CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5430 |
1.5531 |
0.0101 |
0.7% |
1.5495 |
| High |
1.5570 |
1.5637 |
0.0067 |
0.4% |
1.5570 |
| Low |
1.5430 |
1.5517 |
0.0087 |
0.6% |
1.5401 |
| Close |
1.5562 |
1.5622 |
0.0060 |
0.4% |
1.5562 |
| Range |
0.0140 |
0.0120 |
-0.0020 |
-14.3% |
0.0169 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.7% |
0.0000 |
| Volume |
23 |
48 |
25 |
108.7% |
129 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5952 |
1.5907 |
1.5688 |
|
| R3 |
1.5832 |
1.5787 |
1.5655 |
|
| R2 |
1.5712 |
1.5712 |
1.5644 |
|
| R1 |
1.5667 |
1.5667 |
1.5633 |
1.5690 |
| PP |
1.5592 |
1.5592 |
1.5592 |
1.5603 |
| S1 |
1.5547 |
1.5547 |
1.5611 |
1.5570 |
| S2 |
1.5472 |
1.5472 |
1.5600 |
|
| S3 |
1.5352 |
1.5427 |
1.5589 |
|
| S4 |
1.5232 |
1.5307 |
1.5556 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6018 |
1.5959 |
1.5655 |
|
| R3 |
1.5849 |
1.5790 |
1.5608 |
|
| R2 |
1.5680 |
1.5680 |
1.5593 |
|
| R1 |
1.5621 |
1.5621 |
1.5577 |
1.5651 |
| PP |
1.5511 |
1.5511 |
1.5511 |
1.5526 |
| S1 |
1.5452 |
1.5452 |
1.5547 |
1.5482 |
| S2 |
1.5342 |
1.5342 |
1.5531 |
|
| S3 |
1.5173 |
1.5283 |
1.5516 |
|
| S4 |
1.5004 |
1.5114 |
1.5469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5637 |
1.5401 |
0.0236 |
1.5% |
0.0099 |
0.6% |
94% |
True |
False |
28 |
| 10 |
1.5706 |
1.5401 |
0.0305 |
2.0% |
0.0087 |
0.6% |
72% |
False |
False |
59 |
| 20 |
1.5743 |
1.5401 |
0.0342 |
2.2% |
0.0079 |
0.5% |
65% |
False |
False |
63 |
| 40 |
1.5787 |
1.5335 |
0.0452 |
2.9% |
0.0054 |
0.3% |
63% |
False |
False |
36 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0038 |
0.2% |
32% |
False |
False |
25 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0029 |
0.2% |
32% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6147 |
|
2.618 |
1.5951 |
|
1.618 |
1.5831 |
|
1.000 |
1.5757 |
|
0.618 |
1.5711 |
|
HIGH |
1.5637 |
|
0.618 |
1.5591 |
|
0.500 |
1.5577 |
|
0.382 |
1.5563 |
|
LOW |
1.5517 |
|
0.618 |
1.5443 |
|
1.000 |
1.5397 |
|
1.618 |
1.5323 |
|
2.618 |
1.5203 |
|
4.250 |
1.5007 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5607 |
1.5588 |
| PP |
1.5592 |
1.5553 |
| S1 |
1.5577 |
1.5519 |
|