CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5490 |
1.5532 |
0.0042 |
0.3% |
1.5368 |
| High |
1.5633 |
1.5536 |
-0.0097 |
-0.6% |
1.5633 |
| Low |
1.5429 |
1.5403 |
-0.0026 |
-0.2% |
1.5320 |
| Close |
1.5553 |
1.5459 |
-0.0094 |
-0.6% |
1.5459 |
| Range |
0.0204 |
0.0133 |
-0.0071 |
-34.8% |
0.0313 |
| ATR |
0.0116 |
0.0118 |
0.0002 |
2.1% |
0.0000 |
| Volume |
123,474 |
106,994 |
-16,480 |
-13.3% |
468,677 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5865 |
1.5795 |
1.5532 |
|
| R3 |
1.5732 |
1.5662 |
1.5496 |
|
| R2 |
1.5599 |
1.5599 |
1.5483 |
|
| R1 |
1.5529 |
1.5529 |
1.5471 |
1.5498 |
| PP |
1.5466 |
1.5466 |
1.5466 |
1.5450 |
| S1 |
1.5396 |
1.5396 |
1.5447 |
1.5365 |
| S2 |
1.5333 |
1.5333 |
1.5435 |
|
| S3 |
1.5200 |
1.5263 |
1.5422 |
|
| S4 |
1.5067 |
1.5130 |
1.5386 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6247 |
1.5631 |
|
| R3 |
1.6097 |
1.5934 |
1.5545 |
|
| R2 |
1.5784 |
1.5784 |
1.5516 |
|
| R1 |
1.5621 |
1.5621 |
1.5488 |
1.5703 |
| PP |
1.5471 |
1.5471 |
1.5471 |
1.5511 |
| S1 |
1.5308 |
1.5308 |
1.5430 |
1.5390 |
| S2 |
1.5158 |
1.5158 |
1.5402 |
|
| S3 |
1.4845 |
1.4995 |
1.5373 |
|
| S4 |
1.4532 |
1.4682 |
1.5287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5633 |
1.5320 |
0.0313 |
2.0% |
0.0129 |
0.8% |
44% |
False |
False |
93,735 |
| 10 |
1.5715 |
1.5267 |
0.0448 |
2.9% |
0.0132 |
0.9% |
43% |
False |
False |
111,240 |
| 20 |
1.6140 |
1.5267 |
0.0873 |
5.6% |
0.0118 |
0.8% |
22% |
False |
False |
114,963 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0103 |
0.7% |
19% |
False |
False |
108,496 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0104 |
0.7% |
19% |
False |
False |
101,234 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0105 |
0.7% |
19% |
False |
False |
78,050 |
| 100 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0099 |
0.6% |
19% |
False |
False |
62,447 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0095 |
0.6% |
21% |
False |
False |
52,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6101 |
|
2.618 |
1.5884 |
|
1.618 |
1.5751 |
|
1.000 |
1.5669 |
|
0.618 |
1.5618 |
|
HIGH |
1.5536 |
|
0.618 |
1.5485 |
|
0.500 |
1.5470 |
|
0.382 |
1.5454 |
|
LOW |
1.5403 |
|
0.618 |
1.5321 |
|
1.000 |
1.5270 |
|
1.618 |
1.5188 |
|
2.618 |
1.5055 |
|
4.250 |
1.4838 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5470 |
1.5501 |
| PP |
1.5466 |
1.5487 |
| S1 |
1.5463 |
1.5473 |
|