CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5495 |
1.5533 |
0.0038 |
0.2% |
1.5651 |
| High |
1.5535 |
1.5533 |
-0.0002 |
0.0% |
1.5706 |
| Low |
1.5495 |
1.5476 |
-0.0019 |
-0.1% |
1.5466 |
| Close |
1.5512 |
1.5499 |
-0.0013 |
-0.1% |
1.5468 |
| Range |
0.0040 |
0.0057 |
0.0017 |
42.5% |
0.0240 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
36 |
26 |
-10 |
-27.8% |
421 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5674 |
1.5643 |
1.5530 |
|
| R3 |
1.5617 |
1.5586 |
1.5515 |
|
| R2 |
1.5560 |
1.5560 |
1.5509 |
|
| R1 |
1.5529 |
1.5529 |
1.5504 |
1.5516 |
| PP |
1.5503 |
1.5503 |
1.5503 |
1.5496 |
| S1 |
1.5472 |
1.5472 |
1.5494 |
1.5459 |
| S2 |
1.5446 |
1.5446 |
1.5489 |
|
| S3 |
1.5389 |
1.5415 |
1.5483 |
|
| S4 |
1.5332 |
1.5358 |
1.5468 |
|
|
| 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 |
1.5700 |
1.5466 |
0.0234 |
1.5% |
0.0076 |
0.5% |
14% |
False |
False |
73 |
| 10 |
1.5706 |
1.5466 |
0.0240 |
1.5% |
0.0075 |
0.5% |
14% |
False |
False |
60 |
| 20 |
1.5743 |
1.5466 |
0.0277 |
1.8% |
0.0068 |
0.4% |
12% |
False |
False |
58 |
| 40 |
1.6082 |
1.5335 |
0.0747 |
4.8% |
0.0045 |
0.3% |
22% |
False |
False |
34 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0030 |
0.2% |
18% |
False |
False |
23 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0023 |
0.2% |
18% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5775 |
|
2.618 |
1.5682 |
|
1.618 |
1.5625 |
|
1.000 |
1.5590 |
|
0.618 |
1.5568 |
|
HIGH |
1.5533 |
|
0.618 |
1.5511 |
|
0.500 |
1.5505 |
|
0.382 |
1.5498 |
|
LOW |
1.5476 |
|
0.618 |
1.5441 |
|
1.000 |
1.5419 |
|
1.618 |
1.5384 |
|
2.618 |
1.5327 |
|
4.250 |
1.5234 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5505 |
1.5502 |
| PP |
1.5503 |
1.5501 |
| S1 |
1.5501 |
1.5500 |
|