CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6195 |
1.6176 |
-0.0019 |
-0.1% |
1.6266 |
| High |
1.6212 |
1.6198 |
-0.0014 |
-0.1% |
1.6298 |
| Low |
1.6155 |
1.6137 |
-0.0018 |
-0.1% |
1.6137 |
| Close |
1.6178 |
1.6141 |
-0.0037 |
-0.2% |
1.6141 |
| Range |
0.0057 |
0.0061 |
0.0004 |
7.0% |
0.0161 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
87,159 |
98,264 |
11,105 |
12.7% |
457,173 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6342 |
1.6302 |
1.6175 |
|
| R3 |
1.6281 |
1.6241 |
1.6158 |
|
| R2 |
1.6220 |
1.6220 |
1.6152 |
|
| R1 |
1.6180 |
1.6180 |
1.6147 |
1.6170 |
| PP |
1.6159 |
1.6159 |
1.6159 |
1.6153 |
| S1 |
1.6119 |
1.6119 |
1.6135 |
1.6109 |
| S2 |
1.6098 |
1.6098 |
1.6130 |
|
| S3 |
1.6037 |
1.6058 |
1.6124 |
|
| S4 |
1.5976 |
1.5997 |
1.6107 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6675 |
1.6569 |
1.6230 |
|
| R3 |
1.6514 |
1.6408 |
1.6185 |
|
| R2 |
1.6353 |
1.6353 |
1.6171 |
|
| R1 |
1.6247 |
1.6247 |
1.6156 |
1.6220 |
| PP |
1.6192 |
1.6192 |
1.6192 |
1.6178 |
| S1 |
1.6086 |
1.6086 |
1.6126 |
1.6059 |
| S2 |
1.6031 |
1.6031 |
1.6111 |
|
| S3 |
1.5870 |
1.5925 |
1.6097 |
|
| S4 |
1.5709 |
1.5764 |
1.6052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6298 |
1.6137 |
0.0161 |
1.0% |
0.0068 |
0.4% |
2% |
False |
True |
91,434 |
| 10 |
1.6298 |
1.6071 |
0.0227 |
1.4% |
0.0075 |
0.5% |
31% |
False |
False |
95,992 |
| 20 |
1.6298 |
1.5802 |
0.0496 |
3.1% |
0.0090 |
0.6% |
68% |
False |
False |
97,182 |
| 40 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
78% |
False |
False |
87,653 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0100 |
0.6% |
78% |
False |
False |
58,729 |
| 80 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0096 |
0.6% |
85% |
False |
False |
44,056 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0087 |
0.5% |
85% |
False |
False |
35,248 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0074 |
0.5% |
85% |
False |
False |
29,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6457 |
|
2.618 |
1.6358 |
|
1.618 |
1.6297 |
|
1.000 |
1.6259 |
|
0.618 |
1.6236 |
|
HIGH |
1.6198 |
|
0.618 |
1.6175 |
|
0.500 |
1.6168 |
|
0.382 |
1.6160 |
|
LOW |
1.6137 |
|
0.618 |
1.6099 |
|
1.000 |
1.6076 |
|
1.618 |
1.6038 |
|
2.618 |
1.5977 |
|
4.250 |
1.5878 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6168 |
1.6186 |
| PP |
1.6159 |
1.6171 |
| S1 |
1.6150 |
1.6156 |
|