CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5668 |
1.5538 |
-0.0130 |
-0.8% |
1.5651 |
| High |
1.5668 |
1.5538 |
-0.0130 |
-0.8% |
1.5706 |
| Low |
1.5496 |
1.5466 |
-0.0030 |
-0.2% |
1.5466 |
| Close |
1.5518 |
1.5468 |
-0.0050 |
-0.3% |
1.5468 |
| Range |
0.0172 |
0.0072 |
-0.0100 |
-58.1% |
0.0240 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
51 |
54 |
3 |
5.9% |
421 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5707 |
1.5659 |
1.5508 |
|
| R3 |
1.5635 |
1.5587 |
1.5488 |
|
| R2 |
1.5563 |
1.5563 |
1.5481 |
|
| R1 |
1.5515 |
1.5515 |
1.5475 |
1.5503 |
| PP |
1.5491 |
1.5491 |
1.5491 |
1.5485 |
| S1 |
1.5443 |
1.5443 |
1.5461 |
1.5431 |
| S2 |
1.5419 |
1.5419 |
1.5455 |
|
| S3 |
1.5347 |
1.5371 |
1.5448 |
|
| S4 |
1.5275 |
1.5299 |
1.5428 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6267 |
1.6107 |
1.5600 |
|
| R3 |
1.6027 |
1.5867 |
1.5534 |
|
| R2 |
1.5787 |
1.5787 |
1.5512 |
|
| R1 |
1.5627 |
1.5627 |
1.5490 |
1.5587 |
| PP |
1.5547 |
1.5547 |
1.5547 |
1.5527 |
| S1 |
1.5387 |
1.5387 |
1.5446 |
1.5347 |
| S2 |
1.5307 |
1.5307 |
1.5424 |
|
| S3 |
1.5067 |
1.5147 |
1.5402 |
|
| S4 |
1.4827 |
1.4907 |
1.5336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5706 |
1.5466 |
0.0240 |
1.6% |
0.0095 |
0.6% |
1% |
False |
True |
86 |
| 10 |
1.5706 |
1.5466 |
0.0240 |
1.6% |
0.0073 |
0.5% |
1% |
False |
True |
61 |
| 20 |
1.5743 |
1.5414 |
0.0329 |
2.1% |
0.0068 |
0.4% |
16% |
False |
False |
56 |
| 40 |
1.6150 |
1.5335 |
0.0815 |
5.3% |
0.0043 |
0.3% |
16% |
False |
False |
33 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0029 |
0.2% |
15% |
False |
False |
22 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0022 |
0.1% |
15% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5844 |
|
2.618 |
1.5726 |
|
1.618 |
1.5654 |
|
1.000 |
1.5610 |
|
0.618 |
1.5582 |
|
HIGH |
1.5538 |
|
0.618 |
1.5510 |
|
0.500 |
1.5502 |
|
0.382 |
1.5494 |
|
LOW |
1.5466 |
|
0.618 |
1.5422 |
|
1.000 |
1.5394 |
|
1.618 |
1.5350 |
|
2.618 |
1.5278 |
|
4.250 |
1.5160 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5502 |
1.5583 |
| PP |
1.5491 |
1.5545 |
| S1 |
1.5479 |
1.5506 |
|