CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5565 |
1.5494 |
-0.0071 |
-0.5% |
1.5651 |
| High |
1.5565 |
1.5494 |
-0.0071 |
-0.5% |
1.5706 |
| Low |
1.5481 |
1.5401 |
-0.0080 |
-0.5% |
1.5466 |
| Close |
1.5481 |
1.5424 |
-0.0057 |
-0.4% |
1.5468 |
| Range |
0.0084 |
0.0093 |
0.0009 |
10.7% |
0.0240 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
1.0% |
0.0000 |
| Volume |
25 |
19 |
-6 |
-24.0% |
421 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5719 |
1.5664 |
1.5475 |
|
| R3 |
1.5626 |
1.5571 |
1.5450 |
|
| R2 |
1.5533 |
1.5533 |
1.5441 |
|
| R1 |
1.5478 |
1.5478 |
1.5433 |
1.5459 |
| PP |
1.5440 |
1.5440 |
1.5440 |
1.5430 |
| S1 |
1.5385 |
1.5385 |
1.5415 |
1.5366 |
| S2 |
1.5347 |
1.5347 |
1.5407 |
|
| S3 |
1.5254 |
1.5292 |
1.5398 |
|
| S4 |
1.5161 |
1.5199 |
1.5373 |
|
|
| 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 |
1.5565 |
1.5401 |
0.0164 |
1.1% |
0.0069 |
0.4% |
14% |
False |
True |
32 |
| 10 |
1.5706 |
1.5401 |
0.0305 |
2.0% |
0.0080 |
0.5% |
8% |
False |
True |
56 |
| 20 |
1.5743 |
1.5401 |
0.0342 |
2.2% |
0.0071 |
0.5% |
7% |
False |
True |
60 |
| 40 |
1.5901 |
1.5335 |
0.0566 |
3.7% |
0.0049 |
0.3% |
16% |
False |
False |
35 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0033 |
0.2% |
10% |
False |
False |
24 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0026 |
0.2% |
10% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5889 |
|
2.618 |
1.5737 |
|
1.618 |
1.5644 |
|
1.000 |
1.5587 |
|
0.618 |
1.5551 |
|
HIGH |
1.5494 |
|
0.618 |
1.5458 |
|
0.500 |
1.5448 |
|
0.382 |
1.5437 |
|
LOW |
1.5401 |
|
0.618 |
1.5344 |
|
1.000 |
1.5308 |
|
1.618 |
1.5251 |
|
2.618 |
1.5158 |
|
4.250 |
1.5006 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5448 |
1.5483 |
| PP |
1.5440 |
1.5463 |
| S1 |
1.5432 |
1.5444 |
|