CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5549 |
1.5721 |
0.0172 |
1.1% |
1.5525 |
| High |
1.5747 |
1.5733 |
-0.0014 |
-0.1% |
1.5747 |
| Low |
1.5470 |
1.5631 |
0.0161 |
1.0% |
1.5448 |
| Close |
1.5676 |
1.5663 |
-0.0013 |
-0.1% |
1.5676 |
| Range |
0.0277 |
0.0102 |
-0.0175 |
-63.2% |
0.0299 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
118,746 |
90,312 |
-28,434 |
-23.9% |
286,541 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5982 |
1.5924 |
1.5719 |
|
| R3 |
1.5880 |
1.5822 |
1.5691 |
|
| R2 |
1.5778 |
1.5778 |
1.5682 |
|
| R1 |
1.5720 |
1.5720 |
1.5672 |
1.5698 |
| PP |
1.5676 |
1.5676 |
1.5676 |
1.5665 |
| S1 |
1.5618 |
1.5618 |
1.5654 |
1.5596 |
| S2 |
1.5574 |
1.5574 |
1.5644 |
|
| S3 |
1.5472 |
1.5516 |
1.5635 |
|
| S4 |
1.5370 |
1.5414 |
1.5607 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6521 |
1.6397 |
1.5840 |
|
| R3 |
1.6222 |
1.6098 |
1.5758 |
|
| R2 |
1.5923 |
1.5923 |
1.5731 |
|
| R1 |
1.5799 |
1.5799 |
1.5703 |
1.5861 |
| PP |
1.5624 |
1.5624 |
1.5624 |
1.5655 |
| S1 |
1.5500 |
1.5500 |
1.5649 |
1.5562 |
| S2 |
1.5325 |
1.5325 |
1.5621 |
|
| S3 |
1.5026 |
1.5201 |
1.5594 |
|
| S4 |
1.4727 |
1.4902 |
1.5512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5747 |
1.5448 |
0.0299 |
1.9% |
0.0141 |
0.9% |
72% |
False |
False |
72,455 |
| 10 |
1.5747 |
1.5319 |
0.0428 |
2.7% |
0.0137 |
0.9% |
80% |
False |
False |
39,898 |
| 20 |
1.5832 |
1.5266 |
0.0566 |
3.6% |
0.0118 |
0.8% |
70% |
False |
False |
20,146 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0095 |
0.6% |
39% |
False |
False |
10,120 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0089 |
0.6% |
39% |
False |
False |
6,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6167 |
|
2.618 |
1.6000 |
|
1.618 |
1.5898 |
|
1.000 |
1.5835 |
|
0.618 |
1.5796 |
|
HIGH |
1.5733 |
|
0.618 |
1.5694 |
|
0.500 |
1.5682 |
|
0.382 |
1.5670 |
|
LOW |
1.5631 |
|
0.618 |
1.5568 |
|
1.000 |
1.5529 |
|
1.618 |
1.5466 |
|
2.618 |
1.5364 |
|
4.250 |
1.5198 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5682 |
1.5644 |
| PP |
1.5676 |
1.5625 |
| S1 |
1.5669 |
1.5607 |
|