CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5575 |
1.5630 |
0.0055 |
0.4% |
1.5478 |
| High |
1.5653 |
1.5676 |
0.0023 |
0.1% |
1.5580 |
| Low |
1.5515 |
1.5552 |
0.0037 |
0.2% |
1.5390 |
| Close |
1.5625 |
1.5644 |
0.0019 |
0.1% |
1.5564 |
| Range |
0.0138 |
0.0124 |
-0.0014 |
-10.1% |
0.0190 |
| ATR |
0.0117 |
0.0117 |
0.0001 |
0.4% |
0.0000 |
| Volume |
97,940 |
89,362 |
-8,578 |
-8.8% |
430,835 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5996 |
1.5944 |
1.5712 |
|
| R3 |
1.5872 |
1.5820 |
1.5678 |
|
| R2 |
1.5748 |
1.5748 |
1.5667 |
|
| R1 |
1.5696 |
1.5696 |
1.5655 |
1.5722 |
| PP |
1.5624 |
1.5624 |
1.5624 |
1.5637 |
| S1 |
1.5572 |
1.5572 |
1.5633 |
1.5598 |
| S2 |
1.5500 |
1.5500 |
1.5621 |
|
| S3 |
1.5376 |
1.5448 |
1.5610 |
|
| S4 |
1.5252 |
1.5324 |
1.5576 |
|
|
| 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 |
1.5676 |
1.5390 |
0.0286 |
1.8% |
0.0129 |
0.8% |
89% |
True |
False |
95,441 |
| 10 |
1.5711 |
1.5390 |
0.0321 |
2.1% |
0.0113 |
0.7% |
79% |
False |
False |
70,608 |
| 20 |
1.5773 |
1.5390 |
0.0383 |
2.4% |
0.0116 |
0.7% |
66% |
False |
False |
84,300 |
| 40 |
1.5832 |
1.5266 |
0.0566 |
3.6% |
0.0117 |
0.7% |
67% |
False |
False |
52,223 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0102 |
0.7% |
37% |
False |
False |
34,847 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0095 |
0.6% |
37% |
False |
False |
26,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6203 |
|
2.618 |
1.6001 |
|
1.618 |
1.5877 |
|
1.000 |
1.5800 |
|
0.618 |
1.5753 |
|
HIGH |
1.5676 |
|
0.618 |
1.5629 |
|
0.500 |
1.5614 |
|
0.382 |
1.5599 |
|
LOW |
1.5552 |
|
0.618 |
1.5475 |
|
1.000 |
1.5428 |
|
1.618 |
1.5351 |
|
2.618 |
1.5227 |
|
4.250 |
1.5025 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5634 |
1.5611 |
| PP |
1.5624 |
1.5577 |
| S1 |
1.5614 |
1.5544 |
|