CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5503 |
1.5428 |
-0.0075 |
-0.5% |
1.5478 |
| High |
1.5514 |
1.5580 |
0.0066 |
0.4% |
1.5580 |
| Low |
1.5390 |
1.5411 |
0.0021 |
0.1% |
1.5390 |
| Close |
1.5427 |
1.5564 |
0.0137 |
0.9% |
1.5564 |
| Range |
0.0124 |
0.0169 |
0.0045 |
36.3% |
0.0190 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
3.7% |
0.0000 |
| Volume |
94,109 |
106,176 |
12,067 |
12.8% |
430,835 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6025 |
1.5964 |
1.5657 |
|
| R3 |
1.5856 |
1.5795 |
1.5610 |
|
| R2 |
1.5687 |
1.5687 |
1.5595 |
|
| R1 |
1.5626 |
1.5626 |
1.5579 |
1.5657 |
| PP |
1.5518 |
1.5518 |
1.5518 |
1.5534 |
| S1 |
1.5457 |
1.5457 |
1.5549 |
1.5488 |
| S2 |
1.5349 |
1.5349 |
1.5533 |
|
| S3 |
1.5180 |
1.5288 |
1.5518 |
|
| S4 |
1.5011 |
1.5119 |
1.5471 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6081 |
1.6013 |
1.5669 |
|
| R3 |
1.5891 |
1.5823 |
1.5616 |
|
| R2 |
1.5701 |
1.5701 |
1.5599 |
|
| R1 |
1.5633 |
1.5633 |
1.5581 |
1.5667 |
| PP |
1.5511 |
1.5511 |
1.5511 |
1.5529 |
| S1 |
1.5443 |
1.5443 |
1.5547 |
1.5477 |
| S2 |
1.5321 |
1.5321 |
1.5529 |
|
| S3 |
1.5131 |
1.5253 |
1.5512 |
|
| S4 |
1.4941 |
1.5063 |
1.5460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5580 |
1.5390 |
0.0190 |
1.2% |
0.0105 |
0.7% |
92% |
True |
False |
86,167 |
| 10 |
1.5720 |
1.5390 |
0.0330 |
2.1% |
0.0117 |
0.7% |
53% |
False |
False |
75,440 |
| 20 |
1.5773 |
1.5390 |
0.0383 |
2.5% |
0.0122 |
0.8% |
45% |
False |
False |
85,388 |
| 40 |
1.5929 |
1.5266 |
0.0663 |
4.3% |
0.0117 |
0.7% |
45% |
False |
False |
47,550 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0100 |
0.6% |
30% |
False |
False |
31,728 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0094 |
0.6% |
30% |
False |
False |
23,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6298 |
|
2.618 |
1.6022 |
|
1.618 |
1.5853 |
|
1.000 |
1.5749 |
|
0.618 |
1.5684 |
|
HIGH |
1.5580 |
|
0.618 |
1.5515 |
|
0.500 |
1.5496 |
|
0.382 |
1.5476 |
|
LOW |
1.5411 |
|
0.618 |
1.5307 |
|
1.000 |
1.5242 |
|
1.618 |
1.5138 |
|
2.618 |
1.4969 |
|
4.250 |
1.4693 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5541 |
1.5538 |
| PP |
1.5518 |
1.5511 |
| S1 |
1.5496 |
1.5485 |
|