CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5428 |
1.5575 |
0.0147 |
1.0% |
1.5478 |
| High |
1.5580 |
1.5653 |
0.0073 |
0.5% |
1.5580 |
| Low |
1.5411 |
1.5515 |
0.0104 |
0.7% |
1.5390 |
| Close |
1.5564 |
1.5625 |
0.0061 |
0.4% |
1.5564 |
| Range |
0.0169 |
0.0138 |
-0.0031 |
-18.3% |
0.0190 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.4% |
0.0000 |
| Volume |
106,176 |
97,940 |
-8,236 |
-7.8% |
430,835 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6012 |
1.5956 |
1.5701 |
|
| R3 |
1.5874 |
1.5818 |
1.5663 |
|
| R2 |
1.5736 |
1.5736 |
1.5650 |
|
| R1 |
1.5680 |
1.5680 |
1.5638 |
1.5708 |
| PP |
1.5598 |
1.5598 |
1.5598 |
1.5612 |
| S1 |
1.5542 |
1.5542 |
1.5612 |
1.5570 |
| S2 |
1.5460 |
1.5460 |
1.5600 |
|
| S3 |
1.5322 |
1.5404 |
1.5587 |
|
| S4 |
1.5184 |
1.5266 |
1.5549 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6081 |
1.6013 |
1.5669 |
|
| R3 |
1.5891 |
1.5823 |
1.5616 |
|
| R2 |
1.5701 |
1.5701 |
1.5599 |
|
| R1 |
1.5633 |
1.5633 |
1.5581 |
1.5667 |
| PP |
1.5511 |
1.5511 |
1.5511 |
1.5529 |
| S1 |
1.5443 |
1.5443 |
1.5547 |
1.5477 |
| S2 |
1.5321 |
1.5321 |
1.5529 |
|
| S3 |
1.5131 |
1.5253 |
1.5512 |
|
| S4 |
1.4941 |
1.5063 |
1.5460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5653 |
1.5390 |
0.0263 |
1.7% |
0.0119 |
0.8% |
89% |
True |
False |
93,534 |
| 10 |
1.5720 |
1.5390 |
0.0330 |
2.1% |
0.0109 |
0.7% |
71% |
False |
False |
72,097 |
| 20 |
1.5773 |
1.5390 |
0.0383 |
2.5% |
0.0115 |
0.7% |
61% |
False |
False |
84,348 |
| 40 |
1.5832 |
1.5266 |
0.0566 |
3.6% |
0.0116 |
0.7% |
63% |
False |
False |
49,995 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0102 |
0.6% |
36% |
False |
False |
33,358 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0095 |
0.6% |
36% |
False |
False |
25,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6240 |
|
2.618 |
1.6014 |
|
1.618 |
1.5876 |
|
1.000 |
1.5791 |
|
0.618 |
1.5738 |
|
HIGH |
1.5653 |
|
0.618 |
1.5600 |
|
0.500 |
1.5584 |
|
0.382 |
1.5568 |
|
LOW |
1.5515 |
|
0.618 |
1.5430 |
|
1.000 |
1.5377 |
|
1.618 |
1.5292 |
|
2.618 |
1.5154 |
|
4.250 |
1.4929 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5611 |
1.5591 |
| PP |
1.5598 |
1.5556 |
| S1 |
1.5584 |
1.5522 |
|