CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5355 |
1.5374 |
0.0019 |
0.1% |
1.5665 |
| High |
1.5409 |
1.5398 |
-0.0011 |
-0.1% |
1.5704 |
| Low |
1.5336 |
1.5319 |
-0.0017 |
-0.1% |
1.5266 |
| Close |
1.5377 |
1.5363 |
-0.0014 |
-0.1% |
1.5366 |
| Range |
0.0073 |
0.0079 |
0.0006 |
8.2% |
0.0438 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
701 |
3,056 |
2,355 |
335.9% |
2,534 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5597 |
1.5559 |
1.5406 |
|
| R3 |
1.5518 |
1.5480 |
1.5385 |
|
| R2 |
1.5439 |
1.5439 |
1.5377 |
|
| R1 |
1.5401 |
1.5401 |
1.5370 |
1.5381 |
| PP |
1.5360 |
1.5360 |
1.5360 |
1.5350 |
| S1 |
1.5322 |
1.5322 |
1.5356 |
1.5302 |
| S2 |
1.5281 |
1.5281 |
1.5349 |
|
| S3 |
1.5202 |
1.5243 |
1.5341 |
|
| S4 |
1.5123 |
1.5164 |
1.5320 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6759 |
1.6501 |
1.5607 |
|
| R3 |
1.6321 |
1.6063 |
1.5486 |
|
| R2 |
1.5883 |
1.5883 |
1.5446 |
|
| R1 |
1.5625 |
1.5625 |
1.5406 |
1.5535 |
| PP |
1.5445 |
1.5445 |
1.5445 |
1.5401 |
| S1 |
1.5187 |
1.5187 |
1.5326 |
1.5097 |
| S2 |
1.5007 |
1.5007 |
1.5286 |
|
| S3 |
1.4569 |
1.4749 |
1.5246 |
|
| S4 |
1.4131 |
1.4311 |
1.5125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5620 |
1.5266 |
0.0354 |
2.3% |
0.0126 |
0.8% |
27% |
False |
False |
1,235 |
| 10 |
1.5820 |
1.5266 |
0.0554 |
3.6% |
0.0102 |
0.7% |
18% |
False |
False |
680 |
| 20 |
1.6164 |
1.5266 |
0.0898 |
5.8% |
0.0093 |
0.6% |
11% |
False |
False |
393 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.6% |
0.0080 |
0.5% |
10% |
False |
False |
236 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.6% |
0.0077 |
0.5% |
10% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5734 |
|
2.618 |
1.5605 |
|
1.618 |
1.5526 |
|
1.000 |
1.5477 |
|
0.618 |
1.5447 |
|
HIGH |
1.5398 |
|
0.618 |
1.5368 |
|
0.500 |
1.5359 |
|
0.382 |
1.5349 |
|
LOW |
1.5319 |
|
0.618 |
1.5270 |
|
1.000 |
1.5240 |
|
1.618 |
1.5191 |
|
2.618 |
1.5112 |
|
4.250 |
1.4983 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5362 |
1.5358 |
| PP |
1.5360 |
1.5353 |
| S1 |
1.5359 |
1.5349 |
|