CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5517 |
1.5692 |
0.0175 |
1.1% |
1.5587 |
| High |
1.5713 |
1.5720 |
0.0007 |
0.0% |
1.5713 |
| Low |
1.5493 |
1.5638 |
0.0145 |
0.9% |
1.5481 |
| Close |
1.5677 |
1.5689 |
0.0012 |
0.1% |
1.5677 |
| Range |
0.0220 |
0.0082 |
-0.0138 |
-62.7% |
0.0232 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
131,373 |
104,249 |
-27,124 |
-20.6% |
479,298 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5891 |
1.5734 |
|
| R3 |
1.5846 |
1.5809 |
1.5712 |
|
| R2 |
1.5764 |
1.5764 |
1.5704 |
|
| R1 |
1.5727 |
1.5727 |
1.5697 |
1.5705 |
| PP |
1.5682 |
1.5682 |
1.5682 |
1.5671 |
| S1 |
1.5645 |
1.5645 |
1.5681 |
1.5623 |
| S2 |
1.5600 |
1.5600 |
1.5674 |
|
| S3 |
1.5518 |
1.5563 |
1.5666 |
|
| S4 |
1.5436 |
1.5481 |
1.5644 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6320 |
1.6230 |
1.5805 |
|
| R3 |
1.6088 |
1.5998 |
1.5741 |
|
| R2 |
1.5856 |
1.5856 |
1.5720 |
|
| R1 |
1.5766 |
1.5766 |
1.5698 |
1.5811 |
| PP |
1.5624 |
1.5624 |
1.5624 |
1.5646 |
| S1 |
1.5534 |
1.5534 |
1.5656 |
1.5579 |
| S2 |
1.5392 |
1.5392 |
1.5634 |
|
| S3 |
1.5160 |
1.5302 |
1.5613 |
|
| S4 |
1.4928 |
1.5070 |
1.5549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5720 |
1.5481 |
0.0239 |
1.5% |
0.0125 |
0.8% |
87% |
True |
False |
104,395 |
| 10 |
1.5773 |
1.5481 |
0.0292 |
1.9% |
0.0119 |
0.8% |
71% |
False |
False |
97,993 |
| 20 |
1.5773 |
1.5319 |
0.0454 |
2.9% |
0.0128 |
0.8% |
81% |
False |
False |
68,945 |
| 40 |
1.6170 |
1.5266 |
0.0904 |
5.8% |
0.0110 |
0.7% |
47% |
False |
False |
34,594 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0095 |
0.6% |
42% |
False |
False |
23,089 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0088 |
0.6% |
42% |
False |
False |
17,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6069 |
|
2.618 |
1.5935 |
|
1.618 |
1.5853 |
|
1.000 |
1.5802 |
|
0.618 |
1.5771 |
|
HIGH |
1.5720 |
|
0.618 |
1.5689 |
|
0.500 |
1.5679 |
|
0.382 |
1.5669 |
|
LOW |
1.5638 |
|
0.618 |
1.5587 |
|
1.000 |
1.5556 |
|
1.618 |
1.5505 |
|
2.618 |
1.5423 |
|
4.250 |
1.5290 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5686 |
1.5660 |
| PP |
1.5682 |
1.5630 |
| S1 |
1.5679 |
1.5601 |
|