CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5368 |
1.5484 |
0.0116 |
0.8% |
1.5665 |
| High |
1.5510 |
1.5593 |
0.0083 |
0.5% |
1.5704 |
| Low |
1.5363 |
1.5428 |
0.0065 |
0.4% |
1.5266 |
| Close |
1.5467 |
1.5546 |
0.0079 |
0.5% |
1.5366 |
| Range |
0.0147 |
0.0165 |
0.0018 |
12.2% |
0.0438 |
| ATR |
0.0098 |
0.0103 |
0.0005 |
4.9% |
0.0000 |
| Volume |
2,686 |
5,183 |
2,497 |
93.0% |
2,534 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6017 |
1.5947 |
1.5637 |
|
| R3 |
1.5852 |
1.5782 |
1.5591 |
|
| R2 |
1.5687 |
1.5687 |
1.5576 |
|
| R1 |
1.5617 |
1.5617 |
1.5561 |
1.5652 |
| PP |
1.5522 |
1.5522 |
1.5522 |
1.5540 |
| S1 |
1.5452 |
1.5452 |
1.5531 |
1.5487 |
| S2 |
1.5357 |
1.5357 |
1.5516 |
|
| S3 |
1.5192 |
1.5287 |
1.5501 |
|
| S4 |
1.5027 |
1.5122 |
1.5455 |
|
|
| 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 |
1.5593 |
1.5266 |
0.0327 |
2.1% |
0.0126 |
0.8% |
86% |
True |
False |
2,691 |
| 10 |
1.5718 |
1.5266 |
0.0452 |
2.9% |
0.0118 |
0.8% |
62% |
False |
False |
1,450 |
| 20 |
1.6164 |
1.5266 |
0.0898 |
5.8% |
0.0102 |
0.7% |
31% |
False |
False |
783 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0085 |
0.5% |
28% |
False |
False |
432 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0081 |
0.5% |
28% |
False |
False |
308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6294 |
|
2.618 |
1.6025 |
|
1.618 |
1.5860 |
|
1.000 |
1.5758 |
|
0.618 |
1.5695 |
|
HIGH |
1.5593 |
|
0.618 |
1.5530 |
|
0.500 |
1.5511 |
|
0.382 |
1.5491 |
|
LOW |
1.5428 |
|
0.618 |
1.5326 |
|
1.000 |
1.5263 |
|
1.618 |
1.5161 |
|
2.618 |
1.4996 |
|
4.250 |
1.4727 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5534 |
1.5516 |
| PP |
1.5522 |
1.5486 |
| S1 |
1.5511 |
1.5456 |
|