CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5494 |
1.5430 |
-0.0064 |
-0.4% |
1.5495 |
| High |
1.5494 |
1.5570 |
0.0076 |
0.5% |
1.5570 |
| Low |
1.5401 |
1.5430 |
0.0029 |
0.2% |
1.5401 |
| Close |
1.5424 |
1.5562 |
0.0138 |
0.9% |
1.5562 |
| Range |
0.0093 |
0.0140 |
0.0047 |
50.5% |
0.0169 |
| ATR |
0.0082 |
0.0087 |
0.0005 |
5.5% |
0.0000 |
| Volume |
19 |
23 |
4 |
21.1% |
129 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5941 |
1.5891 |
1.5639 |
|
| R3 |
1.5801 |
1.5751 |
1.5601 |
|
| R2 |
1.5661 |
1.5661 |
1.5588 |
|
| R1 |
1.5611 |
1.5611 |
1.5575 |
1.5636 |
| PP |
1.5521 |
1.5521 |
1.5521 |
1.5533 |
| S1 |
1.5471 |
1.5471 |
1.5549 |
1.5496 |
| S2 |
1.5381 |
1.5381 |
1.5536 |
|
| S3 |
1.5241 |
1.5331 |
1.5524 |
|
| S4 |
1.5101 |
1.5191 |
1.5485 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6018 |
1.5959 |
1.5655 |
|
| R3 |
1.5849 |
1.5790 |
1.5608 |
|
| R2 |
1.5680 |
1.5680 |
1.5593 |
|
| R1 |
1.5621 |
1.5621 |
1.5577 |
1.5651 |
| PP |
1.5511 |
1.5511 |
1.5511 |
1.5526 |
| S1 |
1.5452 |
1.5452 |
1.5547 |
1.5482 |
| S2 |
1.5342 |
1.5342 |
1.5531 |
|
| S3 |
1.5173 |
1.5283 |
1.5516 |
|
| S4 |
1.5004 |
1.5114 |
1.5469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5570 |
1.5401 |
0.0169 |
1.1% |
0.0083 |
0.5% |
95% |
True |
False |
25 |
| 10 |
1.5706 |
1.5401 |
0.0305 |
2.0% |
0.0089 |
0.6% |
53% |
False |
False |
56 |
| 20 |
1.5743 |
1.5401 |
0.0342 |
2.2% |
0.0078 |
0.5% |
47% |
False |
False |
61 |
| 40 |
1.5797 |
1.5335 |
0.0462 |
3.0% |
0.0051 |
0.3% |
49% |
False |
False |
35 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0036 |
0.2% |
25% |
False |
False |
24 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0027 |
0.2% |
25% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6165 |
|
2.618 |
1.5937 |
|
1.618 |
1.5797 |
|
1.000 |
1.5710 |
|
0.618 |
1.5657 |
|
HIGH |
1.5570 |
|
0.618 |
1.5517 |
|
0.500 |
1.5500 |
|
0.382 |
1.5483 |
|
LOW |
1.5430 |
|
0.618 |
1.5343 |
|
1.000 |
1.5290 |
|
1.618 |
1.5203 |
|
2.618 |
1.5063 |
|
4.250 |
1.4835 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5541 |
1.5537 |
| PP |
1.5521 |
1.5511 |
| S1 |
1.5500 |
1.5486 |
|