CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5910 |
1.5781 |
-0.0129 |
-0.8% |
1.6066 |
| High |
1.5931 |
1.5835 |
-0.0096 |
-0.6% |
1.6121 |
| Low |
1.5761 |
1.5730 |
-0.0031 |
-0.2% |
1.5730 |
| Close |
1.5814 |
1.5801 |
-0.0013 |
-0.1% |
1.5801 |
| Range |
0.0170 |
0.0105 |
-0.0065 |
-38.2% |
0.0391 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.5% |
0.0000 |
| Volume |
149,269 |
118,434 |
-30,835 |
-20.7% |
642,431 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6104 |
1.6057 |
1.5859 |
|
| R3 |
1.5999 |
1.5952 |
1.5830 |
|
| R2 |
1.5894 |
1.5894 |
1.5820 |
|
| R1 |
1.5847 |
1.5847 |
1.5811 |
1.5871 |
| PP |
1.5789 |
1.5789 |
1.5789 |
1.5800 |
| S1 |
1.5742 |
1.5742 |
1.5791 |
1.5766 |
| S2 |
1.5684 |
1.5684 |
1.5782 |
|
| S3 |
1.5579 |
1.5637 |
1.5772 |
|
| S4 |
1.5474 |
1.5532 |
1.5743 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7057 |
1.6820 |
1.6016 |
|
| R3 |
1.6666 |
1.6429 |
1.5909 |
|
| R2 |
1.6275 |
1.6275 |
1.5873 |
|
| R1 |
1.6038 |
1.6038 |
1.5837 |
1.5961 |
| PP |
1.5884 |
1.5884 |
1.5884 |
1.5846 |
| S1 |
1.5647 |
1.5647 |
1.5765 |
1.5570 |
| S2 |
1.5493 |
1.5493 |
1.5729 |
|
| S3 |
1.5102 |
1.5256 |
1.5693 |
|
| S4 |
1.4711 |
1.4865 |
1.5586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6121 |
1.5730 |
0.0391 |
2.5% |
0.0118 |
0.7% |
18% |
False |
True |
128,486 |
| 10 |
1.6195 |
1.5730 |
0.0465 |
2.9% |
0.0102 |
0.6% |
15% |
False |
True |
116,528 |
| 20 |
1.6298 |
1.5730 |
0.0568 |
3.6% |
0.0089 |
0.6% |
13% |
False |
True |
106,260 |
| 40 |
1.6298 |
1.5730 |
0.0568 |
3.6% |
0.0098 |
0.6% |
13% |
False |
True |
101,484 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0102 |
0.6% |
30% |
False |
False |
78,128 |
| 80 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0098 |
0.6% |
30% |
False |
False |
58,617 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0093 |
0.6% |
53% |
False |
False |
46,899 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0082 |
0.5% |
53% |
False |
False |
39,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6281 |
|
2.618 |
1.6110 |
|
1.618 |
1.6005 |
|
1.000 |
1.5940 |
|
0.618 |
1.5900 |
|
HIGH |
1.5835 |
|
0.618 |
1.5795 |
|
0.500 |
1.5783 |
|
0.382 |
1.5770 |
|
LOW |
1.5730 |
|
0.618 |
1.5665 |
|
1.000 |
1.5625 |
|
1.618 |
1.5560 |
|
2.618 |
1.5455 |
|
4.250 |
1.5284 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5795 |
1.5865 |
| PP |
1.5789 |
1.5844 |
| S1 |
1.5783 |
1.5822 |
|