CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5404 |
1.5368 |
-0.0036 |
-0.2% |
1.5681 |
| High |
1.5434 |
1.5415 |
-0.0019 |
-0.1% |
1.5715 |
| Low |
1.5267 |
1.5341 |
0.0074 |
0.5% |
1.5267 |
| Close |
1.5372 |
1.5382 |
0.0010 |
0.1% |
1.5372 |
| Range |
0.0167 |
0.0074 |
-0.0093 |
-55.7% |
0.0448 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
170,631 |
62,603 |
-108,028 |
-63.3% |
556,565 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5601 |
1.5566 |
1.5423 |
|
| R3 |
1.5527 |
1.5492 |
1.5402 |
|
| R2 |
1.5453 |
1.5453 |
1.5396 |
|
| R1 |
1.5418 |
1.5418 |
1.5389 |
1.5436 |
| PP |
1.5379 |
1.5379 |
1.5379 |
1.5388 |
| S1 |
1.5344 |
1.5344 |
1.5375 |
1.5362 |
| S2 |
1.5305 |
1.5305 |
1.5368 |
|
| S3 |
1.5231 |
1.5270 |
1.5362 |
|
| S4 |
1.5157 |
1.5196 |
1.5341 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6795 |
1.6532 |
1.5618 |
|
| R3 |
1.6347 |
1.6084 |
1.5495 |
|
| R2 |
1.5899 |
1.5899 |
1.5454 |
|
| R1 |
1.5636 |
1.5636 |
1.5413 |
1.5544 |
| PP |
1.5451 |
1.5451 |
1.5451 |
1.5405 |
| S1 |
1.5188 |
1.5188 |
1.5331 |
1.5096 |
| S2 |
1.5003 |
1.5003 |
1.5290 |
|
| S3 |
1.4555 |
1.4740 |
1.5249 |
|
| S4 |
1.4107 |
1.4292 |
1.5126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5715 |
1.5267 |
0.0448 |
2.9% |
0.0136 |
0.9% |
26% |
False |
False |
123,833 |
| 10 |
1.5847 |
1.5267 |
0.0580 |
3.8% |
0.0112 |
0.7% |
20% |
False |
False |
114,916 |
| 20 |
1.6195 |
1.5267 |
0.0928 |
6.0% |
0.0107 |
0.7% |
12% |
False |
False |
115,722 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0098 |
0.6% |
11% |
False |
False |
106,452 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0103 |
0.7% |
11% |
False |
False |
97,009 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0102 |
0.7% |
11% |
False |
False |
72,977 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.9% |
0.0098 |
0.6% |
13% |
False |
False |
58,389 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.9% |
0.0090 |
0.6% |
13% |
False |
False |
48,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5730 |
|
2.618 |
1.5609 |
|
1.618 |
1.5535 |
|
1.000 |
1.5489 |
|
0.618 |
1.5461 |
|
HIGH |
1.5415 |
|
0.618 |
1.5387 |
|
0.500 |
1.5378 |
|
0.382 |
1.5369 |
|
LOW |
1.5341 |
|
0.618 |
1.5295 |
|
1.000 |
1.5267 |
|
1.618 |
1.5221 |
|
2.618 |
1.5147 |
|
4.250 |
1.5027 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5381 |
1.5396 |
| PP |
1.5379 |
1.5391 |
| S1 |
1.5378 |
1.5387 |
|