CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5674 |
1.5668 |
-0.0006 |
0.0% |
1.5548 |
| High |
1.5700 |
1.5668 |
-0.0032 |
-0.2% |
1.5701 |
| Low |
1.5660 |
1.5496 |
-0.0164 |
-1.0% |
1.5489 |
| Close |
1.5689 |
1.5518 |
-0.0171 |
-1.1% |
1.5673 |
| Range |
0.0040 |
0.0172 |
0.0132 |
330.0% |
0.0212 |
| ATR |
0.0077 |
0.0085 |
0.0008 |
10.7% |
0.0000 |
| Volume |
198 |
51 |
-147 |
-74.2% |
181 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6077 |
1.5969 |
1.5613 |
|
| R3 |
1.5905 |
1.5797 |
1.5565 |
|
| R2 |
1.5733 |
1.5733 |
1.5550 |
|
| R1 |
1.5625 |
1.5625 |
1.5534 |
1.5593 |
| PP |
1.5561 |
1.5561 |
1.5561 |
1.5545 |
| S1 |
1.5453 |
1.5453 |
1.5502 |
1.5421 |
| S2 |
1.5389 |
1.5389 |
1.5486 |
|
| S3 |
1.5217 |
1.5281 |
1.5471 |
|
| S4 |
1.5045 |
1.5109 |
1.5423 |
|
|
| 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% |
0.0090 |
0.6% |
13% |
False |
False |
81 |
| 10 |
1.5706 |
1.5489 |
0.0217 |
1.4% |
0.0074 |
0.5% |
13% |
False |
False |
57 |
| 20 |
1.5743 |
1.5414 |
0.0329 |
2.1% |
0.0067 |
0.4% |
32% |
False |
False |
54 |
| 40 |
1.6150 |
1.5335 |
0.0815 |
5.3% |
0.0041 |
0.3% |
22% |
False |
False |
32 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0027 |
0.2% |
20% |
False |
False |
22 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0021 |
0.1% |
20% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6399 |
|
2.618 |
1.6118 |
|
1.618 |
1.5946 |
|
1.000 |
1.5840 |
|
0.618 |
1.5774 |
|
HIGH |
1.5668 |
|
0.618 |
1.5602 |
|
0.500 |
1.5582 |
|
0.382 |
1.5562 |
|
LOW |
1.5496 |
|
0.618 |
1.5390 |
|
1.000 |
1.5324 |
|
1.618 |
1.5218 |
|
2.618 |
1.5046 |
|
4.250 |
1.4765 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5582 |
1.5601 |
| PP |
1.5561 |
1.5573 |
| S1 |
1.5539 |
1.5546 |
|