CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6122 |
1.6139 |
0.0017 |
0.1% |
1.5859 |
| High |
1.6158 |
1.6200 |
0.0042 |
0.3% |
1.6146 |
| Low |
1.6104 |
1.6077 |
-0.0027 |
-0.2% |
1.5813 |
| Close |
1.6131 |
1.6175 |
0.0044 |
0.3% |
1.6103 |
| Range |
0.0054 |
0.0123 |
0.0069 |
127.8% |
0.0333 |
| ATR |
0.0100 |
0.0101 |
0.0002 |
1.7% |
0.0000 |
| Volume |
88,379 |
124,513 |
36,134 |
40.9% |
563,140 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6520 |
1.6470 |
1.6243 |
|
| R3 |
1.6397 |
1.6347 |
1.6209 |
|
| R2 |
1.6274 |
1.6274 |
1.6198 |
|
| R1 |
1.6224 |
1.6224 |
1.6186 |
1.6249 |
| PP |
1.6151 |
1.6151 |
1.6151 |
1.6163 |
| S1 |
1.6101 |
1.6101 |
1.6164 |
1.6126 |
| S2 |
1.6028 |
1.6028 |
1.6152 |
|
| S3 |
1.5905 |
1.5978 |
1.6141 |
|
| S4 |
1.5782 |
1.5855 |
1.6107 |
|
|
| 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 |
1.6200 |
1.6003 |
0.0197 |
1.2% |
0.0084 |
0.5% |
87% |
True |
False |
107,583 |
| 10 |
1.6200 |
1.5813 |
0.0387 |
2.4% |
0.0099 |
0.6% |
94% |
True |
False |
104,715 |
| 20 |
1.6200 |
1.5797 |
0.0403 |
2.5% |
0.0102 |
0.6% |
94% |
True |
False |
99,193 |
| 40 |
1.6200 |
1.5591 |
0.0609 |
3.8% |
0.0106 |
0.7% |
96% |
True |
False |
71,686 |
| 60 |
1.6200 |
1.5591 |
0.0609 |
3.8% |
0.0102 |
0.6% |
96% |
True |
False |
47,834 |
| 80 |
1.6200 |
1.5240 |
0.0960 |
5.9% |
0.0095 |
0.6% |
97% |
True |
False |
35,883 |
| 100 |
1.6200 |
1.5240 |
0.0960 |
5.9% |
0.0082 |
0.5% |
97% |
True |
False |
28,708 |
| 120 |
1.6200 |
1.5240 |
0.0960 |
5.9% |
0.0070 |
0.4% |
97% |
True |
False |
23,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6723 |
|
2.618 |
1.6522 |
|
1.618 |
1.6399 |
|
1.000 |
1.6323 |
|
0.618 |
1.6276 |
|
HIGH |
1.6200 |
|
0.618 |
1.6153 |
|
0.500 |
1.6139 |
|
0.382 |
1.6124 |
|
LOW |
1.6077 |
|
0.618 |
1.6001 |
|
1.000 |
1.5954 |
|
1.618 |
1.5878 |
|
2.618 |
1.5755 |
|
4.250 |
1.5554 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6163 |
1.6162 |
| PP |
1.6151 |
1.6149 |
| S1 |
1.6139 |
1.6136 |
|