CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5633 |
1.5636 |
0.0003 |
0.0% |
1.5495 |
| High |
1.5644 |
1.5727 |
0.0083 |
0.5% |
1.5570 |
| Low |
1.5580 |
1.5636 |
0.0056 |
0.4% |
1.5401 |
| Close |
1.5635 |
1.5717 |
0.0082 |
0.5% |
1.5562 |
| Range |
0.0064 |
0.0091 |
0.0027 |
42.2% |
0.0169 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.4% |
0.0000 |
| Volume |
22 |
23 |
1 |
4.5% |
129 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5966 |
1.5933 |
1.5767 |
|
| R3 |
1.5875 |
1.5842 |
1.5742 |
|
| R2 |
1.5784 |
1.5784 |
1.5734 |
|
| R1 |
1.5751 |
1.5751 |
1.5725 |
1.5768 |
| PP |
1.5693 |
1.5693 |
1.5693 |
1.5702 |
| S1 |
1.5660 |
1.5660 |
1.5709 |
1.5677 |
| S2 |
1.5602 |
1.5602 |
1.5700 |
|
| S3 |
1.5511 |
1.5569 |
1.5692 |
|
| S4 |
1.5420 |
1.5478 |
1.5667 |
|
|
| 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 |
1.5727 |
1.5430 |
0.0297 |
1.9% |
0.0099 |
0.6% |
97% |
True |
False |
34 |
| 10 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0084 |
0.5% |
97% |
True |
False |
33 |
| 20 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0079 |
0.5% |
97% |
True |
False |
45 |
| 40 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0060 |
0.4% |
94% |
False |
False |
38 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0041 |
0.3% |
42% |
False |
False |
27 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0032 |
0.2% |
42% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6114 |
|
2.618 |
1.5965 |
|
1.618 |
1.5874 |
|
1.000 |
1.5818 |
|
0.618 |
1.5783 |
|
HIGH |
1.5727 |
|
0.618 |
1.5692 |
|
0.500 |
1.5682 |
|
0.382 |
1.5671 |
|
LOW |
1.5636 |
|
0.618 |
1.5580 |
|
1.000 |
1.5545 |
|
1.618 |
1.5489 |
|
2.618 |
1.5398 |
|
4.250 |
1.5249 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5705 |
1.5693 |
| PP |
1.5693 |
1.5668 |
| S1 |
1.5682 |
1.5644 |
|