CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5721 |
1.5662 |
-0.0059 |
-0.4% |
1.5525 |
| High |
1.5733 |
1.5754 |
0.0021 |
0.1% |
1.5747 |
| Low |
1.5631 |
1.5610 |
-0.0021 |
-0.1% |
1.5448 |
| Close |
1.5663 |
1.5728 |
0.0065 |
0.4% |
1.5676 |
| Range |
0.0102 |
0.0144 |
0.0042 |
41.2% |
0.0299 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.6% |
0.0000 |
| Volume |
90,312 |
101,215 |
10,903 |
12.1% |
286,541 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6129 |
1.6073 |
1.5807 |
|
| R3 |
1.5985 |
1.5929 |
1.5768 |
|
| R2 |
1.5841 |
1.5841 |
1.5754 |
|
| R1 |
1.5785 |
1.5785 |
1.5741 |
1.5813 |
| PP |
1.5697 |
1.5697 |
1.5697 |
1.5712 |
| S1 |
1.5641 |
1.5641 |
1.5715 |
1.5669 |
| S2 |
1.5553 |
1.5553 |
1.5702 |
|
| S3 |
1.5409 |
1.5497 |
1.5688 |
|
| S4 |
1.5265 |
1.5353 |
1.5649 |
|
|
| 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 |
1.5754 |
1.5466 |
0.0288 |
1.8% |
0.0143 |
0.9% |
91% |
True |
False |
85,632 |
| 10 |
1.5754 |
1.5363 |
0.0391 |
2.5% |
0.0143 |
0.9% |
93% |
True |
False |
49,714 |
| 20 |
1.5820 |
1.5266 |
0.0554 |
3.5% |
0.0122 |
0.8% |
83% |
False |
False |
25,197 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0097 |
0.6% |
46% |
False |
False |
12,645 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0089 |
0.6% |
46% |
False |
False |
8,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6366 |
|
2.618 |
1.6131 |
|
1.618 |
1.5987 |
|
1.000 |
1.5898 |
|
0.618 |
1.5843 |
|
HIGH |
1.5754 |
|
0.618 |
1.5699 |
|
0.500 |
1.5682 |
|
0.382 |
1.5665 |
|
LOW |
1.5610 |
|
0.618 |
1.5521 |
|
1.000 |
1.5466 |
|
1.618 |
1.5377 |
|
2.618 |
1.5233 |
|
4.250 |
1.4998 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5713 |
1.5689 |
| PP |
1.5697 |
1.5651 |
| S1 |
1.5682 |
1.5612 |
|