CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5515 |
1.5503 |
-0.0012 |
-0.1% |
1.5692 |
| High |
1.5575 |
1.5514 |
-0.0061 |
-0.4% |
1.5720 |
| Low |
1.5483 |
1.5390 |
-0.0093 |
-0.6% |
1.5458 |
| Close |
1.5485 |
1.5427 |
-0.0058 |
-0.4% |
1.5472 |
| Range |
0.0092 |
0.0124 |
0.0032 |
34.8% |
0.0262 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
0.9% |
0.0000 |
| Volume |
89,619 |
94,109 |
4,490 |
5.0% |
192,198 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5816 |
1.5745 |
1.5495 |
|
| R3 |
1.5692 |
1.5621 |
1.5461 |
|
| R2 |
1.5568 |
1.5568 |
1.5450 |
|
| R1 |
1.5497 |
1.5497 |
1.5438 |
1.5471 |
| PP |
1.5444 |
1.5444 |
1.5444 |
1.5430 |
| S1 |
1.5373 |
1.5373 |
1.5416 |
1.5347 |
| S2 |
1.5320 |
1.5320 |
1.5404 |
|
| S3 |
1.5196 |
1.5249 |
1.5393 |
|
| S4 |
1.5072 |
1.5125 |
1.5359 |
|
|
| 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 |
1.5575 |
1.5390 |
0.0185 |
1.2% |
0.0089 |
0.6% |
20% |
False |
True |
82,386 |
| 10 |
1.5720 |
1.5390 |
0.0330 |
2.1% |
0.0114 |
0.7% |
11% |
False |
True |
74,899 |
| 20 |
1.5773 |
1.5390 |
0.0383 |
2.5% |
0.0118 |
0.8% |
10% |
False |
True |
83,119 |
| 40 |
1.5980 |
1.5266 |
0.0714 |
4.6% |
0.0115 |
0.7% |
23% |
False |
False |
44,898 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0099 |
0.6% |
16% |
False |
False |
29,960 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0092 |
0.6% |
16% |
False |
False |
22,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6041 |
|
2.618 |
1.5839 |
|
1.618 |
1.5715 |
|
1.000 |
1.5638 |
|
0.618 |
1.5591 |
|
HIGH |
1.5514 |
|
0.618 |
1.5467 |
|
0.500 |
1.5452 |
|
0.382 |
1.5437 |
|
LOW |
1.5390 |
|
0.618 |
1.5313 |
|
1.000 |
1.5266 |
|
1.618 |
1.5189 |
|
2.618 |
1.5065 |
|
4.250 |
1.4863 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5452 |
1.5483 |
| PP |
1.5444 |
1.5464 |
| S1 |
1.5435 |
1.5446 |
|