CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5525 |
1.5467 |
-0.0058 |
-0.4% |
1.5355 |
| High |
1.5572 |
1.5584 |
0.0012 |
0.1% |
1.5593 |
| Low |
1.5452 |
1.5448 |
-0.0004 |
0.0% |
1.5319 |
| Close |
1.5491 |
1.5562 |
0.0071 |
0.5% |
1.5452 |
| Range |
0.0120 |
0.0136 |
0.0016 |
13.3% |
0.0274 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
1.9% |
0.0000 |
| Volume |
14,574 |
35,334 |
20,760 |
142.4% |
22,832 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5939 |
1.5887 |
1.5637 |
|
| R3 |
1.5803 |
1.5751 |
1.5599 |
|
| R2 |
1.5667 |
1.5667 |
1.5587 |
|
| R1 |
1.5615 |
1.5615 |
1.5574 |
1.5641 |
| PP |
1.5531 |
1.5531 |
1.5531 |
1.5545 |
| S1 |
1.5479 |
1.5479 |
1.5550 |
1.5505 |
| S2 |
1.5395 |
1.5395 |
1.5537 |
|
| S3 |
1.5259 |
1.5343 |
1.5525 |
|
| S4 |
1.5123 |
1.5207 |
1.5487 |
|
|
| 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 |
1.5363 |
0.0230 |
1.5% |
0.0143 |
0.9% |
87% |
False |
False |
13,796 |
| 10 |
1.5620 |
1.5266 |
0.0354 |
2.3% |
0.0135 |
0.9% |
84% |
False |
False |
7,516 |
| 20 |
1.6087 |
1.5266 |
0.0821 |
5.3% |
0.0112 |
0.7% |
36% |
False |
False |
3,830 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0089 |
0.6% |
29% |
False |
False |
1,953 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0083 |
0.5% |
29% |
False |
False |
1,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.5940 |
|
1.618 |
1.5804 |
|
1.000 |
1.5720 |
|
0.618 |
1.5668 |
|
HIGH |
1.5584 |
|
0.618 |
1.5532 |
|
0.500 |
1.5516 |
|
0.382 |
1.5500 |
|
LOW |
1.5448 |
|
0.618 |
1.5364 |
|
1.000 |
1.5312 |
|
1.618 |
1.5228 |
|
2.618 |
1.5092 |
|
4.250 |
1.4870 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5547 |
1.5538 |
| PP |
1.5531 |
1.5514 |
| S1 |
1.5516 |
1.5491 |
|