CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6176 |
1.6150 |
-0.0026 |
-0.2% |
1.6266 |
| High |
1.6198 |
1.6193 |
-0.0005 |
0.0% |
1.6298 |
| Low |
1.6137 |
1.6110 |
-0.0027 |
-0.2% |
1.6137 |
| Close |
1.6141 |
1.6179 |
0.0038 |
0.2% |
1.6141 |
| Range |
0.0061 |
0.0083 |
0.0022 |
36.1% |
0.0161 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
98,264 |
78,157 |
-20,107 |
-20.5% |
457,173 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6377 |
1.6225 |
|
| R3 |
1.6327 |
1.6294 |
1.6202 |
|
| R2 |
1.6244 |
1.6244 |
1.6194 |
|
| R1 |
1.6211 |
1.6211 |
1.6187 |
1.6228 |
| PP |
1.6161 |
1.6161 |
1.6161 |
1.6169 |
| S1 |
1.6128 |
1.6128 |
1.6171 |
1.6145 |
| S2 |
1.6078 |
1.6078 |
1.6164 |
|
| S3 |
1.5995 |
1.6045 |
1.6156 |
|
| S4 |
1.5912 |
1.5962 |
1.6133 |
|
|
| 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 |
1.6244 |
1.6110 |
0.0134 |
0.8% |
0.0068 |
0.4% |
51% |
False |
True |
87,485 |
| 10 |
1.6298 |
1.6077 |
0.0221 |
1.4% |
0.0077 |
0.5% |
46% |
False |
False |
94,502 |
| 20 |
1.6298 |
1.5802 |
0.0496 |
3.1% |
0.0090 |
0.6% |
76% |
False |
False |
99,324 |
| 40 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0099 |
0.6% |
83% |
False |
False |
89,187 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
83% |
False |
False |
60,031 |
| 80 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0094 |
0.6% |
89% |
False |
False |
45,033 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0088 |
0.5% |
89% |
False |
False |
36,030 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0074 |
0.5% |
89% |
False |
False |
30,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6546 |
|
2.618 |
1.6410 |
|
1.618 |
1.6327 |
|
1.000 |
1.6276 |
|
0.618 |
1.6244 |
|
HIGH |
1.6193 |
|
0.618 |
1.6161 |
|
0.500 |
1.6152 |
|
0.382 |
1.6142 |
|
LOW |
1.6110 |
|
0.618 |
1.6059 |
|
1.000 |
1.6027 |
|
1.618 |
1.5976 |
|
2.618 |
1.5893 |
|
4.250 |
1.5757 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6170 |
1.6173 |
| PP |
1.6161 |
1.6167 |
| S1 |
1.6152 |
1.6161 |
|