CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6266 |
1.6232 |
-0.0034 |
-0.2% |
1.6117 |
| High |
1.6298 |
1.6244 |
-0.0054 |
-0.3% |
1.6276 |
| Low |
1.6217 |
1.6182 |
-0.0035 |
-0.2% |
1.6071 |
| Close |
1.6229 |
1.6216 |
-0.0013 |
-0.1% |
1.6264 |
| Range |
0.0081 |
0.0062 |
-0.0019 |
-23.5% |
0.0205 |
| ATR |
0.0098 |
0.0096 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
97,901 |
72,281 |
-25,620 |
-26.2% |
502,756 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6400 |
1.6370 |
1.6250 |
|
| R3 |
1.6338 |
1.6308 |
1.6233 |
|
| R2 |
1.6276 |
1.6276 |
1.6227 |
|
| R1 |
1.6246 |
1.6246 |
1.6222 |
1.6230 |
| PP |
1.6214 |
1.6214 |
1.6214 |
1.6206 |
| S1 |
1.6184 |
1.6184 |
1.6210 |
1.6168 |
| S2 |
1.6152 |
1.6152 |
1.6205 |
|
| S3 |
1.6090 |
1.6122 |
1.6199 |
|
| S4 |
1.6028 |
1.6060 |
1.6182 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6819 |
1.6746 |
1.6377 |
|
| R3 |
1.6614 |
1.6541 |
1.6320 |
|
| R2 |
1.6409 |
1.6409 |
1.6302 |
|
| R1 |
1.6336 |
1.6336 |
1.6283 |
1.6373 |
| PP |
1.6204 |
1.6204 |
1.6204 |
1.6222 |
| S1 |
1.6131 |
1.6131 |
1.6245 |
1.6168 |
| S2 |
1.5999 |
1.5999 |
1.6226 |
|
| S3 |
1.5794 |
1.5926 |
1.6208 |
|
| S4 |
1.5589 |
1.5721 |
1.6151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6298 |
1.6077 |
0.0221 |
1.4% |
0.0088 |
0.5% |
63% |
False |
False |
98,299 |
| 10 |
1.6298 |
1.5889 |
0.0409 |
2.5% |
0.0089 |
0.5% |
80% |
False |
False |
105,015 |
| 20 |
1.6298 |
1.5797 |
0.0501 |
3.1% |
0.0097 |
0.6% |
84% |
False |
False |
97,172 |
| 40 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0104 |
0.6% |
88% |
False |
False |
80,741 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0102 |
0.6% |
88% |
False |
False |
53,949 |
| 80 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0094 |
0.6% |
92% |
False |
False |
40,469 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0085 |
0.5% |
92% |
False |
False |
32,378 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0072 |
0.4% |
92% |
False |
False |
26,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6508 |
|
2.618 |
1.6406 |
|
1.618 |
1.6344 |
|
1.000 |
1.6306 |
|
0.618 |
1.6282 |
|
HIGH |
1.6244 |
|
0.618 |
1.6220 |
|
0.500 |
1.6213 |
|
0.382 |
1.6206 |
|
LOW |
1.6182 |
|
0.618 |
1.6144 |
|
1.000 |
1.6120 |
|
1.618 |
1.6082 |
|
2.618 |
1.6020 |
|
4.250 |
1.5919 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6215 |
1.6224 |
| PP |
1.6214 |
1.6221 |
| S1 |
1.6213 |
1.6219 |
|