CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5651 |
1.5674 |
0.0023 |
0.1% |
1.5548 |
| High |
1.5706 |
1.5700 |
-0.0006 |
0.0% |
1.5701 |
| Low |
1.5651 |
1.5660 |
0.0009 |
0.1% |
1.5489 |
| Close |
1.5685 |
1.5689 |
0.0004 |
0.0% |
1.5673 |
| Range |
0.0055 |
0.0040 |
-0.0015 |
-27.3% |
0.0212 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
118 |
198 |
80 |
67.8% |
181 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5786 |
1.5711 |
|
| R3 |
1.5763 |
1.5746 |
1.5700 |
|
| R2 |
1.5723 |
1.5723 |
1.5696 |
|
| R1 |
1.5706 |
1.5706 |
1.5693 |
1.5715 |
| PP |
1.5683 |
1.5683 |
1.5683 |
1.5687 |
| S1 |
1.5666 |
1.5666 |
1.5685 |
1.5675 |
| S2 |
1.5643 |
1.5643 |
1.5682 |
|
| S3 |
1.5603 |
1.5626 |
1.5678 |
|
| S4 |
1.5563 |
1.5586 |
1.5667 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6257 |
1.6177 |
1.5790 |
|
| R3 |
1.6045 |
1.5965 |
1.5731 |
|
| R2 |
1.5833 |
1.5833 |
1.5712 |
|
| R1 |
1.5753 |
1.5753 |
1.5692 |
1.5793 |
| PP |
1.5621 |
1.5621 |
1.5621 |
1.5641 |
| S1 |
1.5541 |
1.5541 |
1.5654 |
1.5581 |
| S2 |
1.5409 |
1.5409 |
1.5634 |
|
| S3 |
1.5197 |
1.5329 |
1.5615 |
|
| S4 |
1.4985 |
1.5117 |
1.5556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5706 |
1.5489 |
0.0217 |
1.4% |
0.0072 |
0.5% |
92% |
False |
False |
85 |
| 10 |
1.5738 |
1.5489 |
0.0249 |
1.6% |
0.0064 |
0.4% |
80% |
False |
False |
97 |
| 20 |
1.5743 |
1.5414 |
0.0329 |
2.1% |
0.0062 |
0.4% |
84% |
False |
False |
51 |
| 40 |
1.6150 |
1.5335 |
0.0815 |
5.2% |
0.0037 |
0.2% |
43% |
False |
False |
30 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0025 |
0.2% |
39% |
False |
False |
21 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0019 |
0.1% |
39% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5870 |
|
2.618 |
1.5805 |
|
1.618 |
1.5765 |
|
1.000 |
1.5740 |
|
0.618 |
1.5725 |
|
HIGH |
1.5700 |
|
0.618 |
1.5685 |
|
0.500 |
1.5680 |
|
0.382 |
1.5675 |
|
LOW |
1.5660 |
|
0.618 |
1.5635 |
|
1.000 |
1.5620 |
|
1.618 |
1.5595 |
|
2.618 |
1.5555 |
|
4.250 |
1.5490 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5686 |
1.5671 |
| PP |
1.5683 |
1.5653 |
| S1 |
1.5680 |
1.5636 |
|