
23,876.1% |
192,198 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5766 |
1.5710 |
1.5522 |
|
| R3 |
1.5675 |
1.5619 |
1.5497 |
|
| R2 |
1.5584 |
1.5584 |
1.5489 |
|
| R1 |
1.5528 |
1.5528 |
1.5480 |
1.5511 |
| PP |
1.5493 |
1.5493 |
1.5493 |
1.5484 |
| S1 |
1.5437 |
1.5437 |
1.5464 |
1.5420 |
| S2 |
1.5402 |
1.5402 |
1.5455 |
|
| S3 |
1.5311 |
1.5346 |
1.5447 |
|
| S4 |
1.5220 |
1.5255 |
1.5422 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6336 |
1.6166 |
1.5616 |
|
| R3 |
1.6074 |
1.5904 |
1.5544 |
|
| R2 |
1.5812 |
1.5812 |
1.5520 |
|
| R1 |
1.5642 |
1.5642 |
1.5496 |
1.5596 |
| PP |
1.5550 |
1.5550 |
1.5550 |
1.5527 |
| S1 |
1.5380 |
1.5380 |
1.5448 |
1.5334 |
| S2 |
1.5288 |
1.5288 |
1.5424 |
|
| S3 |
1.5026 |
1.5118 |
1.5400 |
|
| S4 |
1.4764 |
1.4856 |
1.5328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5720 |
1.5458 |
0.0262 |
1.7% |
0.0129 |
0.8% |
5% |
False |
True |
64,714 |
| 10 |
1.5720 |
1.5458 |
0.0262 |
1.7% |
0.0110 |
0.7% |
5% |
False |
True |
75,290 |
| 20 |
1.5773 |
1.5397 |
0.0376 |
2.4% |
0.0125 |
0.8% |
20% |
False |
False |
72,797 |
| 40 |
1.6164 |
1.5266 |
0.0898 |
5.8% |
0.0114 |
0.7% |
23% |
False |
False |
36,790 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0098 |
0.6% |
20% |
False |
False |
24,553 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0092 |
0.6% |
20% |
False |
False |
18,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5936 |
|
2.618 |
1.5787 |
|
1.618 |
1.5696 |
|
1.000 |
1.5640 |
|
0.618 |
1.5605 |
|
HIGH |
1.5549 |
|
0.618 |
1.5514 |
|
0.500 |
1.5504 |
|
0.382 |
1.5493 |
|
LOW |
1.5458 |
|
0.618 |
1.5402 |
|
1.000 |
1.5367 |
|
1.618 |
1.5311 |
|
2.618 |
1.5220 |
|
4.250 |
1.5071 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5504 |
1.5585 |
| PP |
1.5493 |
1.5547 |
| S1 |
1.5483 |
1.5510 |
|