CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5607 |
1.5503 |
-0.0104 |
-0.7% |
1.5575 |
| High |
1.5614 |
1.5550 |
-0.0064 |
-0.4% |
1.5736 |
| Low |
1.5482 |
1.5484 |
0.0002 |
0.0% |
1.5515 |
| Close |
1.5519 |
1.5506 |
-0.0013 |
-0.1% |
1.5614 |
| Range |
0.0132 |
0.0066 |
-0.0066 |
-50.0% |
0.0221 |
| ATR |
0.0115 |
0.0112 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
115,921 |
98,538 |
-17,383 |
-15.0% |
451,687 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5675 |
1.5542 |
|
| R3 |
1.5645 |
1.5609 |
1.5524 |
|
| R2 |
1.5579 |
1.5579 |
1.5518 |
|
| R1 |
1.5543 |
1.5543 |
1.5512 |
1.5561 |
| PP |
1.5513 |
1.5513 |
1.5513 |
1.5523 |
| S1 |
1.5477 |
1.5477 |
1.5500 |
1.5495 |
| S2 |
1.5447 |
1.5447 |
1.5494 |
|
| S3 |
1.5381 |
1.5411 |
1.5488 |
|
| S4 |
1.5315 |
1.5345 |
1.5470 |
|
|
| 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% |
0.0100 |
0.6% |
9% |
False |
False |
95,768 |
| 10 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0115 |
0.7% |
34% |
False |
False |
95,605 |
| 20 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0113 |
0.7% |
34% |
False |
False |
85,345 |
| 40 |
1.5773 |
1.5266 |
0.0507 |
3.3% |
0.0121 |
0.8% |
47% |
False |
False |
64,177 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0105 |
0.7% |
24% |
False |
False |
42,816 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0096 |
0.6% |
24% |
False |
False |
32,133 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0087 |
0.6% |
24% |
False |
False |
25,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5831 |
|
2.618 |
1.5723 |
|
1.618 |
1.5657 |
|
1.000 |
1.5616 |
|
0.618 |
1.5591 |
|
HIGH |
1.5550 |
|
0.618 |
1.5525 |
|
0.500 |
1.5517 |
|
0.382 |
1.5509 |
|
LOW |
1.5484 |
|
0.618 |
1.5443 |
|
1.000 |
1.5418 |
|
1.618 |
1.5377 |
|
2.618 |
1.5311 |
|
4.250 |
1.5204 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5517 |
1.5601 |
| PP |
1.5513 |
1.5569 |
| S1 |
1.5510 |
1.5538 |
|