CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5374 |
1.5368 |
-0.0006 |
0.0% |
1.5665 |
| High |
1.5398 |
1.5510 |
0.0112 |
0.7% |
1.5704 |
| Low |
1.5319 |
1.5363 |
0.0044 |
0.3% |
1.5266 |
| Close |
1.5363 |
1.5467 |
0.0104 |
0.7% |
1.5366 |
| Range |
0.0079 |
0.0147 |
0.0068 |
86.1% |
0.0438 |
| ATR |
0.0094 |
0.0098 |
0.0004 |
4.0% |
0.0000 |
| Volume |
3,056 |
2,686 |
-370 |
-12.1% |
2,534 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5888 |
1.5824 |
1.5548 |
|
| R3 |
1.5741 |
1.5677 |
1.5507 |
|
| R2 |
1.5594 |
1.5594 |
1.5494 |
|
| R1 |
1.5530 |
1.5530 |
1.5480 |
1.5562 |
| PP |
1.5447 |
1.5447 |
1.5447 |
1.5463 |
| S1 |
1.5383 |
1.5383 |
1.5454 |
1.5415 |
| S2 |
1.5300 |
1.5300 |
1.5440 |
|
| S3 |
1.5153 |
1.5236 |
1.5427 |
|
| S4 |
1.5006 |
1.5089 |
1.5386 |
|
|
| 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 |
1.5515 |
1.5266 |
0.0249 |
1.6% |
0.0125 |
0.8% |
81% |
False |
False |
1,722 |
| 10 |
1.5750 |
1.5266 |
0.0484 |
3.1% |
0.0109 |
0.7% |
42% |
False |
False |
942 |
| 20 |
1.6164 |
1.5266 |
0.0898 |
5.8% |
0.0098 |
0.6% |
22% |
False |
False |
527 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0082 |
0.5% |
20% |
False |
False |
303 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0079 |
0.5% |
20% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6135 |
|
2.618 |
1.5895 |
|
1.618 |
1.5748 |
|
1.000 |
1.5657 |
|
0.618 |
1.5601 |
|
HIGH |
1.5510 |
|
0.618 |
1.5454 |
|
0.500 |
1.5437 |
|
0.382 |
1.5419 |
|
LOW |
1.5363 |
|
0.618 |
1.5272 |
|
1.000 |
1.5216 |
|
1.618 |
1.5125 |
|
2.618 |
1.4978 |
|
4.250 |
1.4738 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5457 |
1.5450 |
| PP |
1.5447 |
1.5432 |
| S1 |
1.5437 |
1.5415 |
|