CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5472 |
1.5570 |
0.0098 |
0.6% |
1.5368 |
| High |
1.5591 |
1.5598 |
0.0007 |
0.0% |
1.5633 |
| Low |
1.5454 |
1.5503 |
0.0049 |
0.3% |
1.5320 |
| Close |
1.5569 |
1.5529 |
-0.0040 |
-0.3% |
1.5459 |
| Range |
0.0137 |
0.0095 |
-0.0042 |
-30.7% |
0.0313 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
121,434 |
127,216 |
5,782 |
4.8% |
468,677 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5828 |
1.5774 |
1.5581 |
|
| R3 |
1.5733 |
1.5679 |
1.5555 |
|
| R2 |
1.5638 |
1.5638 |
1.5546 |
|
| R1 |
1.5584 |
1.5584 |
1.5538 |
1.5564 |
| PP |
1.5543 |
1.5543 |
1.5543 |
1.5533 |
| S1 |
1.5489 |
1.5489 |
1.5520 |
1.5469 |
| S2 |
1.5448 |
1.5448 |
1.5512 |
|
| S3 |
1.5353 |
1.5394 |
1.5503 |
|
| S4 |
1.5258 |
1.5299 |
1.5477 |
|
|
| 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 |
1.5403 |
0.0230 |
1.5% |
0.0138 |
0.9% |
55% |
False |
False |
114,864 |
| 10 |
1.5633 |
1.5267 |
0.0366 |
2.4% |
0.0133 |
0.9% |
72% |
False |
False |
112,996 |
| 20 |
1.6000 |
1.5267 |
0.0733 |
4.7% |
0.0122 |
0.8% |
36% |
False |
False |
115,967 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0104 |
0.7% |
25% |
False |
False |
110,038 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0104 |
0.7% |
25% |
False |
False |
103,266 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0106 |
0.7% |
25% |
False |
False |
82,341 |
| 100 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0100 |
0.6% |
25% |
False |
False |
65,885 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0096 |
0.6% |
27% |
False |
False |
54,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6002 |
|
2.618 |
1.5847 |
|
1.618 |
1.5752 |
|
1.000 |
1.5693 |
|
0.618 |
1.5657 |
|
HIGH |
1.5598 |
|
0.618 |
1.5562 |
|
0.500 |
1.5551 |
|
0.382 |
1.5539 |
|
LOW |
1.5503 |
|
0.618 |
1.5444 |
|
1.000 |
1.5408 |
|
1.618 |
1.5349 |
|
2.618 |
1.5254 |
|
4.250 |
1.5099 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5551 |
1.5528 |
| PP |
1.5543 |
1.5527 |
| S1 |
1.5536 |
1.5526 |
|