CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5697 |
1.5713 |
0.0016 |
0.1% |
1.5605 |
| High |
1.5708 |
1.5713 |
0.0005 |
0.0% |
1.5761 |
| Low |
1.5684 |
1.5635 |
-0.0049 |
-0.3% |
1.5456 |
| Close |
1.5706 |
1.5680 |
-0.0026 |
-0.2% |
1.5723 |
| Range |
0.0024 |
0.0078 |
0.0054 |
225.0% |
0.0305 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
89 |
61 |
-28 |
-31.5% |
612 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5910 |
1.5873 |
1.5723 |
|
| R3 |
1.5832 |
1.5795 |
1.5701 |
|
| R2 |
1.5754 |
1.5754 |
1.5694 |
|
| R1 |
1.5717 |
1.5717 |
1.5687 |
1.5697 |
| PP |
1.5676 |
1.5676 |
1.5676 |
1.5666 |
| S1 |
1.5639 |
1.5639 |
1.5673 |
1.5619 |
| S2 |
1.5598 |
1.5598 |
1.5666 |
|
| S3 |
1.5520 |
1.5561 |
1.5659 |
|
| S4 |
1.5442 |
1.5483 |
1.5637 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6562 |
1.6447 |
1.5891 |
|
| R3 |
1.6257 |
1.6142 |
1.5807 |
|
| R2 |
1.5952 |
1.5952 |
1.5779 |
|
| R1 |
1.5837 |
1.5837 |
1.5751 |
1.5895 |
| PP |
1.5647 |
1.5647 |
1.5647 |
1.5675 |
| S1 |
1.5532 |
1.5532 |
1.5695 |
1.5590 |
| S2 |
1.5342 |
1.5342 |
1.5667 |
|
| S3 |
1.5037 |
1.5227 |
1.5639 |
|
| S4 |
1.4732 |
1.4922 |
1.5555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0095 |
0.6% |
73% |
False |
False |
113 |
| 10 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0088 |
0.6% |
73% |
False |
False |
88 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0089 |
0.6% |
78% |
False |
False |
70 |
| 40 |
1.5761 |
1.5345 |
0.0416 |
2.7% |
0.0075 |
0.5% |
81% |
False |
False |
56 |
| 60 |
1.6159 |
1.5335 |
0.0824 |
5.3% |
0.0054 |
0.3% |
42% |
False |
False |
40 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0040 |
0.3% |
38% |
False |
False |
31 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0033 |
0.2% |
38% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6045 |
|
2.618 |
1.5917 |
|
1.618 |
1.5839 |
|
1.000 |
1.5791 |
|
0.618 |
1.5761 |
|
HIGH |
1.5713 |
|
0.618 |
1.5683 |
|
0.500 |
1.5674 |
|
0.382 |
1.5665 |
|
LOW |
1.5635 |
|
0.618 |
1.5587 |
|
1.000 |
1.5557 |
|
1.618 |
1.5509 |
|
2.618 |
1.5431 |
|
4.250 |
1.5304 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5678 |
1.5698 |
| PP |
1.5676 |
1.5692 |
| S1 |
1.5674 |
1.5686 |
|