CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5504 |
1.5496 |
-0.0008 |
-0.1% |
1.5575 |
| High |
1.5550 |
1.5724 |
0.0174 |
1.1% |
1.5736 |
| Low |
1.5456 |
1.5469 |
0.0013 |
0.1% |
1.5515 |
| Close |
1.5507 |
1.5691 |
0.0184 |
1.2% |
1.5614 |
| Range |
0.0094 |
0.0255 |
0.0161 |
171.3% |
0.0221 |
| ATR |
0.0111 |
0.0121 |
0.0010 |
9.3% |
0.0000 |
| Volume |
138,271 |
163,626 |
25,355 |
18.3% |
451,687 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6393 |
1.6297 |
1.5831 |
|
| R3 |
1.6138 |
1.6042 |
1.5761 |
|
| R2 |
1.5883 |
1.5883 |
1.5738 |
|
| R1 |
1.5787 |
1.5787 |
1.5714 |
1.5835 |
| PP |
1.5628 |
1.5628 |
1.5628 |
1.5652 |
| S1 |
1.5532 |
1.5532 |
1.5668 |
1.5580 |
| S2 |
1.5373 |
1.5373 |
1.5644 |
|
| S3 |
1.5118 |
1.5277 |
1.5621 |
|
| S4 |
1.4863 |
1.5022 |
1.5551 |
|
|
| 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 |
1.5724 |
1.5456 |
0.0268 |
1.7% |
0.0132 |
0.8% |
88% |
True |
False |
119,619 |
| 10 |
1.5736 |
1.5411 |
0.0325 |
2.1% |
0.0128 |
0.8% |
86% |
False |
False |
107,421 |
| 20 |
1.5736 |
1.5390 |
0.0346 |
2.2% |
0.0121 |
0.8% |
87% |
False |
False |
91,160 |
| 40 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0123 |
0.8% |
84% |
False |
False |
71,715 |
| 60 |
1.6210 |
1.5266 |
0.0944 |
6.0% |
0.0109 |
0.7% |
45% |
False |
False |
47,846 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0098 |
0.6% |
42% |
False |
False |
35,904 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0090 |
0.6% |
42% |
False |
False |
28,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6808 |
|
2.618 |
1.6392 |
|
1.618 |
1.6137 |
|
1.000 |
1.5979 |
|
0.618 |
1.5882 |
|
HIGH |
1.5724 |
|
0.618 |
1.5627 |
|
0.500 |
1.5597 |
|
0.382 |
1.5566 |
|
LOW |
1.5469 |
|
0.618 |
1.5311 |
|
1.000 |
1.5214 |
|
1.618 |
1.5056 |
|
2.618 |
1.4801 |
|
4.250 |
1.4385 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5660 |
1.5657 |
| PP |
1.5628 |
1.5624 |
| S1 |
1.5597 |
1.5590 |
|