CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5525 |
1.5515 |
-0.0010 |
-0.1% |
1.5692 |
| High |
1.5547 |
1.5575 |
0.0028 |
0.2% |
1.5720 |
| Low |
1.5476 |
1.5483 |
0.0007 |
0.0% |
1.5458 |
| Close |
1.5502 |
1.5485 |
-0.0017 |
-0.1% |
1.5472 |
| Range |
0.0071 |
0.0092 |
0.0021 |
29.6% |
0.0262 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
79,826 |
89,619 |
9,793 |
12.3% |
192,198 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5790 |
1.5730 |
1.5536 |
|
| R3 |
1.5698 |
1.5638 |
1.5510 |
|
| R2 |
1.5606 |
1.5606 |
1.5502 |
|
| R1 |
1.5546 |
1.5546 |
1.5493 |
1.5530 |
| PP |
1.5514 |
1.5514 |
1.5514 |
1.5507 |
| S1 |
1.5454 |
1.5454 |
1.5477 |
1.5438 |
| S2 |
1.5422 |
1.5422 |
1.5468 |
|
| S3 |
1.5330 |
1.5362 |
1.5460 |
|
| S4 |
1.5238 |
1.5270 |
1.5434 |
|
|
| 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 |
1.5693 |
1.5458 |
0.0235 |
1.5% |
0.0104 |
0.7% |
11% |
False |
False |
63,637 |
| 10 |
1.5720 |
1.5458 |
0.0262 |
1.7% |
0.0111 |
0.7% |
10% |
False |
False |
73,719 |
| 20 |
1.5773 |
1.5458 |
0.0315 |
2.0% |
0.0116 |
0.8% |
9% |
False |
False |
81,268 |
| 40 |
1.6087 |
1.5266 |
0.0821 |
5.3% |
0.0114 |
0.7% |
27% |
False |
False |
42,549 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0098 |
0.6% |
22% |
False |
False |
28,392 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0091 |
0.6% |
22% |
False |
False |
21,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5966 |
|
2.618 |
1.5816 |
|
1.618 |
1.5724 |
|
1.000 |
1.5667 |
|
0.618 |
1.5632 |
|
HIGH |
1.5575 |
|
0.618 |
1.5540 |
|
0.500 |
1.5529 |
|
0.382 |
1.5518 |
|
LOW |
1.5483 |
|
0.618 |
1.5426 |
|
1.000 |
1.5391 |
|
1.618 |
1.5334 |
|
2.618 |
1.5242 |
|
4.250 |
1.5092 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5529 |
1.5522 |
| PP |
1.5514 |
1.5509 |
| S1 |
1.5500 |
1.5497 |
|