CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5532 |
1.5514 |
-0.0018 |
-0.1% |
1.5368 |
| High |
1.5536 |
1.5581 |
0.0045 |
0.3% |
1.5633 |
| Low |
1.5403 |
1.5459 |
0.0056 |
0.4% |
1.5320 |
| Close |
1.5459 |
1.5498 |
0.0039 |
0.3% |
1.5459 |
| Range |
0.0133 |
0.0122 |
-0.0011 |
-8.3% |
0.0313 |
| ATR |
0.0118 |
0.0119 |
0.0000 |
0.2% |
0.0000 |
| Volume |
106,994 |
95,202 |
-11,792 |
-11.0% |
468,677 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5879 |
1.5810 |
1.5565 |
|
| R3 |
1.5757 |
1.5688 |
1.5532 |
|
| R2 |
1.5635 |
1.5635 |
1.5520 |
|
| R1 |
1.5566 |
1.5566 |
1.5509 |
1.5540 |
| PP |
1.5513 |
1.5513 |
1.5513 |
1.5499 |
| S1 |
1.5444 |
1.5444 |
1.5487 |
1.5418 |
| S2 |
1.5391 |
1.5391 |
1.5476 |
|
| S3 |
1.5269 |
1.5322 |
1.5464 |
|
| S4 |
1.5147 |
1.5200 |
1.5431 |
|
|
| 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% |
0.0139 |
0.9% |
57% |
False |
False |
100,255 |
| 10 |
1.5715 |
1.5267 |
0.0448 |
2.9% |
0.0137 |
0.9% |
52% |
False |
False |
112,044 |
| 20 |
1.6121 |
1.5267 |
0.0854 |
5.5% |
0.0120 |
0.8% |
27% |
False |
False |
114,643 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0103 |
0.7% |
22% |
False |
False |
108,469 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0105 |
0.7% |
22% |
False |
False |
102,046 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0106 |
0.7% |
22% |
False |
False |
79,238 |
| 100 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0099 |
0.6% |
22% |
False |
False |
63,399 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0095 |
0.6% |
24% |
False |
False |
52,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6100 |
|
2.618 |
1.5900 |
|
1.618 |
1.5778 |
|
1.000 |
1.5703 |
|
0.618 |
1.5656 |
|
HIGH |
1.5581 |
|
0.618 |
1.5534 |
|
0.500 |
1.5520 |
|
0.382 |
1.5506 |
|
LOW |
1.5459 |
|
0.618 |
1.5384 |
|
1.000 |
1.5337 |
|
1.618 |
1.5262 |
|
2.618 |
1.5140 |
|
4.250 |
1.4941 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5520 |
1.5518 |
| PP |
1.5513 |
1.5511 |
| S1 |
1.5505 |
1.5505 |
|