CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5636 |
1.5700 |
0.0064 |
0.4% |
1.5531 |
| High |
1.5727 |
1.5700 |
-0.0027 |
-0.2% |
1.5727 |
| Low |
1.5636 |
1.5610 |
-0.0026 |
-0.2% |
1.5517 |
| Close |
1.5717 |
1.5611 |
-0.0106 |
-0.7% |
1.5611 |
| Range |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0210 |
| ATR |
0.0087 |
0.0089 |
0.0001 |
1.6% |
0.0000 |
| Volume |
23 |
76 |
53 |
230.4% |
224 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5910 |
1.5851 |
1.5661 |
|
| R3 |
1.5820 |
1.5761 |
1.5636 |
|
| R2 |
1.5730 |
1.5730 |
1.5628 |
|
| R1 |
1.5671 |
1.5671 |
1.5619 |
1.5656 |
| PP |
1.5640 |
1.5640 |
1.5640 |
1.5633 |
| S1 |
1.5581 |
1.5581 |
1.5603 |
1.5566 |
| S2 |
1.5550 |
1.5550 |
1.5595 |
|
| S3 |
1.5460 |
1.5491 |
1.5586 |
|
| S4 |
1.5370 |
1.5401 |
1.5562 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6248 |
1.6140 |
1.5727 |
|
| R3 |
1.6038 |
1.5930 |
1.5669 |
|
| R2 |
1.5828 |
1.5828 |
1.5650 |
|
| R1 |
1.5720 |
1.5720 |
1.5630 |
1.5774 |
| PP |
1.5618 |
1.5618 |
1.5618 |
1.5646 |
| S1 |
1.5510 |
1.5510 |
1.5592 |
1.5564 |
| S2 |
1.5408 |
1.5408 |
1.5573 |
|
| S3 |
1.5198 |
1.5300 |
1.5553 |
|
| S4 |
1.4988 |
1.5090 |
1.5496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5727 |
1.5517 |
0.0210 |
1.3% |
0.0089 |
0.6% |
45% |
False |
False |
44 |
| 10 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0086 |
0.6% |
64% |
False |
False |
35 |
| 20 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0079 |
0.5% |
64% |
False |
False |
48 |
| 40 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0062 |
0.4% |
68% |
False |
False |
39 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0043 |
0.3% |
30% |
False |
False |
28 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0032 |
0.2% |
30% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6083 |
|
2.618 |
1.5936 |
|
1.618 |
1.5846 |
|
1.000 |
1.5790 |
|
0.618 |
1.5756 |
|
HIGH |
1.5700 |
|
0.618 |
1.5666 |
|
0.500 |
1.5655 |
|
0.382 |
1.5644 |
|
LOW |
1.5610 |
|
0.618 |
1.5554 |
|
1.000 |
1.5520 |
|
1.618 |
1.5464 |
|
2.618 |
1.5374 |
|
4.250 |
1.5228 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5655 |
1.5654 |
| PP |
1.5640 |
1.5639 |
| S1 |
1.5626 |
1.5625 |
|