CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5484 |
1.5526 |
0.0042 |
0.3% |
1.5355 |
| High |
1.5593 |
1.5546 |
-0.0047 |
-0.3% |
1.5593 |
| Low |
1.5428 |
1.5397 |
-0.0031 |
-0.2% |
1.5319 |
| Close |
1.5546 |
1.5452 |
-0.0094 |
-0.6% |
1.5452 |
| Range |
0.0165 |
0.0149 |
-0.0016 |
-9.7% |
0.0274 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
3.2% |
0.0000 |
| Volume |
5,183 |
11,206 |
6,023 |
116.2% |
22,832 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5912 |
1.5831 |
1.5534 |
|
| R3 |
1.5763 |
1.5682 |
1.5493 |
|
| R2 |
1.5614 |
1.5614 |
1.5479 |
|
| R1 |
1.5533 |
1.5533 |
1.5466 |
1.5499 |
| PP |
1.5465 |
1.5465 |
1.5465 |
1.5448 |
| S1 |
1.5384 |
1.5384 |
1.5438 |
1.5350 |
| S2 |
1.5316 |
1.5316 |
1.5425 |
|
| S3 |
1.5167 |
1.5235 |
1.5411 |
|
| S4 |
1.5018 |
1.5086 |
1.5370 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6277 |
1.6138 |
1.5603 |
|
| R3 |
1.6003 |
1.5864 |
1.5527 |
|
| R2 |
1.5729 |
1.5729 |
1.5502 |
|
| R1 |
1.5590 |
1.5590 |
1.5477 |
1.5660 |
| PP |
1.5455 |
1.5455 |
1.5455 |
1.5489 |
| S1 |
1.5316 |
1.5316 |
1.5427 |
1.5386 |
| S2 |
1.5181 |
1.5181 |
1.5402 |
|
| S3 |
1.4907 |
1.5042 |
1.5377 |
|
| S4 |
1.4633 |
1.4768 |
1.5301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5593 |
1.5319 |
0.0274 |
1.8% |
0.0123 |
0.8% |
49% |
False |
False |
4,566 |
| 10 |
1.5704 |
1.5266 |
0.0438 |
2.8% |
0.0124 |
0.8% |
42% |
False |
False |
2,549 |
| 20 |
1.6115 |
1.5266 |
0.0849 |
5.5% |
0.0106 |
0.7% |
22% |
False |
False |
1,340 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0088 |
0.6% |
18% |
False |
False |
711 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0082 |
0.5% |
18% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6179 |
|
2.618 |
1.5936 |
|
1.618 |
1.5787 |
|
1.000 |
1.5695 |
|
0.618 |
1.5638 |
|
HIGH |
1.5546 |
|
0.618 |
1.5489 |
|
0.500 |
1.5472 |
|
0.382 |
1.5454 |
|
LOW |
1.5397 |
|
0.618 |
1.5305 |
|
1.000 |
1.5248 |
|
1.618 |
1.5156 |
|
2.618 |
1.5007 |
|
4.250 |
1.4764 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5472 |
1.5478 |
| PP |
1.5465 |
1.5469 |
| S1 |
1.5459 |
1.5461 |
|