CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5478 |
1.5525 |
0.0047 |
0.3% |
1.5692 |
| High |
1.5536 |
1.5547 |
0.0011 |
0.1% |
1.5720 |
| Low |
1.5468 |
1.5476 |
0.0008 |
0.1% |
1.5458 |
| Close |
1.5516 |
1.5502 |
-0.0014 |
-0.1% |
1.5472 |
| Range |
0.0068 |
0.0071 |
0.0003 |
4.4% |
0.0262 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
61,105 |
79,826 |
18,721 |
30.6% |
192,198 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5721 |
1.5683 |
1.5541 |
|
| R3 |
1.5650 |
1.5612 |
1.5522 |
|
| R2 |
1.5579 |
1.5579 |
1.5515 |
|
| R1 |
1.5541 |
1.5541 |
1.5509 |
1.5525 |
| PP |
1.5508 |
1.5508 |
1.5508 |
1.5500 |
| S1 |
1.5470 |
1.5470 |
1.5495 |
1.5454 |
| S2 |
1.5437 |
1.5437 |
1.5489 |
|
| S3 |
1.5366 |
1.5399 |
1.5482 |
|
| S4 |
1.5295 |
1.5328 |
1.5463 |
|
|
| 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 |
1.5711 |
1.5458 |
0.0253 |
1.6% |
0.0096 |
0.6% |
17% |
False |
False |
45,776 |
| 10 |
1.5720 |
1.5458 |
0.0262 |
1.7% |
0.0111 |
0.7% |
17% |
False |
False |
75,085 |
| 20 |
1.5773 |
1.5448 |
0.0325 |
2.1% |
0.0119 |
0.8% |
17% |
False |
False |
78,554 |
| 40 |
1.6095 |
1.5266 |
0.0829 |
5.3% |
0.0113 |
0.7% |
28% |
False |
False |
40,310 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0098 |
0.6% |
23% |
False |
False |
26,899 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0091 |
0.6% |
23% |
False |
False |
20,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5849 |
|
2.618 |
1.5733 |
|
1.618 |
1.5662 |
|
1.000 |
1.5618 |
|
0.618 |
1.5591 |
|
HIGH |
1.5547 |
|
0.618 |
1.5520 |
|
0.500 |
1.5512 |
|
0.382 |
1.5503 |
|
LOW |
1.5476 |
|
0.618 |
1.5432 |
|
1.000 |
1.5405 |
|
1.618 |
1.5361 |
|
2.618 |
1.5290 |
|
4.250 |
1.5174 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5512 |
1.5504 |
| PP |
1.5508 |
1.5503 |
| S1 |
1.5505 |
1.5503 |
|