CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6131 |
1.6066 |
-0.0065 |
-0.4% |
1.6150 |
| High |
1.6140 |
1.6121 |
-0.0019 |
-0.1% |
1.6195 |
| Low |
1.6057 |
1.6047 |
-0.0010 |
-0.1% |
1.6057 |
| Close |
1.6067 |
1.6101 |
0.0034 |
0.2% |
1.6067 |
| Range |
0.0083 |
0.0074 |
-0.0009 |
-10.8% |
0.0138 |
| ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
101,597 |
110,745 |
9,148 |
9.0% |
522,849 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6312 |
1.6280 |
1.6142 |
|
| R3 |
1.6238 |
1.6206 |
1.6121 |
|
| R2 |
1.6164 |
1.6164 |
1.6115 |
|
| R1 |
1.6132 |
1.6132 |
1.6108 |
1.6148 |
| PP |
1.6090 |
1.6090 |
1.6090 |
1.6098 |
| S1 |
1.6058 |
1.6058 |
1.6094 |
1.6074 |
| S2 |
1.6016 |
1.6016 |
1.6087 |
|
| S3 |
1.5942 |
1.5984 |
1.6081 |
|
| S4 |
1.5868 |
1.5910 |
1.6060 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6520 |
1.6432 |
1.6143 |
|
| R3 |
1.6382 |
1.6294 |
1.6105 |
|
| R2 |
1.6244 |
1.6244 |
1.6092 |
|
| R1 |
1.6156 |
1.6156 |
1.6080 |
1.6131 |
| PP |
1.6106 |
1.6106 |
1.6106 |
1.6094 |
| S1 |
1.6018 |
1.6018 |
1.6054 |
1.5993 |
| S2 |
1.5968 |
1.5968 |
1.6042 |
|
| S3 |
1.5830 |
1.5880 |
1.6029 |
|
| S4 |
1.5692 |
1.5742 |
1.5991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6195 |
1.6047 |
0.0148 |
0.9% |
0.0085 |
0.5% |
36% |
False |
True |
111,087 |
| 10 |
1.6244 |
1.6047 |
0.0197 |
1.2% |
0.0077 |
0.5% |
27% |
False |
True |
99,286 |
| 20 |
1.6298 |
1.5857 |
0.0441 |
2.7% |
0.0085 |
0.5% |
55% |
False |
False |
103,025 |
| 40 |
1.6298 |
1.5761 |
0.0537 |
3.3% |
0.0094 |
0.6% |
63% |
False |
False |
96,023 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0100 |
0.6% |
72% |
False |
False |
69,280 |
| 80 |
1.6298 |
1.5439 |
0.0859 |
5.3% |
0.0095 |
0.6% |
77% |
False |
False |
51,972 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0090 |
0.6% |
81% |
False |
False |
41,583 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0078 |
0.5% |
81% |
False |
False |
34,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6436 |
|
2.618 |
1.6315 |
|
1.618 |
1.6241 |
|
1.000 |
1.6195 |
|
0.618 |
1.6167 |
|
HIGH |
1.6121 |
|
0.618 |
1.6093 |
|
0.500 |
1.6084 |
|
0.382 |
1.6075 |
|
LOW |
1.6047 |
|
0.618 |
1.6001 |
|
1.000 |
1.5973 |
|
1.618 |
1.5927 |
|
2.618 |
1.5853 |
|
4.250 |
1.5733 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6095 |
1.6114 |
| PP |
1.6090 |
1.6109 |
| S1 |
1.6084 |
1.6105 |
|