CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5859 |
1.5893 |
0.0034 |
0.2% |
1.5885 |
| High |
1.5906 |
1.5969 |
0.0063 |
0.4% |
1.5979 |
| Low |
1.5813 |
1.5857 |
0.0044 |
0.3% |
1.5802 |
| Close |
1.5898 |
1.5943 |
0.0045 |
0.3% |
1.5846 |
| Range |
0.0093 |
0.0112 |
0.0019 |
20.4% |
0.0177 |
| ATR |
0.0105 |
0.0106 |
0.0000 |
0.5% |
0.0000 |
| Volume |
96,145 |
89,778 |
-6,367 |
-6.6% |
420,572 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6259 |
1.6213 |
1.6005 |
|
| R3 |
1.6147 |
1.6101 |
1.5974 |
|
| R2 |
1.6035 |
1.6035 |
1.5964 |
|
| R1 |
1.5989 |
1.5989 |
1.5953 |
1.6012 |
| PP |
1.5923 |
1.5923 |
1.5923 |
1.5935 |
| S1 |
1.5877 |
1.5877 |
1.5933 |
1.5900 |
| S2 |
1.5811 |
1.5811 |
1.5922 |
|
| S3 |
1.5699 |
1.5765 |
1.5912 |
|
| S4 |
1.5587 |
1.5653 |
1.5881 |
|
|
| 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 |
1.5813 |
0.0166 |
1.0% |
0.0101 |
0.6% |
78% |
False |
False |
92,747 |
| 10 |
1.6040 |
1.5797 |
0.0243 |
1.5% |
0.0105 |
0.7% |
60% |
False |
False |
89,329 |
| 20 |
1.6056 |
1.5761 |
0.0295 |
1.9% |
0.0105 |
0.7% |
62% |
False |
False |
89,723 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0109 |
0.7% |
76% |
False |
False |
54,645 |
| 60 |
1.6056 |
1.5505 |
0.0551 |
3.5% |
0.0098 |
0.6% |
79% |
False |
False |
36,450 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0091 |
0.6% |
86% |
False |
False |
27,345 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0078 |
0.5% |
86% |
False |
False |
21,877 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0065 |
0.4% |
82% |
False |
False |
18,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6445 |
|
2.618 |
1.6262 |
|
1.618 |
1.6150 |
|
1.000 |
1.6081 |
|
0.618 |
1.6038 |
|
HIGH |
1.5969 |
|
0.618 |
1.5926 |
|
0.500 |
1.5913 |
|
0.382 |
1.5900 |
|
LOW |
1.5857 |
|
0.618 |
1.5788 |
|
1.000 |
1.5745 |
|
1.618 |
1.5676 |
|
2.618 |
1.5564 |
|
4.250 |
1.5381 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5933 |
1.5926 |
| PP |
1.5923 |
1.5908 |
| S1 |
1.5913 |
1.5891 |
|