CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5762 |
1.5691 |
-0.0071 |
-0.5% |
1.6066 |
| High |
1.5773 |
1.5725 |
-0.0048 |
-0.3% |
1.6121 |
| Low |
1.5666 |
1.5637 |
-0.0029 |
-0.2% |
1.5730 |
| Close |
1.5687 |
1.5649 |
-0.0038 |
-0.2% |
1.5801 |
| Range |
0.0107 |
0.0088 |
-0.0019 |
-17.8% |
0.0391 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
133,482 |
106,509 |
-26,973 |
-20.2% |
642,431 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5934 |
1.5880 |
1.5697 |
|
| R3 |
1.5846 |
1.5792 |
1.5673 |
|
| R2 |
1.5758 |
1.5758 |
1.5665 |
|
| R1 |
1.5704 |
1.5704 |
1.5657 |
1.5687 |
| PP |
1.5670 |
1.5670 |
1.5670 |
1.5662 |
| S1 |
1.5616 |
1.5616 |
1.5641 |
1.5599 |
| S2 |
1.5582 |
1.5582 |
1.5633 |
|
| S3 |
1.5494 |
1.5528 |
1.5625 |
|
| S4 |
1.5406 |
1.5440 |
1.5601 |
|
|
| 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 |
1.5847 |
1.5637 |
0.0210 |
1.3% |
0.0094 |
0.6% |
6% |
False |
True |
112,254 |
| 10 |
1.6140 |
1.5637 |
0.0503 |
3.2% |
0.0104 |
0.7% |
2% |
False |
True |
118,686 |
| 20 |
1.6298 |
1.5637 |
0.0661 |
4.2% |
0.0093 |
0.6% |
2% |
False |
True |
108,526 |
| 40 |
1.6298 |
1.5637 |
0.0661 |
4.2% |
0.0095 |
0.6% |
2% |
False |
True |
103,382 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0101 |
0.6% |
8% |
False |
False |
85,488 |
| 80 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0100 |
0.6% |
8% |
False |
False |
64,152 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0094 |
0.6% |
39% |
False |
False |
51,326 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0084 |
0.5% |
39% |
False |
False |
42,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6099 |
|
2.618 |
1.5955 |
|
1.618 |
1.5867 |
|
1.000 |
1.5813 |
|
0.618 |
1.5779 |
|
HIGH |
1.5725 |
|
0.618 |
1.5691 |
|
0.500 |
1.5681 |
|
0.382 |
1.5671 |
|
LOW |
1.5637 |
|
0.618 |
1.5583 |
|
1.000 |
1.5549 |
|
1.618 |
1.5495 |
|
2.618 |
1.5407 |
|
4.250 |
1.5263 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5681 |
1.5742 |
| PP |
1.5670 |
1.5711 |
| S1 |
1.5660 |
1.5680 |
|