CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5565 |
1.5502 |
-0.0063 |
-0.4% |
1.5355 |
| High |
1.5592 |
1.5560 |
-0.0032 |
-0.2% |
1.5593 |
| Low |
1.5496 |
1.5466 |
-0.0030 |
-0.2% |
1.5319 |
| Close |
1.5521 |
1.5525 |
0.0004 |
0.0% |
1.5452 |
| Range |
0.0096 |
0.0094 |
-0.0002 |
-2.1% |
0.0274 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
57,105 |
60,782 |
3,677 |
6.4% |
22,832 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5799 |
1.5756 |
1.5577 |
|
| R3 |
1.5705 |
1.5662 |
1.5551 |
|
| R2 |
1.5611 |
1.5611 |
1.5542 |
|
| R1 |
1.5568 |
1.5568 |
1.5534 |
1.5590 |
| PP |
1.5517 |
1.5517 |
1.5517 |
1.5528 |
| S1 |
1.5474 |
1.5474 |
1.5516 |
1.5496 |
| S2 |
1.5423 |
1.5423 |
1.5508 |
|
| S3 |
1.5329 |
1.5380 |
1.5499 |
|
| S4 |
1.5235 |
1.5286 |
1.5473 |
|
|
| 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 |
1.5592 |
1.5397 |
0.0195 |
1.3% |
0.0119 |
0.8% |
66% |
False |
False |
35,800 |
| 10 |
1.5593 |
1.5266 |
0.0327 |
2.1% |
0.0122 |
0.8% |
79% |
False |
False |
19,245 |
| 20 |
1.5929 |
1.5266 |
0.0663 |
4.3% |
0.0112 |
0.7% |
39% |
False |
False |
9,712 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0090 |
0.6% |
26% |
False |
False |
4,898 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0085 |
0.5% |
26% |
False |
False |
3,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5960 |
|
2.618 |
1.5806 |
|
1.618 |
1.5712 |
|
1.000 |
1.5654 |
|
0.618 |
1.5618 |
|
HIGH |
1.5560 |
|
0.618 |
1.5524 |
|
0.500 |
1.5513 |
|
0.382 |
1.5502 |
|
LOW |
1.5466 |
|
0.618 |
1.5408 |
|
1.000 |
1.5372 |
|
1.618 |
1.5314 |
|
2.618 |
1.5220 |
|
4.250 |
1.5067 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5521 |
1.5523 |
| PP |
1.5517 |
1.5522 |
| S1 |
1.5513 |
1.5520 |
|