CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5518 |
1.5478 |
-0.0040 |
-0.3% |
1.5692 |
| High |
1.5549 |
1.5536 |
-0.0013 |
-0.1% |
1.5720 |
| Low |
1.5458 |
1.5468 |
0.0010 |
0.1% |
1.5458 |
| Close |
1.5472 |
1.5516 |
0.0044 |
0.3% |
1.5472 |
| Range |
0.0091 |
0.0068 |
-0.0023 |
-25.3% |
0.0262 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
87,273 |
61,105 |
-26,168 |
-30.0% |
192,198 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5681 |
1.5553 |
|
| R3 |
1.5643 |
1.5613 |
1.5535 |
|
| R2 |
1.5575 |
1.5575 |
1.5528 |
|
| R1 |
1.5545 |
1.5545 |
1.5522 |
1.5560 |
| PP |
1.5507 |
1.5507 |
1.5507 |
1.5514 |
| S1 |
1.5477 |
1.5477 |
1.5510 |
1.5492 |
| S2 |
1.5439 |
1.5439 |
1.5504 |
|
| S3 |
1.5371 |
1.5409 |
1.5497 |
|
| S4 |
1.5303 |
1.5341 |
1.5479 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6336 |
1.6166 |
1.5616 |
|
| R3 |
1.6074 |
1.5904 |
1.5544 |
|
| R2 |
1.5812 |
1.5812 |
1.5520 |
|
| R1 |
1.5642 |
1.5642 |
1.5496 |
1.5596 |
| PP |
1.5550 |
1.5550 |
1.5550 |
1.5527 |
| S1 |
1.5380 |
1.5380 |
1.5448 |
1.5334 |
| S2 |
1.5288 |
1.5288 |
1.5424 |
|
| S3 |
1.5026 |
1.5118 |
1.5400 |
|
| S4 |
1.4764 |
1.4856 |
1.5328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5720 |
1.5458 |
0.0262 |
1.7% |
0.0098 |
0.6% |
22% |
False |
False |
50,660 |
| 10 |
1.5720 |
1.5458 |
0.0262 |
1.7% |
0.0109 |
0.7% |
22% |
False |
False |
73,260 |
| 20 |
1.5773 |
1.5448 |
0.0325 |
2.1% |
0.0121 |
0.8% |
21% |
False |
False |
75,291 |
| 40 |
1.6115 |
1.5266 |
0.0849 |
5.5% |
0.0113 |
0.7% |
29% |
False |
False |
38,316 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0099 |
0.6% |
25% |
False |
False |
25,571 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0092 |
0.6% |
25% |
False |
False |
19,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5825 |
|
2.618 |
1.5714 |
|
1.618 |
1.5646 |
|
1.000 |
1.5604 |
|
0.618 |
1.5578 |
|
HIGH |
1.5536 |
|
0.618 |
1.5510 |
|
0.500 |
1.5502 |
|
0.382 |
1.5494 |
|
LOW |
1.5468 |
|
0.618 |
1.5426 |
|
1.000 |
1.5400 |
|
1.618 |
1.5358 |
|
2.618 |
1.5290 |
|
4.250 |
1.5179 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5511 |
1.5576 |
| PP |
1.5507 |
1.5556 |
| S1 |
1.5502 |
1.5536 |
|