CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5645 |
1.5652 |
0.0007 |
0.0% |
1.5478 |
| High |
1.5667 |
1.5736 |
0.0069 |
0.4% |
1.5580 |
| Low |
1.5578 |
1.5634 |
0.0056 |
0.4% |
1.5390 |
| Close |
1.5638 |
1.5720 |
0.0082 |
0.5% |
1.5564 |
| Range |
0.0089 |
0.0102 |
0.0013 |
14.6% |
0.0190 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
82,568 |
100,078 |
17,510 |
21.2% |
430,835 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6003 |
1.5963 |
1.5776 |
|
| R3 |
1.5901 |
1.5861 |
1.5748 |
|
| R2 |
1.5799 |
1.5799 |
1.5739 |
|
| R1 |
1.5759 |
1.5759 |
1.5729 |
1.5779 |
| PP |
1.5697 |
1.5697 |
1.5697 |
1.5707 |
| S1 |
1.5657 |
1.5657 |
1.5711 |
1.5677 |
| S2 |
1.5595 |
1.5595 |
1.5701 |
|
| S3 |
1.5493 |
1.5555 |
1.5692 |
|
| S4 |
1.5391 |
1.5453 |
1.5664 |
|
|
| 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 |
1.5736 |
1.5411 |
0.0325 |
2.1% |
0.0124 |
0.8% |
95% |
True |
False |
95,224 |
| 10 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0107 |
0.7% |
95% |
True |
False |
88,805 |
| 20 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0112 |
0.7% |
95% |
True |
False |
82,945 |
| 40 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0118 |
0.8% |
90% |
False |
False |
56,783 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0104 |
0.7% |
45% |
False |
False |
37,885 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0095 |
0.6% |
45% |
False |
False |
28,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6170 |
|
2.618 |
1.6003 |
|
1.618 |
1.5901 |
|
1.000 |
1.5838 |
|
0.618 |
1.5799 |
|
HIGH |
1.5736 |
|
0.618 |
1.5697 |
|
0.500 |
1.5685 |
|
0.382 |
1.5673 |
|
LOW |
1.5634 |
|
0.618 |
1.5571 |
|
1.000 |
1.5532 |
|
1.618 |
1.5469 |
|
2.618 |
1.5367 |
|
4.250 |
1.5201 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5708 |
1.5695 |
| PP |
1.5697 |
1.5669 |
| S1 |
1.5685 |
1.5644 |
|