CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5531 |
1.5615 |
0.0084 |
0.5% |
1.5495 |
| High |
1.5637 |
1.5641 |
0.0004 |
0.0% |
1.5570 |
| Low |
1.5517 |
1.5561 |
0.0044 |
0.3% |
1.5401 |
| Close |
1.5622 |
1.5641 |
0.0019 |
0.1% |
1.5562 |
| Range |
0.0120 |
0.0080 |
-0.0040 |
-33.3% |
0.0169 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
48 |
55 |
7 |
14.6% |
129 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5854 |
1.5828 |
1.5685 |
|
| R3 |
1.5774 |
1.5748 |
1.5663 |
|
| R2 |
1.5694 |
1.5694 |
1.5656 |
|
| R1 |
1.5668 |
1.5668 |
1.5648 |
1.5681 |
| PP |
1.5614 |
1.5614 |
1.5614 |
1.5621 |
| S1 |
1.5588 |
1.5588 |
1.5634 |
1.5601 |
| S2 |
1.5534 |
1.5534 |
1.5626 |
|
| S3 |
1.5454 |
1.5508 |
1.5619 |
|
| S4 |
1.5374 |
1.5428 |
1.5597 |
|
|
| 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 |
1.5641 |
1.5401 |
0.0240 |
1.5% |
0.0103 |
0.7% |
100% |
True |
False |
34 |
| 10 |
1.5700 |
1.5401 |
0.0299 |
1.9% |
0.0090 |
0.6% |
80% |
False |
False |
53 |
| 20 |
1.5743 |
1.5401 |
0.0342 |
2.2% |
0.0081 |
0.5% |
70% |
False |
False |
65 |
| 40 |
1.5787 |
1.5335 |
0.0452 |
2.9% |
0.0056 |
0.4% |
68% |
False |
False |
37 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0039 |
0.2% |
34% |
False |
False |
26 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0030 |
0.2% |
34% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5981 |
|
2.618 |
1.5850 |
|
1.618 |
1.5770 |
|
1.000 |
1.5721 |
|
0.618 |
1.5690 |
|
HIGH |
1.5641 |
|
0.618 |
1.5610 |
|
0.500 |
1.5601 |
|
0.382 |
1.5592 |
|
LOW |
1.5561 |
|
0.618 |
1.5512 |
|
1.000 |
1.5481 |
|
1.618 |
1.5432 |
|
2.618 |
1.5352 |
|
4.250 |
1.5221 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5628 |
1.5606 |
| PP |
1.5614 |
1.5571 |
| S1 |
1.5601 |
1.5536 |
|