CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5677 |
1.5697 |
0.0020 |
0.1% |
1.5605 |
| High |
1.5761 |
1.5708 |
-0.0053 |
-0.3% |
1.5761 |
| Low |
1.5674 |
1.5684 |
0.0010 |
0.1% |
1.5456 |
| Close |
1.5723 |
1.5706 |
-0.0017 |
-0.1% |
1.5723 |
| Range |
0.0087 |
0.0024 |
-0.0063 |
-72.4% |
0.0305 |
| ATR |
0.0095 |
0.0091 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
66 |
89 |
23 |
34.8% |
612 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5771 |
1.5763 |
1.5719 |
|
| R3 |
1.5747 |
1.5739 |
1.5713 |
|
| R2 |
1.5723 |
1.5723 |
1.5710 |
|
| R1 |
1.5715 |
1.5715 |
1.5708 |
1.5719 |
| PP |
1.5699 |
1.5699 |
1.5699 |
1.5702 |
| S1 |
1.5691 |
1.5691 |
1.5704 |
1.5695 |
| S2 |
1.5675 |
1.5675 |
1.5702 |
|
| S3 |
1.5651 |
1.5667 |
1.5699 |
|
| S4 |
1.5627 |
1.5643 |
1.5693 |
|
|
| 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% |
0.0090 |
0.6% |
82% |
False |
False |
128 |
| 10 |
1.5761 |
1.5456 |
0.0305 |
1.9% |
0.0089 |
0.6% |
82% |
False |
False |
87 |
| 20 |
1.5761 |
1.5401 |
0.0360 |
2.3% |
0.0088 |
0.6% |
85% |
False |
False |
73 |
| 40 |
1.5761 |
1.5345 |
0.0416 |
2.6% |
0.0073 |
0.5% |
87% |
False |
False |
54 |
| 60 |
1.6159 |
1.5335 |
0.0824 |
5.2% |
0.0052 |
0.3% |
45% |
False |
False |
39 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0039 |
0.2% |
41% |
False |
False |
30 |
| 100 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0032 |
0.2% |
41% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5810 |
|
2.618 |
1.5771 |
|
1.618 |
1.5747 |
|
1.000 |
1.5732 |
|
0.618 |
1.5723 |
|
HIGH |
1.5708 |
|
0.618 |
1.5699 |
|
0.500 |
1.5696 |
|
0.382 |
1.5693 |
|
LOW |
1.5684 |
|
0.618 |
1.5669 |
|
1.000 |
1.5660 |
|
1.618 |
1.5645 |
|
2.618 |
1.5621 |
|
4.250 |
1.5582 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5703 |
1.5677 |
| PP |
1.5699 |
1.5649 |
| S1 |
1.5696 |
1.5620 |
|