CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5949 |
1.5859 |
-0.0090 |
-0.6% |
1.5885 |
| High |
1.5965 |
1.5906 |
-0.0059 |
-0.4% |
1.5979 |
| Low |
1.5834 |
1.5813 |
-0.0021 |
-0.1% |
1.5802 |
| Close |
1.5846 |
1.5898 |
0.0052 |
0.3% |
1.5846 |
| Range |
0.0131 |
0.0093 |
-0.0038 |
-29.0% |
0.0177 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
96,259 |
96,145 |
-114 |
-0.1% |
420,572 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6151 |
1.6118 |
1.5949 |
|
| R3 |
1.6058 |
1.6025 |
1.5924 |
|
| R2 |
1.5965 |
1.5965 |
1.5915 |
|
| R1 |
1.5932 |
1.5932 |
1.5907 |
1.5949 |
| PP |
1.5872 |
1.5872 |
1.5872 |
1.5881 |
| S1 |
1.5839 |
1.5839 |
1.5889 |
1.5856 |
| S2 |
1.5779 |
1.5779 |
1.5881 |
|
| S3 |
1.5686 |
1.5746 |
1.5872 |
|
| S4 |
1.5593 |
1.5653 |
1.5847 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6407 |
1.6303 |
1.5943 |
|
| R3 |
1.6230 |
1.6126 |
1.5895 |
|
| R2 |
1.6053 |
1.6053 |
1.5878 |
|
| R1 |
1.5949 |
1.5949 |
1.5862 |
1.5913 |
| PP |
1.5876 |
1.5876 |
1.5876 |
1.5857 |
| S1 |
1.5772 |
1.5772 |
1.5830 |
1.5736 |
| S2 |
1.5699 |
1.5699 |
1.5814 |
|
| S3 |
1.5522 |
1.5595 |
1.5797 |
|
| S4 |
1.5345 |
1.5418 |
1.5749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5979 |
1.5802 |
0.0177 |
1.1% |
0.0104 |
0.7% |
54% |
False |
False |
96,283 |
| 10 |
1.6056 |
1.5797 |
0.0259 |
1.6% |
0.0103 |
0.6% |
39% |
False |
False |
89,320 |
| 20 |
1.6056 |
1.5761 |
0.0295 |
1.9% |
0.0104 |
0.7% |
46% |
False |
False |
89,021 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0108 |
0.7% |
66% |
False |
False |
52,407 |
| 60 |
1.6056 |
1.5439 |
0.0617 |
3.9% |
0.0098 |
0.6% |
74% |
False |
False |
34,954 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0091 |
0.6% |
81% |
False |
False |
26,223 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0077 |
0.5% |
81% |
False |
False |
20,980 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0064 |
0.4% |
77% |
False |
False |
17,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6301 |
|
2.618 |
1.6149 |
|
1.618 |
1.6056 |
|
1.000 |
1.5999 |
|
0.618 |
1.5963 |
|
HIGH |
1.5906 |
|
0.618 |
1.5870 |
|
0.500 |
1.5860 |
|
0.382 |
1.5849 |
|
LOW |
1.5813 |
|
0.618 |
1.5756 |
|
1.000 |
1.5720 |
|
1.618 |
1.5663 |
|
2.618 |
1.5570 |
|
4.250 |
1.5418 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5885 |
1.5897 |
| PP |
1.5872 |
1.5897 |
| S1 |
1.5860 |
1.5896 |
|