CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5705 |
1.5674 |
-0.0031 |
-0.2% |
1.5607 |
| High |
1.5729 |
1.5690 |
-0.0039 |
-0.2% |
1.5767 |
| Low |
1.5625 |
1.5529 |
-0.0096 |
-0.6% |
1.5456 |
| Close |
1.5681 |
1.5551 |
-0.0130 |
-0.8% |
1.5724 |
| Range |
0.0104 |
0.0161 |
0.0057 |
54.8% |
0.0311 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.9% |
0.0000 |
| Volume |
108,471 |
110,298 |
1,827 |
1.7% |
650,827 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6073 |
1.5973 |
1.5640 |
|
| R3 |
1.5912 |
1.5812 |
1.5595 |
|
| R2 |
1.5751 |
1.5751 |
1.5581 |
|
| R1 |
1.5651 |
1.5651 |
1.5566 |
1.5621 |
| PP |
1.5590 |
1.5590 |
1.5590 |
1.5575 |
| S1 |
1.5490 |
1.5490 |
1.5536 |
1.5460 |
| S2 |
1.5429 |
1.5429 |
1.5521 |
|
| S3 |
1.5268 |
1.5329 |
1.5507 |
|
| S4 |
1.5107 |
1.5168 |
1.5462 |
|
|
| 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 |
1.5469 |
0.0298 |
1.9% |
0.0138 |
0.9% |
28% |
False |
False |
118,621 |
| 10 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0120 |
0.8% |
31% |
False |
False |
112,765 |
| 20 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0118 |
0.8% |
43% |
False |
False |
95,799 |
| 40 |
1.5773 |
1.5363 |
0.0410 |
2.6% |
0.0122 |
0.8% |
46% |
False |
False |
82,304 |
| 60 |
1.6164 |
1.5266 |
0.0898 |
5.8% |
0.0112 |
0.7% |
32% |
False |
False |
55,000 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0101 |
0.6% |
28% |
False |
False |
41,270 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0095 |
0.6% |
28% |
False |
False |
33,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6374 |
|
2.618 |
1.6111 |
|
1.618 |
1.5950 |
|
1.000 |
1.5851 |
|
0.618 |
1.5789 |
|
HIGH |
1.5690 |
|
0.618 |
1.5628 |
|
0.500 |
1.5610 |
|
0.382 |
1.5591 |
|
LOW |
1.5529 |
|
0.618 |
1.5430 |
|
1.000 |
1.5368 |
|
1.618 |
1.5269 |
|
2.618 |
1.5108 |
|
4.250 |
1.4845 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5610 |
1.5634 |
| PP |
1.5590 |
1.5606 |
| S1 |
1.5571 |
1.5579 |
|