CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5630 |
1.5645 |
0.0015 |
0.1% |
1.5478 |
| High |
1.5676 |
1.5667 |
-0.0009 |
-0.1% |
1.5580 |
| Low |
1.5552 |
1.5578 |
0.0026 |
0.2% |
1.5390 |
| Close |
1.5644 |
1.5638 |
-0.0006 |
0.0% |
1.5564 |
| Range |
0.0124 |
0.0089 |
-0.0035 |
-28.2% |
0.0190 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
89,362 |
82,568 |
-6,794 |
-7.6% |
430,835 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5895 |
1.5855 |
1.5687 |
|
| R3 |
1.5806 |
1.5766 |
1.5662 |
|
| R2 |
1.5717 |
1.5717 |
1.5654 |
|
| R1 |
1.5677 |
1.5677 |
1.5646 |
1.5653 |
| PP |
1.5628 |
1.5628 |
1.5628 |
1.5615 |
| S1 |
1.5588 |
1.5588 |
1.5630 |
1.5564 |
| S2 |
1.5539 |
1.5539 |
1.5622 |
|
| S3 |
1.5450 |
1.5499 |
1.5614 |
|
| S4 |
1.5361 |
1.5410 |
1.5589 |
|
|
| 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 |
1.5676 |
1.5390 |
0.0286 |
1.8% |
0.0129 |
0.8% |
87% |
False |
False |
94,031 |
| 10 |
1.5693 |
1.5390 |
0.0303 |
1.9% |
0.0116 |
0.7% |
82% |
False |
False |
78,834 |
| 20 |
1.5773 |
1.5390 |
0.0383 |
2.4% |
0.0113 |
0.7% |
65% |
False |
False |
83,368 |
| 40 |
1.5820 |
1.5266 |
0.0554 |
3.5% |
0.0118 |
0.8% |
67% |
False |
False |
54,283 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0103 |
0.7% |
37% |
False |
False |
36,219 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0095 |
0.6% |
37% |
False |
False |
27,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6045 |
|
2.618 |
1.5900 |
|
1.618 |
1.5811 |
|
1.000 |
1.5756 |
|
0.618 |
1.5722 |
|
HIGH |
1.5667 |
|
0.618 |
1.5633 |
|
0.500 |
1.5623 |
|
0.382 |
1.5612 |
|
LOW |
1.5578 |
|
0.618 |
1.5523 |
|
1.000 |
1.5489 |
|
1.618 |
1.5434 |
|
2.618 |
1.5345 |
|
4.250 |
1.5200 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5633 |
1.5624 |
| PP |
1.5628 |
1.5610 |
| S1 |
1.5623 |
1.5596 |
|