CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5700 |
1.5605 |
-0.0095 |
-0.6% |
1.5531 |
| High |
1.5700 |
1.5605 |
-0.0095 |
-0.6% |
1.5727 |
| Low |
1.5610 |
1.5495 |
-0.0115 |
-0.7% |
1.5517 |
| Close |
1.5611 |
1.5517 |
-0.0094 |
-0.6% |
1.5611 |
| Range |
0.0090 |
0.0110 |
0.0020 |
22.2% |
0.0210 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.2% |
0.0000 |
| Volume |
76 |
60 |
-16 |
-21.1% |
224 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5803 |
1.5578 |
|
| R3 |
1.5759 |
1.5693 |
1.5547 |
|
| R2 |
1.5649 |
1.5649 |
1.5537 |
|
| R1 |
1.5583 |
1.5583 |
1.5527 |
1.5561 |
| PP |
1.5539 |
1.5539 |
1.5539 |
1.5528 |
| S1 |
1.5473 |
1.5473 |
1.5507 |
1.5451 |
| S2 |
1.5429 |
1.5429 |
1.5497 |
|
| S3 |
1.5319 |
1.5363 |
1.5487 |
|
| S4 |
1.5209 |
1.5253 |
1.5457 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6248 |
1.6140 |
1.5727 |
|
| R3 |
1.6038 |
1.5930 |
1.5669 |
|
| R2 |
1.5828 |
1.5828 |
1.5650 |
|
| R1 |
1.5720 |
1.5720 |
1.5630 |
1.5774 |
| PP |
1.5618 |
1.5618 |
1.5618 |
1.5646 |
| S1 |
1.5510 |
1.5510 |
1.5592 |
1.5564 |
| S2 |
1.5408 |
1.5408 |
1.5573 |
|
| S3 |
1.5198 |
1.5300 |
1.5553 |
|
| S4 |
1.4988 |
1.5090 |
1.5496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5727 |
1.5495 |
0.0232 |
1.5% |
0.0087 |
0.6% |
9% |
False |
True |
47 |
| 10 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0093 |
0.6% |
36% |
False |
False |
37 |
| 20 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0082 |
0.5% |
36% |
False |
False |
50 |
| 40 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0065 |
0.4% |
45% |
False |
False |
40 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0045 |
0.3% |
20% |
False |
False |
29 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0034 |
0.2% |
20% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6073 |
|
2.618 |
1.5893 |
|
1.618 |
1.5783 |
|
1.000 |
1.5715 |
|
0.618 |
1.5673 |
|
HIGH |
1.5605 |
|
0.618 |
1.5563 |
|
0.500 |
1.5550 |
|
0.382 |
1.5537 |
|
LOW |
1.5495 |
|
0.618 |
1.5427 |
|
1.000 |
1.5385 |
|
1.618 |
1.5317 |
|
2.618 |
1.5207 |
|
4.250 |
1.5028 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5550 |
1.5611 |
| PP |
1.5539 |
1.5580 |
| S1 |
1.5528 |
1.5548 |
|