CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5509 |
1.5552 |
0.0043 |
0.3% |
1.5514 |
| High |
1.5565 |
1.5734 |
0.0169 |
1.1% |
1.5734 |
| Low |
1.5473 |
1.5475 |
0.0002 |
0.0% |
1.5454 |
| Close |
1.5532 |
1.5682 |
0.0150 |
1.0% |
1.5682 |
| Range |
0.0092 |
0.0259 |
0.0167 |
181.5% |
0.0280 |
| ATR |
0.0116 |
0.0126 |
0.0010 |
8.8% |
0.0000 |
| Volume |
121,250 |
34,352 |
-86,898 |
-71.7% |
499,454 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6407 |
1.6304 |
1.5824 |
|
| R3 |
1.6148 |
1.6045 |
1.5753 |
|
| R2 |
1.5889 |
1.5889 |
1.5729 |
|
| R1 |
1.5786 |
1.5786 |
1.5706 |
1.5838 |
| PP |
1.5630 |
1.5630 |
1.5630 |
1.5656 |
| S1 |
1.5527 |
1.5527 |
1.5658 |
1.5579 |
| S2 |
1.5371 |
1.5371 |
1.5635 |
|
| S3 |
1.5112 |
1.5268 |
1.5611 |
|
| S4 |
1.4853 |
1.5009 |
1.5540 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6463 |
1.6353 |
1.5836 |
|
| R3 |
1.6183 |
1.6073 |
1.5759 |
|
| R2 |
1.5903 |
1.5903 |
1.5733 |
|
| R1 |
1.5793 |
1.5793 |
1.5708 |
1.5848 |
| PP |
1.5623 |
1.5623 |
1.5623 |
1.5651 |
| S1 |
1.5513 |
1.5513 |
1.5656 |
1.5568 |
| S2 |
1.5343 |
1.5343 |
1.5631 |
|
| S3 |
1.5063 |
1.5233 |
1.5605 |
|
| S4 |
1.4783 |
1.4953 |
1.5528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5734 |
1.5454 |
0.0280 |
1.8% |
0.0141 |
0.9% |
81% |
True |
False |
99,890 |
| 10 |
1.5734 |
1.5320 |
0.0414 |
2.6% |
0.0135 |
0.9% |
87% |
True |
False |
96,813 |
| 20 |
1.5847 |
1.5267 |
0.0580 |
3.7% |
0.0125 |
0.8% |
72% |
False |
False |
108,656 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0107 |
0.7% |
40% |
False |
False |
107,316 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0107 |
0.7% |
40% |
False |
False |
103,258 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0107 |
0.7% |
40% |
False |
False |
84,281 |
| 100 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0103 |
0.7% |
40% |
False |
False |
67,441 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0098 |
0.6% |
42% |
False |
False |
56,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6835 |
|
2.618 |
1.6412 |
|
1.618 |
1.6153 |
|
1.000 |
1.5993 |
|
0.618 |
1.5894 |
|
HIGH |
1.5734 |
|
0.618 |
1.5635 |
|
0.500 |
1.5605 |
|
0.382 |
1.5574 |
|
LOW |
1.5475 |
|
0.618 |
1.5315 |
|
1.000 |
1.5216 |
|
1.618 |
1.5056 |
|
2.618 |
1.4797 |
|
4.250 |
1.4374 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5656 |
1.5656 |
| PP |
1.5630 |
1.5630 |
| S1 |
1.5605 |
1.5604 |
|