CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6066 |
1.6095 |
0.0029 |
0.2% |
1.6150 |
| High |
1.6121 |
1.6111 |
-0.0010 |
-0.1% |
1.6195 |
| Low |
1.6047 |
1.5986 |
-0.0061 |
-0.4% |
1.6057 |
| Close |
1.6101 |
1.6000 |
-0.0101 |
-0.6% |
1.6067 |
| Range |
0.0074 |
0.0125 |
0.0051 |
68.9% |
0.0138 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.0% |
0.0000 |
| Volume |
110,745 |
111,435 |
690 |
0.6% |
522,849 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6407 |
1.6329 |
1.6069 |
|
| R3 |
1.6282 |
1.6204 |
1.6034 |
|
| R2 |
1.6157 |
1.6157 |
1.6023 |
|
| R1 |
1.6079 |
1.6079 |
1.6011 |
1.6056 |
| PP |
1.6032 |
1.6032 |
1.6032 |
1.6021 |
| S1 |
1.5954 |
1.5954 |
1.5989 |
1.5931 |
| S2 |
1.5907 |
1.5907 |
1.5977 |
|
| S3 |
1.5782 |
1.5829 |
1.5966 |
|
| S4 |
1.5657 |
1.5704 |
1.5931 |
|
|
| 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 |
1.6180 |
1.5986 |
0.0194 |
1.2% |
0.0094 |
0.6% |
7% |
False |
True |
113,344 |
| 10 |
1.6235 |
1.5986 |
0.0249 |
1.6% |
0.0083 |
0.5% |
6% |
False |
True |
103,202 |
| 20 |
1.6298 |
1.5889 |
0.0409 |
2.6% |
0.0086 |
0.5% |
27% |
False |
False |
104,108 |
| 40 |
1.6298 |
1.5761 |
0.0537 |
3.4% |
0.0095 |
0.6% |
45% |
False |
False |
96,915 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
58% |
False |
False |
71,133 |
| 80 |
1.6298 |
1.5505 |
0.0793 |
5.0% |
0.0095 |
0.6% |
62% |
False |
False |
53,365 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0090 |
0.6% |
72% |
False |
False |
42,698 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0079 |
0.5% |
72% |
False |
False |
35,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6642 |
|
2.618 |
1.6438 |
|
1.618 |
1.6313 |
|
1.000 |
1.6236 |
|
0.618 |
1.6188 |
|
HIGH |
1.6111 |
|
0.618 |
1.6063 |
|
0.500 |
1.6049 |
|
0.382 |
1.6034 |
|
LOW |
1.5986 |
|
0.618 |
1.5909 |
|
1.000 |
1.5861 |
|
1.618 |
1.5784 |
|
2.618 |
1.5659 |
|
4.250 |
1.5455 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6049 |
1.6063 |
| PP |
1.6032 |
1.6042 |
| S1 |
1.6016 |
1.6021 |
|