CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5654 |
1.5530 |
-0.0124 |
-0.8% |
1.5605 |
| High |
1.5654 |
1.5622 |
-0.0032 |
-0.2% |
1.5761 |
| Low |
1.5540 |
1.5490 |
-0.0050 |
-0.3% |
1.5456 |
| Close |
1.5551 |
1.5501 |
-0.0050 |
-0.3% |
1.5723 |
| Range |
0.0114 |
0.0132 |
0.0018 |
15.8% |
0.0305 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
2.9% |
0.0000 |
| Volume |
74 |
38 |
-36 |
-48.6% |
612 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5934 |
1.5849 |
1.5574 |
|
| R3 |
1.5802 |
1.5717 |
1.5537 |
|
| R2 |
1.5670 |
1.5670 |
1.5525 |
|
| R1 |
1.5585 |
1.5585 |
1.5513 |
1.5562 |
| PP |
1.5538 |
1.5538 |
1.5538 |
1.5526 |
| S1 |
1.5453 |
1.5453 |
1.5489 |
1.5430 |
| S2 |
1.5406 |
1.5406 |
1.5477 |
|
| S3 |
1.5274 |
1.5321 |
1.5465 |
|
| S4 |
1.5142 |
1.5189 |
1.5428 |
|
|
| 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 |
1.5490 |
0.0271 |
1.7% |
0.0087 |
0.6% |
4% |
False |
True |
65 |
| 10 |
1.5761 |
1.5456 |
0.0305 |
2.0% |
0.0097 |
0.6% |
15% |
False |
False |
95 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0091 |
0.6% |
28% |
False |
False |
64 |
| 40 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0079 |
0.5% |
28% |
False |
False |
59 |
| 60 |
1.6150 |
1.5335 |
0.0815 |
5.3% |
0.0058 |
0.4% |
20% |
False |
False |
42 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0043 |
0.3% |
18% |
False |
False |
32 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0035 |
0.2% |
18% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6183 |
|
2.618 |
1.5968 |
|
1.618 |
1.5836 |
|
1.000 |
1.5754 |
|
0.618 |
1.5704 |
|
HIGH |
1.5622 |
|
0.618 |
1.5572 |
|
0.500 |
1.5556 |
|
0.382 |
1.5540 |
|
LOW |
1.5490 |
|
0.618 |
1.5408 |
|
1.000 |
1.5358 |
|
1.618 |
1.5276 |
|
2.618 |
1.5144 |
|
4.250 |
1.4929 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5556 |
1.5602 |
| PP |
1.5538 |
1.5568 |
| S1 |
1.5519 |
1.5535 |
|