CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5605 |
1.5498 |
-0.0107 |
-0.7% |
1.5531 |
| High |
1.5605 |
1.5541 |
-0.0064 |
-0.4% |
1.5727 |
| Low |
1.5495 |
1.5490 |
-0.0005 |
0.0% |
1.5517 |
| Close |
1.5517 |
1.5504 |
-0.0013 |
-0.1% |
1.5611 |
| Range |
0.0110 |
0.0051 |
-0.0059 |
-53.6% |
0.0210 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
60 |
133 |
73 |
121.7% |
224 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5665 |
1.5635 |
1.5532 |
|
| R3 |
1.5614 |
1.5584 |
1.5518 |
|
| R2 |
1.5563 |
1.5563 |
1.5513 |
|
| R1 |
1.5533 |
1.5533 |
1.5509 |
1.5548 |
| PP |
1.5512 |
1.5512 |
1.5512 |
1.5519 |
| S1 |
1.5482 |
1.5482 |
1.5499 |
1.5497 |
| S2 |
1.5461 |
1.5461 |
1.5495 |
|
| S3 |
1.5410 |
1.5431 |
1.5490 |
|
| S4 |
1.5359 |
1.5380 |
1.5476 |
|
|
| 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 |
1.5490 |
0.0237 |
1.5% |
0.0081 |
0.5% |
6% |
False |
True |
62 |
| 10 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0092 |
0.6% |
32% |
False |
False |
48 |
| 20 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0084 |
0.5% |
32% |
False |
False |
54 |
| 40 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0066 |
0.4% |
41% |
False |
False |
43 |
| 60 |
1.6208 |
1.5335 |
0.0873 |
5.6% |
0.0046 |
0.3% |
19% |
False |
False |
31 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0034 |
0.2% |
19% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5758 |
|
2.618 |
1.5675 |
|
1.618 |
1.5624 |
|
1.000 |
1.5592 |
|
0.618 |
1.5573 |
|
HIGH |
1.5541 |
|
0.618 |
1.5522 |
|
0.500 |
1.5516 |
|
0.382 |
1.5509 |
|
LOW |
1.5490 |
|
0.618 |
1.5458 |
|
1.000 |
1.5439 |
|
1.618 |
1.5407 |
|
2.618 |
1.5356 |
|
4.250 |
1.5273 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5516 |
1.5595 |
| PP |
1.5512 |
1.5565 |
| S1 |
1.5508 |
1.5534 |
|