CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5498 |
1.5514 |
0.0016 |
0.1% |
1.5531 |
| High |
1.5541 |
1.5514 |
-0.0027 |
-0.2% |
1.5727 |
| Low |
1.5490 |
1.5456 |
-0.0034 |
-0.2% |
1.5517 |
| Close |
1.5504 |
1.5506 |
0.0002 |
0.0% |
1.5611 |
| Range |
0.0051 |
0.0058 |
0.0007 |
13.7% |
0.0210 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
133 |
58 |
-75 |
-56.4% |
224 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5666 |
1.5644 |
1.5538 |
|
| R3 |
1.5608 |
1.5586 |
1.5522 |
|
| R2 |
1.5550 |
1.5550 |
1.5517 |
|
| R1 |
1.5528 |
1.5528 |
1.5511 |
1.5510 |
| PP |
1.5492 |
1.5492 |
1.5492 |
1.5483 |
| S1 |
1.5470 |
1.5470 |
1.5501 |
1.5452 |
| S2 |
1.5434 |
1.5434 |
1.5495 |
|
| S3 |
1.5376 |
1.5412 |
1.5490 |
|
| S4 |
1.5318 |
1.5354 |
1.5474 |
|
|
| 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 |
1.5456 |
0.0271 |
1.7% |
0.0080 |
0.5% |
18% |
False |
True |
70 |
| 10 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0090 |
0.6% |
32% |
False |
False |
51 |
| 20 |
1.5727 |
1.5401 |
0.0326 |
2.1% |
0.0084 |
0.5% |
32% |
False |
False |
56 |
| 40 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0067 |
0.4% |
42% |
False |
False |
44 |
| 60 |
1.6195 |
1.5335 |
0.0860 |
5.5% |
0.0047 |
0.3% |
20% |
False |
False |
32 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0035 |
0.2% |
19% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5761 |
|
2.618 |
1.5666 |
|
1.618 |
1.5608 |
|
1.000 |
1.5572 |
|
0.618 |
1.5550 |
|
HIGH |
1.5514 |
|
0.618 |
1.5492 |
|
0.500 |
1.5485 |
|
0.382 |
1.5478 |
|
LOW |
1.5456 |
|
0.618 |
1.5420 |
|
1.000 |
1.5398 |
|
1.618 |
1.5362 |
|
2.618 |
1.5304 |
|
4.250 |
1.5210 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5499 |
1.5531 |
| PP |
1.5492 |
1.5522 |
| S1 |
1.5485 |
1.5514 |
|