CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5479 |
1.5677 |
0.0198 |
1.3% |
1.5605 |
| High |
1.5709 |
1.5761 |
0.0052 |
0.3% |
1.5761 |
| Low |
1.5479 |
1.5674 |
0.0195 |
1.3% |
1.5456 |
| Close |
1.5690 |
1.5723 |
0.0033 |
0.2% |
1.5723 |
| Range |
0.0230 |
0.0087 |
-0.0143 |
-62.2% |
0.0305 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
295 |
66 |
-229 |
-77.6% |
612 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5980 |
1.5939 |
1.5771 |
|
| R3 |
1.5893 |
1.5852 |
1.5747 |
|
| R2 |
1.5806 |
1.5806 |
1.5739 |
|
| R1 |
1.5765 |
1.5765 |
1.5731 |
1.5786 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5730 |
| S1 |
1.5678 |
1.5678 |
1.5715 |
1.5699 |
| S2 |
1.5632 |
1.5632 |
1.5707 |
|
| S3 |
1.5545 |
1.5591 |
1.5699 |
|
| S4 |
1.5458 |
1.5504 |
1.5675 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6562 |
1.6447 |
1.5891 |
|
| R3 |
1.6257 |
1.6142 |
1.5807 |
|
| R2 |
1.5952 |
1.5952 |
1.5779 |
|
| R1 |
1.5837 |
1.5837 |
1.5751 |
1.5895 |
| PP |
1.5647 |
1.5647 |
1.5647 |
1.5675 |
| S1 |
1.5532 |
1.5532 |
1.5695 |
1.5590 |
| S2 |
1.5342 |
1.5342 |
1.5667 |
|
| S3 |
1.5037 |
1.5227 |
1.5639 |
|
| S4 |
1.4732 |
1.4922 |
1.5555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0107 |
0.7% |
88% |
True |
False |
122 |
| 10 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0098 |
0.6% |
88% |
True |
False |
83 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0094 |
0.6% |
89% |
True |
False |
69 |
| 40 |
1.5761 |
1.5335 |
0.0426 |
2.7% |
0.0075 |
0.5% |
91% |
True |
False |
53 |
| 60 |
1.6159 |
1.5335 |
0.0824 |
5.2% |
0.0052 |
0.3% |
47% |
False |
False |
38 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0039 |
0.2% |
43% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6131 |
|
2.618 |
1.5989 |
|
1.618 |
1.5902 |
|
1.000 |
1.5848 |
|
0.618 |
1.5815 |
|
HIGH |
1.5761 |
|
0.618 |
1.5728 |
|
0.500 |
1.5718 |
|
0.382 |
1.5707 |
|
LOW |
1.5674 |
|
0.618 |
1.5620 |
|
1.000 |
1.5587 |
|
1.618 |
1.5533 |
|
2.618 |
1.5446 |
|
4.250 |
1.5304 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5721 |
1.5685 |
| PP |
1.5719 |
1.5647 |
| S1 |
1.5718 |
1.5609 |
|