CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5714 |
1.5607 |
-0.0107 |
-0.7% |
1.5575 |
| High |
1.5720 |
1.5614 |
-0.0106 |
-0.7% |
1.5736 |
| Low |
1.5609 |
1.5482 |
-0.0127 |
-0.8% |
1.5515 |
| Close |
1.5614 |
1.5519 |
-0.0095 |
-0.6% |
1.5614 |
| Range |
0.0111 |
0.0132 |
0.0021 |
18.9% |
0.0221 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
1.1% |
0.0000 |
| Volume |
81,739 |
115,921 |
34,182 |
41.8% |
451,687 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5934 |
1.5859 |
1.5592 |
|
| R3 |
1.5802 |
1.5727 |
1.5555 |
|
| R2 |
1.5670 |
1.5670 |
1.5543 |
|
| R1 |
1.5595 |
1.5595 |
1.5531 |
1.5567 |
| PP |
1.5538 |
1.5538 |
1.5538 |
1.5524 |
| S1 |
1.5463 |
1.5463 |
1.5507 |
1.5435 |
| S2 |
1.5406 |
1.5406 |
1.5495 |
|
| S3 |
1.5274 |
1.5331 |
1.5483 |
|
| S4 |
1.5142 |
1.5199 |
1.5446 |
|
|
| 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 |
1.5482 |
0.0254 |
1.6% |
0.0112 |
0.7% |
15% |
False |
True |
93,933 |
| 10 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0115 |
0.7% |
37% |
False |
False |
93,733 |
| 20 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0112 |
0.7% |
37% |
False |
False |
83,496 |
| 40 |
1.5773 |
1.5266 |
0.0507 |
3.3% |
0.0120 |
0.8% |
50% |
False |
False |
61,716 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0105 |
0.7% |
25% |
False |
False |
41,176 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0096 |
0.6% |
25% |
False |
False |
30,902 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0086 |
0.6% |
25% |
False |
False |
24,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6175 |
|
2.618 |
1.5960 |
|
1.618 |
1.5828 |
|
1.000 |
1.5746 |
|
0.618 |
1.5696 |
|
HIGH |
1.5614 |
|
0.618 |
1.5564 |
|
0.500 |
1.5548 |
|
0.382 |
1.5532 |
|
LOW |
1.5482 |
|
0.618 |
1.5400 |
|
1.000 |
1.5350 |
|
1.618 |
1.5268 |
|
2.618 |
1.5136 |
|
4.250 |
1.4921 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5548 |
1.5609 |
| PP |
1.5538 |
1.5579 |
| S1 |
1.5529 |
1.5549 |
|