CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5615 |
1.5633 |
0.0018 |
0.1% |
1.5495 |
| High |
1.5641 |
1.5644 |
0.0003 |
0.0% |
1.5570 |
| Low |
1.5561 |
1.5580 |
0.0019 |
0.1% |
1.5401 |
| Close |
1.5641 |
1.5635 |
-0.0006 |
0.0% |
1.5562 |
| Range |
0.0080 |
0.0064 |
-0.0016 |
-20.0% |
0.0169 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
55 |
22 |
-33 |
-60.0% |
129 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5812 |
1.5787 |
1.5670 |
|
| R3 |
1.5748 |
1.5723 |
1.5653 |
|
| R2 |
1.5684 |
1.5684 |
1.5647 |
|
| R1 |
1.5659 |
1.5659 |
1.5641 |
1.5672 |
| PP |
1.5620 |
1.5620 |
1.5620 |
1.5626 |
| S1 |
1.5595 |
1.5595 |
1.5629 |
1.5608 |
| S2 |
1.5556 |
1.5556 |
1.5623 |
|
| S3 |
1.5492 |
1.5531 |
1.5617 |
|
| S4 |
1.5428 |
1.5467 |
1.5600 |
|
|
| 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 |
1.5644 |
1.5401 |
0.0243 |
1.6% |
0.0099 |
0.6% |
96% |
True |
False |
33 |
| 10 |
1.5668 |
1.5401 |
0.0267 |
1.7% |
0.0092 |
0.6% |
88% |
False |
False |
35 |
| 20 |
1.5738 |
1.5401 |
0.0337 |
2.2% |
0.0078 |
0.5% |
69% |
False |
False |
66 |
| 40 |
1.5756 |
1.5335 |
0.0421 |
2.7% |
0.0057 |
0.4% |
71% |
False |
False |
37 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0040 |
0.3% |
33% |
False |
False |
26 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0031 |
0.2% |
33% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5916 |
|
2.618 |
1.5812 |
|
1.618 |
1.5748 |
|
1.000 |
1.5708 |
|
0.618 |
1.5684 |
|
HIGH |
1.5644 |
|
0.618 |
1.5620 |
|
0.500 |
1.5612 |
|
0.382 |
1.5604 |
|
LOW |
1.5580 |
|
0.618 |
1.5540 |
|
1.000 |
1.5516 |
|
1.618 |
1.5476 |
|
2.618 |
1.5412 |
|
4.250 |
1.5308 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5627 |
1.5617 |
| PP |
1.5620 |
1.5599 |
| S1 |
1.5612 |
1.5581 |
|