CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5995 |
1.5910 |
-0.0085 |
-0.5% |
1.6150 |
| High |
1.6000 |
1.5931 |
-0.0069 |
-0.4% |
1.6195 |
| Low |
1.5884 |
1.5761 |
-0.0123 |
-0.8% |
1.6057 |
| Close |
1.5911 |
1.5814 |
-0.0097 |
-0.6% |
1.6067 |
| Range |
0.0116 |
0.0170 |
0.0054 |
46.6% |
0.0138 |
| ATR |
0.0093 |
0.0098 |
0.0006 |
5.9% |
0.0000 |
| Volume |
152,548 |
149,269 |
-3,279 |
-2.1% |
522,849 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6345 |
1.6250 |
1.5908 |
|
| R3 |
1.6175 |
1.6080 |
1.5861 |
|
| R2 |
1.6005 |
1.6005 |
1.5845 |
|
| R1 |
1.5910 |
1.5910 |
1.5830 |
1.5873 |
| PP |
1.5835 |
1.5835 |
1.5835 |
1.5817 |
| S1 |
1.5740 |
1.5740 |
1.5798 |
1.5703 |
| S2 |
1.5665 |
1.5665 |
1.5783 |
|
| S3 |
1.5495 |
1.5570 |
1.5767 |
|
| S4 |
1.5325 |
1.5400 |
1.5721 |
|
|
| 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 |
1.6140 |
1.5761 |
0.0379 |
2.4% |
0.0114 |
0.7% |
14% |
False |
True |
125,118 |
| 10 |
1.6198 |
1.5761 |
0.0437 |
2.8% |
0.0098 |
0.6% |
12% |
False |
True |
114,511 |
| 20 |
1.6298 |
1.5761 |
0.0537 |
3.4% |
0.0089 |
0.6% |
10% |
False |
True |
105,975 |
| 40 |
1.6298 |
1.5761 |
0.0537 |
3.4% |
0.0098 |
0.6% |
10% |
False |
True |
100,560 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0101 |
0.6% |
32% |
False |
False |
76,156 |
| 80 |
1.6298 |
1.5525 |
0.0773 |
4.9% |
0.0098 |
0.6% |
37% |
False |
False |
57,137 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0092 |
0.6% |
54% |
False |
False |
45,715 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0081 |
0.5% |
54% |
False |
False |
38,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6654 |
|
2.618 |
1.6376 |
|
1.618 |
1.6206 |
|
1.000 |
1.6101 |
|
0.618 |
1.6036 |
|
HIGH |
1.5931 |
|
0.618 |
1.5866 |
|
0.500 |
1.5846 |
|
0.382 |
1.5826 |
|
LOW |
1.5761 |
|
0.618 |
1.5656 |
|
1.000 |
1.5591 |
|
1.618 |
1.5486 |
|
2.618 |
1.5316 |
|
4.250 |
1.5039 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5846 |
1.5936 |
| PP |
1.5835 |
1.5895 |
| S1 |
1.5825 |
1.5855 |
|