CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5468 |
1.5383 |
-0.0085 |
-0.5% |
1.5665 |
| High |
1.5515 |
1.5431 |
-0.0084 |
-0.5% |
1.5704 |
| Low |
1.5356 |
1.5266 |
-0.0090 |
-0.6% |
1.5266 |
| Close |
1.5404 |
1.5366 |
-0.0038 |
-0.2% |
1.5366 |
| Range |
0.0159 |
0.0165 |
0.0006 |
3.8% |
0.0438 |
| ATR |
0.0092 |
0.0097 |
0.0005 |
5.7% |
0.0000 |
| Volume |
342 |
1,829 |
1,487 |
434.8% |
2,534 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5849 |
1.5773 |
1.5457 |
|
| R3 |
1.5684 |
1.5608 |
1.5411 |
|
| R2 |
1.5519 |
1.5519 |
1.5396 |
|
| R1 |
1.5443 |
1.5443 |
1.5381 |
1.5399 |
| PP |
1.5354 |
1.5354 |
1.5354 |
1.5332 |
| S1 |
1.5278 |
1.5278 |
1.5351 |
1.5234 |
| S2 |
1.5189 |
1.5189 |
1.5336 |
|
| S3 |
1.5024 |
1.5113 |
1.5321 |
|
| S4 |
1.4859 |
1.4948 |
1.5275 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6759 |
1.6501 |
1.5607 |
|
| R3 |
1.6321 |
1.6063 |
1.5486 |
|
| R2 |
1.5883 |
1.5883 |
1.5446 |
|
| R1 |
1.5625 |
1.5625 |
1.5406 |
1.5535 |
| PP |
1.5445 |
1.5445 |
1.5445 |
1.5401 |
| S1 |
1.5187 |
1.5187 |
1.5326 |
1.5097 |
| S2 |
1.5007 |
1.5007 |
1.5286 |
|
| S3 |
1.4569 |
1.4749 |
1.5246 |
|
| S4 |
1.4131 |
1.4311 |
1.5125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5704 |
1.5266 |
0.0438 |
2.9% |
0.0126 |
0.8% |
23% |
False |
True |
533 |
| 10 |
1.5832 |
1.5266 |
0.0566 |
3.7% |
0.0102 |
0.7% |
18% |
False |
True |
346 |
| 20 |
1.6180 |
1.5266 |
0.0914 |
5.9% |
0.0090 |
0.6% |
11% |
False |
True |
210 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.6% |
0.0077 |
0.5% |
10% |
False |
True |
144 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.6% |
0.0074 |
0.5% |
10% |
False |
True |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6132 |
|
2.618 |
1.5863 |
|
1.618 |
1.5698 |
|
1.000 |
1.5596 |
|
0.618 |
1.5533 |
|
HIGH |
1.5431 |
|
0.618 |
1.5368 |
|
0.500 |
1.5349 |
|
0.382 |
1.5329 |
|
LOW |
1.5266 |
|
0.618 |
1.5164 |
|
1.000 |
1.5101 |
|
1.618 |
1.4999 |
|
2.618 |
1.4834 |
|
4.250 |
1.4565 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5360 |
1.5443 |
| PP |
1.5354 |
1.5417 |
| S1 |
1.5349 |
1.5392 |
|