CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5565 |
1.5651 |
0.0086 |
0.6% |
1.5548 |
| High |
1.5701 |
1.5706 |
0.0005 |
0.0% |
1.5701 |
| Low |
1.5565 |
1.5651 |
0.0086 |
0.6% |
1.5489 |
| Close |
1.5673 |
1.5685 |
0.0012 |
0.1% |
1.5673 |
| Range |
0.0136 |
0.0055 |
-0.0081 |
-59.6% |
0.0212 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
12 |
118 |
106 |
883.3% |
181 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5846 |
1.5820 |
1.5715 |
|
| R3 |
1.5791 |
1.5765 |
1.5700 |
|
| R2 |
1.5736 |
1.5736 |
1.5695 |
|
| R1 |
1.5710 |
1.5710 |
1.5690 |
1.5723 |
| PP |
1.5681 |
1.5681 |
1.5681 |
1.5687 |
| S1 |
1.5655 |
1.5655 |
1.5680 |
1.5668 |
| S2 |
1.5626 |
1.5626 |
1.5675 |
|
| S3 |
1.5571 |
1.5600 |
1.5670 |
|
| S4 |
1.5516 |
1.5545 |
1.5655 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6257 |
1.6177 |
1.5790 |
|
| R3 |
1.6045 |
1.5965 |
1.5731 |
|
| R2 |
1.5833 |
1.5833 |
1.5712 |
|
| R1 |
1.5753 |
1.5753 |
1.5692 |
1.5793 |
| PP |
1.5621 |
1.5621 |
1.5621 |
1.5641 |
| S1 |
1.5541 |
1.5541 |
1.5654 |
1.5581 |
| S2 |
1.5409 |
1.5409 |
1.5634 |
|
| S3 |
1.5197 |
1.5329 |
1.5615 |
|
| S4 |
1.4985 |
1.5117 |
1.5556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5706 |
1.5489 |
0.0217 |
1.4% |
0.0075 |
0.5% |
90% |
True |
False |
48 |
| 10 |
1.5743 |
1.5489 |
0.0254 |
1.6% |
0.0071 |
0.5% |
77% |
False |
False |
77 |
| 20 |
1.5743 |
1.5345 |
0.0398 |
2.5% |
0.0062 |
0.4% |
85% |
False |
False |
41 |
| 40 |
1.6159 |
1.5335 |
0.0824 |
5.3% |
0.0036 |
0.2% |
42% |
False |
False |
25 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0024 |
0.2% |
39% |
False |
False |
17 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0019 |
0.1% |
39% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5940 |
|
2.618 |
1.5850 |
|
1.618 |
1.5795 |
|
1.000 |
1.5761 |
|
0.618 |
1.5740 |
|
HIGH |
1.5706 |
|
0.618 |
1.5685 |
|
0.500 |
1.5679 |
|
0.382 |
1.5672 |
|
LOW |
1.5651 |
|
0.618 |
1.5617 |
|
1.000 |
1.5596 |
|
1.618 |
1.5562 |
|
2.618 |
1.5507 |
|
4.250 |
1.5417 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5683 |
1.5656 |
| PP |
1.5681 |
1.5627 |
| S1 |
1.5679 |
1.5598 |
|