CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5674 |
1.5540 |
-0.0134 |
-0.9% |
1.5607 |
| High |
1.5690 |
1.5663 |
-0.0027 |
-0.2% |
1.5767 |
| Low |
1.5529 |
1.5488 |
-0.0041 |
-0.3% |
1.5456 |
| Close |
1.5551 |
1.5501 |
-0.0050 |
-0.3% |
1.5724 |
| Range |
0.0161 |
0.0175 |
0.0014 |
8.7% |
0.0311 |
| ATR |
0.0118 |
0.0122 |
0.0004 |
3.4% |
0.0000 |
| Volume |
110,298 |
174,505 |
64,207 |
58.2% |
650,827 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6076 |
1.5963 |
1.5597 |
|
| R3 |
1.5901 |
1.5788 |
1.5549 |
|
| R2 |
1.5726 |
1.5726 |
1.5533 |
|
| R1 |
1.5613 |
1.5613 |
1.5517 |
1.5582 |
| PP |
1.5551 |
1.5551 |
1.5551 |
1.5535 |
| S1 |
1.5438 |
1.5438 |
1.5485 |
1.5407 |
| S2 |
1.5376 |
1.5376 |
1.5469 |
|
| S3 |
1.5201 |
1.5263 |
1.5453 |
|
| S4 |
1.5026 |
1.5088 |
1.5405 |
|
|
| 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 |
1.5488 |
0.0279 |
1.8% |
0.0122 |
0.8% |
5% |
False |
True |
120,797 |
| 10 |
1.5767 |
1.5456 |
0.0311 |
2.0% |
0.0127 |
0.8% |
14% |
False |
False |
120,208 |
| 20 |
1.5767 |
1.5390 |
0.0377 |
2.4% |
0.0117 |
0.8% |
29% |
False |
False |
104,506 |
| 40 |
1.5773 |
1.5390 |
0.0383 |
2.5% |
0.0123 |
0.8% |
29% |
False |
False |
86,599 |
| 60 |
1.6164 |
1.5266 |
0.0898 |
5.8% |
0.0114 |
0.7% |
26% |
False |
False |
57,909 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0102 |
0.7% |
23% |
False |
False |
43,451 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0096 |
0.6% |
23% |
False |
False |
34,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6407 |
|
2.618 |
1.6121 |
|
1.618 |
1.5946 |
|
1.000 |
1.5838 |
|
0.618 |
1.5771 |
|
HIGH |
1.5663 |
|
0.618 |
1.5596 |
|
0.500 |
1.5576 |
|
0.382 |
1.5555 |
|
LOW |
1.5488 |
|
0.618 |
1.5380 |
|
1.000 |
1.5313 |
|
1.618 |
1.5205 |
|
2.618 |
1.5030 |
|
4.250 |
1.4744 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5576 |
1.5609 |
| PP |
1.5551 |
1.5573 |
| S1 |
1.5526 |
1.5537 |
|