CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5533 |
1.5565 |
0.0032 |
0.2% |
1.5651 |
| High |
1.5533 |
1.5565 |
0.0032 |
0.2% |
1.5706 |
| Low |
1.5476 |
1.5481 |
0.0005 |
0.0% |
1.5466 |
| Close |
1.5499 |
1.5481 |
-0.0018 |
-0.1% |
1.5468 |
| Range |
0.0057 |
0.0084 |
0.0027 |
47.4% |
0.0240 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.2% |
0.0000 |
| Volume |
26 |
25 |
-1 |
-3.8% |
421 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5761 |
1.5705 |
1.5527 |
|
| R3 |
1.5677 |
1.5621 |
1.5504 |
|
| R2 |
1.5593 |
1.5593 |
1.5496 |
|
| R1 |
1.5537 |
1.5537 |
1.5489 |
1.5523 |
| PP |
1.5509 |
1.5509 |
1.5509 |
1.5502 |
| S1 |
1.5453 |
1.5453 |
1.5473 |
1.5439 |
| S2 |
1.5425 |
1.5425 |
1.5466 |
|
| S3 |
1.5341 |
1.5369 |
1.5458 |
|
| S4 |
1.5257 |
1.5285 |
1.5435 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6267 |
1.6107 |
1.5600 |
|
| R3 |
1.6027 |
1.5867 |
1.5534 |
|
| R2 |
1.5787 |
1.5787 |
1.5512 |
|
| R1 |
1.5627 |
1.5627 |
1.5490 |
1.5587 |
| PP |
1.5547 |
1.5547 |
1.5547 |
1.5527 |
| S1 |
1.5387 |
1.5387 |
1.5446 |
1.5347 |
| S2 |
1.5307 |
1.5307 |
1.5424 |
|
| S3 |
1.5067 |
1.5147 |
1.5402 |
|
| S4 |
1.4827 |
1.4907 |
1.5336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5668 |
1.5466 |
0.0202 |
1.3% |
0.0085 |
0.5% |
7% |
False |
False |
38 |
| 10 |
1.5706 |
1.5466 |
0.0240 |
1.6% |
0.0079 |
0.5% |
6% |
False |
False |
61 |
| 20 |
1.5743 |
1.5466 |
0.0277 |
1.8% |
0.0067 |
0.4% |
5% |
False |
False |
59 |
| 40 |
1.5982 |
1.5335 |
0.0647 |
4.2% |
0.0047 |
0.3% |
23% |
False |
False |
35 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0032 |
0.2% |
16% |
False |
False |
24 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0024 |
0.2% |
16% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5922 |
|
2.618 |
1.5785 |
|
1.618 |
1.5701 |
|
1.000 |
1.5649 |
|
0.618 |
1.5617 |
|
HIGH |
1.5565 |
|
0.618 |
1.5533 |
|
0.500 |
1.5523 |
|
0.382 |
1.5513 |
|
LOW |
1.5481 |
|
0.618 |
1.5429 |
|
1.000 |
1.5397 |
|
1.618 |
1.5345 |
|
2.618 |
1.5261 |
|
4.250 |
1.5124 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5523 |
1.5521 |
| PP |
1.5509 |
1.5507 |
| S1 |
1.5495 |
1.5494 |
|