CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5667 |
1.5681 |
0.0014 |
0.1% |
1.5809 |
| High |
1.5698 |
1.5715 |
0.0017 |
0.1% |
1.5847 |
| Low |
1.5627 |
1.5606 |
-0.0021 |
-0.1% |
1.5627 |
| Close |
1.5642 |
1.5633 |
-0.0009 |
-0.1% |
1.5642 |
| Range |
0.0071 |
0.0109 |
0.0038 |
53.5% |
0.0220 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.0% |
0.0000 |
| Volume |
87,160 |
126,910 |
39,750 |
45.6% |
530,000 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5978 |
1.5915 |
1.5693 |
|
| R3 |
1.5869 |
1.5806 |
1.5663 |
|
| R2 |
1.5760 |
1.5760 |
1.5653 |
|
| R1 |
1.5697 |
1.5697 |
1.5643 |
1.5674 |
| PP |
1.5651 |
1.5651 |
1.5651 |
1.5640 |
| S1 |
1.5588 |
1.5588 |
1.5623 |
1.5565 |
| S2 |
1.5542 |
1.5542 |
1.5613 |
|
| S3 |
1.5433 |
1.5479 |
1.5603 |
|
| S4 |
1.5324 |
1.5370 |
1.5573 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6365 |
1.6224 |
1.5763 |
|
| R3 |
1.6145 |
1.6004 |
1.5703 |
|
| R2 |
1.5925 |
1.5925 |
1.5682 |
|
| R1 |
1.5784 |
1.5784 |
1.5662 |
1.5745 |
| PP |
1.5705 |
1.5705 |
1.5705 |
1.5686 |
| S1 |
1.5564 |
1.5564 |
1.5622 |
1.5525 |
| S2 |
1.5485 |
1.5485 |
1.5602 |
|
| S3 |
1.5265 |
1.5344 |
1.5582 |
|
| S4 |
1.5045 |
1.5124 |
1.5521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5847 |
1.5606 |
0.0241 |
1.5% |
0.0097 |
0.6% |
11% |
False |
True |
111,583 |
| 10 |
1.6111 |
1.5606 |
0.0505 |
3.2% |
0.0106 |
0.7% |
5% |
False |
True |
118,859 |
| 20 |
1.6244 |
1.5606 |
0.0638 |
4.1% |
0.0091 |
0.6% |
4% |
False |
True |
109,073 |
| 40 |
1.6298 |
1.5606 |
0.0692 |
4.4% |
0.0095 |
0.6% |
4% |
False |
True |
103,557 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0100 |
0.6% |
6% |
False |
False |
89,006 |
| 80 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0099 |
0.6% |
6% |
False |
False |
66,826 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0095 |
0.6% |
37% |
False |
False |
53,467 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0086 |
0.5% |
37% |
False |
False |
44,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6178 |
|
2.618 |
1.6000 |
|
1.618 |
1.5891 |
|
1.000 |
1.5824 |
|
0.618 |
1.5782 |
|
HIGH |
1.5715 |
|
0.618 |
1.5673 |
|
0.500 |
1.5661 |
|
0.382 |
1.5648 |
|
LOW |
1.5606 |
|
0.618 |
1.5539 |
|
1.000 |
1.5497 |
|
1.618 |
1.5430 |
|
2.618 |
1.5321 |
|
4.250 |
1.5143 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5661 |
1.5666 |
| PP |
1.5651 |
1.5655 |
| S1 |
1.5642 |
1.5644 |
|