CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5919 |
1.6012 |
0.0093 |
0.6% |
1.5885 |
| High |
1.6037 |
1.6072 |
0.0035 |
0.2% |
1.5979 |
| Low |
1.5889 |
1.6003 |
0.0114 |
0.7% |
1.5802 |
| Close |
1.6023 |
1.6051 |
0.0028 |
0.2% |
1.5846 |
| Range |
0.0148 |
0.0069 |
-0.0079 |
-53.4% |
0.0177 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
145,257 |
119,216 |
-26,041 |
-17.9% |
420,572 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6249 |
1.6219 |
1.6089 |
|
| R3 |
1.6180 |
1.6150 |
1.6070 |
|
| R2 |
1.6111 |
1.6111 |
1.6064 |
|
| R1 |
1.6081 |
1.6081 |
1.6057 |
1.6096 |
| PP |
1.6042 |
1.6042 |
1.6042 |
1.6050 |
| S1 |
1.6012 |
1.6012 |
1.6045 |
1.6027 |
| S2 |
1.5973 |
1.5973 |
1.6038 |
|
| S3 |
1.5904 |
1.5943 |
1.6032 |
|
| S4 |
1.5835 |
1.5874 |
1.6013 |
|
|
| 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 |
1.6072 |
1.5813 |
0.0259 |
1.6% |
0.0111 |
0.7% |
92% |
True |
False |
109,331 |
| 10 |
1.6072 |
1.5797 |
0.0275 |
1.7% |
0.0103 |
0.6% |
92% |
True |
False |
95,946 |
| 20 |
1.6072 |
1.5761 |
0.0311 |
1.9% |
0.0107 |
0.7% |
93% |
True |
False |
95,144 |
| 40 |
1.6072 |
1.5591 |
0.0481 |
3.0% |
0.0107 |
0.7% |
96% |
True |
False |
61,246 |
| 60 |
1.6072 |
1.5525 |
0.0547 |
3.4% |
0.0100 |
0.6% |
96% |
True |
False |
40,858 |
| 80 |
1.6072 |
1.5240 |
0.0832 |
5.2% |
0.0093 |
0.6% |
97% |
True |
False |
30,650 |
| 100 |
1.6072 |
1.5240 |
0.0832 |
5.2% |
0.0080 |
0.5% |
97% |
True |
False |
24,522 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.3% |
0.0067 |
0.4% |
95% |
False |
False |
20,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6365 |
|
2.618 |
1.6253 |
|
1.618 |
1.6184 |
|
1.000 |
1.6141 |
|
0.618 |
1.6115 |
|
HIGH |
1.6072 |
|
0.618 |
1.6046 |
|
0.500 |
1.6038 |
|
0.382 |
1.6029 |
|
LOW |
1.6003 |
|
0.618 |
1.5960 |
|
1.000 |
1.5934 |
|
1.618 |
1.5891 |
|
2.618 |
1.5822 |
|
4.250 |
1.5710 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6047 |
1.6022 |
| PP |
1.6042 |
1.5993 |
| S1 |
1.6038 |
1.5965 |
|