CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5496 |
1.5682 |
0.0186 |
1.2% |
1.5607 |
| High |
1.5724 |
1.5767 |
0.0043 |
0.3% |
1.5767 |
| Low |
1.5469 |
1.5665 |
0.0196 |
1.3% |
1.5456 |
| Close |
1.5691 |
1.5724 |
0.0033 |
0.2% |
1.5724 |
| Range |
0.0255 |
0.0102 |
-0.0153 |
-60.0% |
0.0311 |
| ATR |
0.0121 |
0.0119 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
163,626 |
134,471 |
-29,155 |
-17.8% |
650,827 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6025 |
1.5976 |
1.5780 |
|
| R3 |
1.5923 |
1.5874 |
1.5752 |
|
| R2 |
1.5821 |
1.5821 |
1.5743 |
|
| R1 |
1.5772 |
1.5772 |
1.5733 |
1.5797 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5731 |
| S1 |
1.5670 |
1.5670 |
1.5715 |
1.5695 |
| S2 |
1.5617 |
1.5617 |
1.5705 |
|
| S3 |
1.5515 |
1.5568 |
1.5696 |
|
| S4 |
1.5413 |
1.5466 |
1.5668 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6582 |
1.6464 |
1.5895 |
|
| R3 |
1.6271 |
1.6153 |
1.5810 |
|
| R2 |
1.5960 |
1.5960 |
1.5781 |
|
| R1 |
1.5842 |
1.5842 |
1.5753 |
1.5901 |
| PP |
1.5649 |
1.5649 |
1.5649 |
1.5679 |
| S1 |
1.5531 |
1.5531 |
1.5695 |
1.5590 |
| S2 |
1.5338 |
1.5338 |
1.5667 |
|
| S3 |
1.5027 |
1.5220 |
1.5638 |
|
| S4 |
1.4716 |
1.4909 |
1.5553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0130 |
0.8% |
86% |
True |
False |
130,165 |
| 10 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0121 |
0.8% |
86% |
True |
False |
110,251 |
| 20 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0119 |
0.8% |
89% |
True |
False |
92,846 |
| 40 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0122 |
0.8% |
90% |
False |
False |
75,068 |
| 60 |
1.6200 |
1.5266 |
0.0934 |
5.9% |
0.0109 |
0.7% |
49% |
False |
False |
50,085 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0099 |
0.6% |
45% |
False |
False |
37,584 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0091 |
0.6% |
45% |
False |
False |
30,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6201 |
|
2.618 |
1.6034 |
|
1.618 |
1.5932 |
|
1.000 |
1.5869 |
|
0.618 |
1.5830 |
|
HIGH |
1.5767 |
|
0.618 |
1.5728 |
|
0.500 |
1.5716 |
|
0.382 |
1.5704 |
|
LOW |
1.5665 |
|
0.618 |
1.5602 |
|
1.000 |
1.5563 |
|
1.618 |
1.5500 |
|
2.618 |
1.5398 |
|
4.250 |
1.5232 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5721 |
1.5687 |
| PP |
1.5719 |
1.5649 |
| S1 |
1.5716 |
1.5612 |
|