CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5682 |
1.5654 |
-0.0028 |
-0.2% |
1.5790 |
| High |
1.5718 |
1.5675 |
-0.0043 |
-0.3% |
1.5832 |
| Low |
1.5632 |
1.5626 |
-0.0006 |
0.0% |
1.5626 |
| Close |
1.5642 |
1.5634 |
-0.0008 |
-0.1% |
1.5634 |
| Range |
0.0086 |
0.0049 |
-0.0037 |
-43.0% |
0.0206 |
| ATR |
0.0082 |
0.0079 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
212 |
133 |
-79 |
-37.3% |
712 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5792 |
1.5762 |
1.5661 |
|
| R3 |
1.5743 |
1.5713 |
1.5647 |
|
| R2 |
1.5694 |
1.5694 |
1.5643 |
|
| R1 |
1.5664 |
1.5664 |
1.5638 |
1.5655 |
| PP |
1.5645 |
1.5645 |
1.5645 |
1.5640 |
| S1 |
1.5615 |
1.5615 |
1.5630 |
1.5606 |
| S2 |
1.5596 |
1.5596 |
1.5625 |
|
| S3 |
1.5547 |
1.5566 |
1.5621 |
|
| S4 |
1.5498 |
1.5517 |
1.5607 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6315 |
1.6181 |
1.5747 |
|
| R3 |
1.6109 |
1.5975 |
1.5691 |
|
| R2 |
1.5903 |
1.5903 |
1.5672 |
|
| R1 |
1.5769 |
1.5769 |
1.5653 |
1.5733 |
| PP |
1.5697 |
1.5697 |
1.5697 |
1.5680 |
| S1 |
1.5563 |
1.5563 |
1.5615 |
1.5527 |
| S2 |
1.5491 |
1.5491 |
1.5596 |
|
| S3 |
1.5285 |
1.5357 |
1.5577 |
|
| S4 |
1.5079 |
1.5151 |
1.5521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5832 |
1.5626 |
0.0206 |
1.3% |
0.0069 |
0.4% |
4% |
False |
True |
142 |
| 10 |
1.6095 |
1.5626 |
0.0469 |
3.0% |
0.0085 |
0.5% |
2% |
False |
True |
138 |
| 20 |
1.6276 |
1.5626 |
0.0650 |
4.2% |
0.0072 |
0.5% |
1% |
False |
True |
96 |
| 40 |
1.6276 |
1.5626 |
0.0650 |
4.2% |
0.0071 |
0.5% |
1% |
False |
True |
90 |
| 60 |
1.6276 |
1.5611 |
0.0665 |
4.3% |
0.0064 |
0.4% |
3% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5883 |
|
2.618 |
1.5803 |
|
1.618 |
1.5754 |
|
1.000 |
1.5724 |
|
0.618 |
1.5705 |
|
HIGH |
1.5675 |
|
0.618 |
1.5656 |
|
0.500 |
1.5651 |
|
0.382 |
1.5645 |
|
LOW |
1.5626 |
|
0.618 |
1.5596 |
|
1.000 |
1.5577 |
|
1.618 |
1.5547 |
|
2.618 |
1.5498 |
|
4.250 |
1.5418 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5651 |
1.5688 |
| PP |
1.5645 |
1.5670 |
| S1 |
1.5640 |
1.5652 |
|