CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5732 |
1.5705 |
-0.0027 |
-0.2% |
1.5607 |
| High |
1.5739 |
1.5729 |
-0.0010 |
-0.1% |
1.5767 |
| Low |
1.5671 |
1.5625 |
-0.0046 |
-0.3% |
1.5456 |
| Close |
1.5707 |
1.5681 |
-0.0026 |
-0.2% |
1.5724 |
| Range |
0.0068 |
0.0104 |
0.0036 |
52.9% |
0.0311 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
76,242 |
108,471 |
32,229 |
42.3% |
650,827 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5990 |
1.5940 |
1.5738 |
|
| R3 |
1.5886 |
1.5836 |
1.5710 |
|
| R2 |
1.5782 |
1.5782 |
1.5700 |
|
| R1 |
1.5732 |
1.5732 |
1.5691 |
1.5705 |
| PP |
1.5678 |
1.5678 |
1.5678 |
1.5665 |
| S1 |
1.5628 |
1.5628 |
1.5671 |
1.5601 |
| S2 |
1.5574 |
1.5574 |
1.5662 |
|
| S3 |
1.5470 |
1.5524 |
1.5652 |
|
| S4 |
1.5366 |
1.5420 |
1.5624 |
|
|
| 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% |
0.0125 |
0.8% |
72% |
False |
False |
124,216 |
| 10 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0112 |
0.7% |
72% |
False |
False |
109,992 |
| 20 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0113 |
0.7% |
77% |
False |
False |
90,300 |
| 40 |
1.5773 |
1.5319 |
0.0454 |
2.9% |
0.0120 |
0.8% |
80% |
False |
False |
79,623 |
| 60 |
1.6170 |
1.5266 |
0.0904 |
5.8% |
0.0111 |
0.7% |
46% |
False |
False |
53,163 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0100 |
0.6% |
41% |
False |
False |
39,892 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0093 |
0.6% |
41% |
False |
False |
31,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6171 |
|
2.618 |
1.6001 |
|
1.618 |
1.5897 |
|
1.000 |
1.5833 |
|
0.618 |
1.5793 |
|
HIGH |
1.5729 |
|
0.618 |
1.5689 |
|
0.500 |
1.5677 |
|
0.382 |
1.5665 |
|
LOW |
1.5625 |
|
0.618 |
1.5561 |
|
1.000 |
1.5521 |
|
1.618 |
1.5457 |
|
2.618 |
1.5353 |
|
4.250 |
1.5183 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5680 |
1.5696 |
| PP |
1.5678 |
1.5691 |
| S1 |
1.5677 |
1.5686 |
|