CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5514 |
1.5479 |
-0.0035 |
-0.2% |
1.5531 |
| High |
1.5514 |
1.5709 |
0.0195 |
1.3% |
1.5727 |
| Low |
1.5456 |
1.5479 |
0.0023 |
0.1% |
1.5517 |
| Close |
1.5506 |
1.5690 |
0.0184 |
1.2% |
1.5611 |
| Range |
0.0058 |
0.0230 |
0.0172 |
296.6% |
0.0210 |
| ATR |
0.0086 |
0.0096 |
0.0010 |
12.0% |
0.0000 |
| Volume |
58 |
295 |
237 |
408.6% |
224 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6316 |
1.6233 |
1.5817 |
|
| R3 |
1.6086 |
1.6003 |
1.5753 |
|
| R2 |
1.5856 |
1.5856 |
1.5732 |
|
| R1 |
1.5773 |
1.5773 |
1.5711 |
1.5815 |
| PP |
1.5626 |
1.5626 |
1.5626 |
1.5647 |
| S1 |
1.5543 |
1.5543 |
1.5669 |
1.5585 |
| S2 |
1.5396 |
1.5396 |
1.5648 |
|
| S3 |
1.5166 |
1.5313 |
1.5627 |
|
| S4 |
1.4936 |
1.5083 |
1.5564 |
|
|
| 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 |
1.5709 |
1.5456 |
0.0253 |
1.6% |
0.0108 |
0.7% |
92% |
True |
False |
124 |
| 10 |
1.5727 |
1.5430 |
0.0297 |
1.9% |
0.0103 |
0.7% |
88% |
False |
False |
79 |
| 20 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0092 |
0.6% |
89% |
False |
False |
68 |
| 40 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0073 |
0.5% |
87% |
False |
False |
51 |
| 60 |
1.6172 |
1.5335 |
0.0837 |
5.3% |
0.0050 |
0.3% |
42% |
False |
False |
37 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0038 |
0.2% |
39% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6687 |
|
2.618 |
1.6311 |
|
1.618 |
1.6081 |
|
1.000 |
1.5939 |
|
0.618 |
1.5851 |
|
HIGH |
1.5709 |
|
0.618 |
1.5621 |
|
0.500 |
1.5594 |
|
0.382 |
1.5567 |
|
LOW |
1.5479 |
|
0.618 |
1.5337 |
|
1.000 |
1.5249 |
|
1.618 |
1.5107 |
|
2.618 |
1.4877 |
|
4.250 |
1.4502 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5658 |
1.5654 |
| PP |
1.5626 |
1.5618 |
| S1 |
1.5594 |
1.5583 |
|