CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5652 |
1.5714 |
0.0062 |
0.4% |
1.5575 |
| High |
1.5736 |
1.5720 |
-0.0016 |
-0.1% |
1.5736 |
| Low |
1.5634 |
1.5609 |
-0.0025 |
-0.2% |
1.5515 |
| Close |
1.5720 |
1.5614 |
-0.0106 |
-0.7% |
1.5614 |
| Range |
0.0102 |
0.0111 |
0.0009 |
8.8% |
0.0221 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
100,078 |
81,739 |
-18,339 |
-18.3% |
451,687 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5981 |
1.5908 |
1.5675 |
|
| R3 |
1.5870 |
1.5797 |
1.5645 |
|
| R2 |
1.5759 |
1.5759 |
1.5634 |
|
| R1 |
1.5686 |
1.5686 |
1.5624 |
1.5667 |
| PP |
1.5648 |
1.5648 |
1.5648 |
1.5638 |
| S1 |
1.5575 |
1.5575 |
1.5604 |
1.5556 |
| S2 |
1.5537 |
1.5537 |
1.5594 |
|
| S3 |
1.5426 |
1.5464 |
1.5583 |
|
| S4 |
1.5315 |
1.5353 |
1.5553 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6285 |
1.6170 |
1.5736 |
|
| R3 |
1.6064 |
1.5949 |
1.5675 |
|
| R2 |
1.5843 |
1.5843 |
1.5655 |
|
| R1 |
1.5728 |
1.5728 |
1.5634 |
1.5786 |
| PP |
1.5622 |
1.5622 |
1.5622 |
1.5650 |
| S1 |
1.5507 |
1.5507 |
1.5594 |
1.5565 |
| S2 |
1.5401 |
1.5401 |
1.5573 |
|
| S3 |
1.5180 |
1.5286 |
1.5553 |
|
| S4 |
1.4959 |
1.5065 |
1.5492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5736 |
1.5515 |
0.0221 |
1.4% |
0.0113 |
0.7% |
45% |
False |
False |
90,337 |
| 10 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0109 |
0.7% |
65% |
False |
False |
88,252 |
| 20 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0109 |
0.7% |
65% |
False |
False |
81,771 |
| 40 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0119 |
0.8% |
69% |
False |
False |
58,824 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0103 |
0.7% |
34% |
False |
False |
39,247 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0095 |
0.6% |
34% |
False |
False |
29,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6192 |
|
2.618 |
1.6011 |
|
1.618 |
1.5900 |
|
1.000 |
1.5831 |
|
0.618 |
1.5789 |
|
HIGH |
1.5720 |
|
0.618 |
1.5678 |
|
0.500 |
1.5665 |
|
0.382 |
1.5651 |
|
LOW |
1.5609 |
|
0.618 |
1.5540 |
|
1.000 |
1.5498 |
|
1.618 |
1.5429 |
|
2.618 |
1.5318 |
|
4.250 |
1.5137 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5665 |
1.5657 |
| PP |
1.5648 |
1.5643 |
| S1 |
1.5631 |
1.5628 |
|