CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5503 |
1.5504 |
0.0001 |
0.0% |
1.5575 |
| High |
1.5550 |
1.5550 |
0.0000 |
0.0% |
1.5736 |
| Low |
1.5484 |
1.5456 |
-0.0028 |
-0.2% |
1.5515 |
| Close |
1.5506 |
1.5507 |
0.0001 |
0.0% |
1.5614 |
| Range |
0.0066 |
0.0094 |
0.0028 |
42.4% |
0.0221 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
98,538 |
138,271 |
39,733 |
40.3% |
451,687 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5786 |
1.5741 |
1.5559 |
|
| R3 |
1.5692 |
1.5647 |
1.5533 |
|
| R2 |
1.5598 |
1.5598 |
1.5524 |
|
| R1 |
1.5553 |
1.5553 |
1.5516 |
1.5576 |
| PP |
1.5504 |
1.5504 |
1.5504 |
1.5516 |
| S1 |
1.5459 |
1.5459 |
1.5498 |
1.5482 |
| S2 |
1.5410 |
1.5410 |
1.5490 |
|
| S3 |
1.5316 |
1.5365 |
1.5481 |
|
| S4 |
1.5222 |
1.5271 |
1.5455 |
|
|
| 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 |
1.5456 |
0.0280 |
1.8% |
0.0101 |
0.7% |
18% |
False |
True |
106,909 |
| 10 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0115 |
0.7% |
34% |
False |
False |
100,470 |
| 20 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0113 |
0.7% |
34% |
False |
False |
87,094 |
| 40 |
1.5773 |
1.5266 |
0.0507 |
3.3% |
0.0121 |
0.8% |
48% |
False |
False |
67,630 |
| 60 |
1.6220 |
1.5266 |
0.0954 |
6.2% |
0.0105 |
0.7% |
25% |
False |
False |
45,119 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0096 |
0.6% |
24% |
False |
False |
33,859 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0088 |
0.6% |
24% |
False |
False |
27,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5950 |
|
2.618 |
1.5796 |
|
1.618 |
1.5702 |
|
1.000 |
1.5644 |
|
0.618 |
1.5608 |
|
HIGH |
1.5550 |
|
0.618 |
1.5514 |
|
0.500 |
1.5503 |
|
0.382 |
1.5492 |
|
LOW |
1.5456 |
|
0.618 |
1.5398 |
|
1.000 |
1.5362 |
|
1.618 |
1.5304 |
|
2.618 |
1.5210 |
|
4.250 |
1.5057 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5506 |
1.5535 |
| PP |
1.5504 |
1.5526 |
| S1 |
1.5503 |
1.5516 |
|