CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5526 |
1.5525 |
-0.0001 |
0.0% |
1.5355 |
| High |
1.5546 |
1.5572 |
0.0026 |
0.2% |
1.5593 |
| Low |
1.5397 |
1.5452 |
0.0055 |
0.4% |
1.5319 |
| Close |
1.5452 |
1.5491 |
0.0039 |
0.3% |
1.5452 |
| Range |
0.0149 |
0.0120 |
-0.0029 |
-19.5% |
0.0274 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.9% |
0.0000 |
| Volume |
11,206 |
14,574 |
3,368 |
30.1% |
22,832 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5865 |
1.5798 |
1.5557 |
|
| R3 |
1.5745 |
1.5678 |
1.5524 |
|
| R2 |
1.5625 |
1.5625 |
1.5513 |
|
| R1 |
1.5558 |
1.5558 |
1.5502 |
1.5532 |
| PP |
1.5505 |
1.5505 |
1.5505 |
1.5492 |
| S1 |
1.5438 |
1.5438 |
1.5480 |
1.5412 |
| S2 |
1.5385 |
1.5385 |
1.5469 |
|
| S3 |
1.5265 |
1.5318 |
1.5458 |
|
| S4 |
1.5145 |
1.5198 |
1.5425 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6277 |
1.6138 |
1.5603 |
|
| R3 |
1.6003 |
1.5864 |
1.5527 |
|
| R2 |
1.5729 |
1.5729 |
1.5502 |
|
| R1 |
1.5590 |
1.5590 |
1.5477 |
1.5660 |
| PP |
1.5455 |
1.5455 |
1.5455 |
1.5489 |
| S1 |
1.5316 |
1.5316 |
1.5427 |
1.5386 |
| S2 |
1.5181 |
1.5181 |
1.5402 |
|
| S3 |
1.4907 |
1.5042 |
1.5377 |
|
| S4 |
1.4633 |
1.4768 |
1.5301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5593 |
1.5319 |
0.0274 |
1.8% |
0.0132 |
0.9% |
63% |
False |
False |
7,341 |
| 10 |
1.5704 |
1.5266 |
0.0438 |
2.8% |
0.0132 |
0.8% |
51% |
False |
False |
3,994 |
| 20 |
1.6095 |
1.5266 |
0.0829 |
5.4% |
0.0108 |
0.7% |
27% |
False |
False |
2,066 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0088 |
0.6% |
22% |
False |
False |
1,072 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0082 |
0.5% |
22% |
False |
False |
737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6082 |
|
2.618 |
1.5886 |
|
1.618 |
1.5766 |
|
1.000 |
1.5692 |
|
0.618 |
1.5646 |
|
HIGH |
1.5572 |
|
0.618 |
1.5526 |
|
0.500 |
1.5512 |
|
0.382 |
1.5498 |
|
LOW |
1.5452 |
|
0.618 |
1.5378 |
|
1.000 |
1.5332 |
|
1.618 |
1.5258 |
|
2.618 |
1.5138 |
|
4.250 |
1.4942 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5512 |
1.5495 |
| PP |
1.5505 |
1.5494 |
| S1 |
1.5498 |
1.5492 |
|