CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5682 |
1.5732 |
0.0050 |
0.3% |
1.5607 |
| High |
1.5767 |
1.5739 |
-0.0028 |
-0.2% |
1.5767 |
| Low |
1.5665 |
1.5671 |
0.0006 |
0.0% |
1.5456 |
| Close |
1.5724 |
1.5707 |
-0.0017 |
-0.1% |
1.5724 |
| Range |
0.0102 |
0.0068 |
-0.0034 |
-33.3% |
0.0311 |
| ATR |
0.0119 |
0.0116 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
134,471 |
76,242 |
-58,229 |
-43.3% |
650,827 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5910 |
1.5876 |
1.5744 |
|
| R3 |
1.5842 |
1.5808 |
1.5726 |
|
| R2 |
1.5774 |
1.5774 |
1.5719 |
|
| R1 |
1.5740 |
1.5740 |
1.5713 |
1.5723 |
| PP |
1.5706 |
1.5706 |
1.5706 |
1.5697 |
| S1 |
1.5672 |
1.5672 |
1.5701 |
1.5655 |
| S2 |
1.5638 |
1.5638 |
1.5695 |
|
| S3 |
1.5570 |
1.5604 |
1.5688 |
|
| S4 |
1.5502 |
1.5536 |
1.5670 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6582 |
1.6464 |
1.5895 |
|
| R3 |
1.6271 |
1.6153 |
1.5810 |
|
| R2 |
1.5960 |
1.5960 |
1.5781 |
|
| R1 |
1.5842 |
1.5842 |
1.5753 |
1.5901 |
| PP |
1.5649 |
1.5649 |
1.5649 |
1.5679 |
| S1 |
1.5531 |
1.5531 |
1.5695 |
1.5590 |
| S2 |
1.5338 |
1.5338 |
1.5667 |
|
| S3 |
1.5027 |
1.5220 |
1.5638 |
|
| S4 |
1.4716 |
1.4909 |
1.5553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0117 |
0.7% |
81% |
False |
False |
122,229 |
| 10 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0114 |
0.7% |
81% |
False |
False |
108,081 |
| 20 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0111 |
0.7% |
84% |
False |
False |
90,089 |
| 40 |
1.5773 |
1.5319 |
0.0454 |
2.9% |
0.0119 |
0.8% |
85% |
False |
False |
76,928 |
| 60 |
1.6180 |
1.5266 |
0.0914 |
5.8% |
0.0110 |
0.7% |
48% |
False |
False |
51,355 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0098 |
0.6% |
44% |
False |
False |
38,536 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0092 |
0.6% |
44% |
False |
False |
30,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6028 |
|
2.618 |
1.5917 |
|
1.618 |
1.5849 |
|
1.000 |
1.5807 |
|
0.618 |
1.5781 |
|
HIGH |
1.5739 |
|
0.618 |
1.5713 |
|
0.500 |
1.5705 |
|
0.382 |
1.5697 |
|
LOW |
1.5671 |
|
0.618 |
1.5629 |
|
1.000 |
1.5603 |
|
1.618 |
1.5561 |
|
2.618 |
1.5493 |
|
4.250 |
1.5382 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5706 |
1.5677 |
| PP |
1.5706 |
1.5648 |
| S1 |
1.5705 |
1.5618 |
|