CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6117 |
1.6122 |
0.0005 |
0.0% |
1.5859 |
| High |
1.6131 |
1.6158 |
0.0027 |
0.2% |
1.6146 |
| Low |
1.6071 |
1.6104 |
0.0033 |
0.2% |
1.5813 |
| Close |
1.6119 |
1.6131 |
0.0012 |
0.1% |
1.6103 |
| Range |
0.0060 |
0.0054 |
-0.0006 |
-10.0% |
0.0333 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
93,063 |
88,379 |
-4,684 |
-5.0% |
563,140 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6293 |
1.6266 |
1.6161 |
|
| R3 |
1.6239 |
1.6212 |
1.6146 |
|
| R2 |
1.6185 |
1.6185 |
1.6141 |
|
| R1 |
1.6158 |
1.6158 |
1.6136 |
1.6172 |
| PP |
1.6131 |
1.6131 |
1.6131 |
1.6138 |
| S1 |
1.6104 |
1.6104 |
1.6126 |
1.6118 |
| S2 |
1.6077 |
1.6077 |
1.6121 |
|
| S3 |
1.6023 |
1.6050 |
1.6116 |
|
| S4 |
1.5969 |
1.5996 |
1.6101 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7020 |
1.6894 |
1.6286 |
|
| R3 |
1.6687 |
1.6561 |
1.6195 |
|
| R2 |
1.6354 |
1.6354 |
1.6164 |
|
| R1 |
1.6228 |
1.6228 |
1.6134 |
1.6291 |
| PP |
1.6021 |
1.6021 |
1.6021 |
1.6052 |
| S1 |
1.5895 |
1.5895 |
1.6072 |
1.5958 |
| S2 |
1.5688 |
1.5688 |
1.6042 |
|
| S3 |
1.5355 |
1.5562 |
1.6011 |
|
| S4 |
1.5022 |
1.5229 |
1.5920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6158 |
1.5889 |
0.0269 |
1.7% |
0.0089 |
0.6% |
90% |
True |
False |
111,731 |
| 10 |
1.6158 |
1.5813 |
0.0345 |
2.1% |
0.0095 |
0.6% |
92% |
True |
False |
102,239 |
| 20 |
1.6158 |
1.5797 |
0.0361 |
2.2% |
0.0099 |
0.6% |
93% |
True |
False |
97,115 |
| 40 |
1.6158 |
1.5591 |
0.0567 |
3.5% |
0.0105 |
0.7% |
95% |
True |
False |
68,580 |
| 60 |
1.6158 |
1.5591 |
0.0567 |
3.5% |
0.0100 |
0.6% |
95% |
True |
False |
45,760 |
| 80 |
1.6158 |
1.5240 |
0.0918 |
5.7% |
0.0095 |
0.6% |
97% |
True |
False |
34,327 |
| 100 |
1.6158 |
1.5240 |
0.0918 |
5.7% |
0.0081 |
0.5% |
97% |
True |
False |
27,463 |
| 120 |
1.6158 |
1.5240 |
0.0918 |
5.7% |
0.0069 |
0.4% |
97% |
True |
False |
22,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6388 |
|
2.618 |
1.6299 |
|
1.618 |
1.6245 |
|
1.000 |
1.6212 |
|
0.618 |
1.6191 |
|
HIGH |
1.6158 |
|
0.618 |
1.6137 |
|
0.500 |
1.6131 |
|
0.382 |
1.6125 |
|
LOW |
1.6104 |
|
0.618 |
1.6071 |
|
1.000 |
1.6050 |
|
1.618 |
1.6017 |
|
2.618 |
1.5963 |
|
4.250 |
1.5875 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6131 |
1.6119 |
| PP |
1.6131 |
1.6107 |
| S1 |
1.6131 |
1.6095 |
|