CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5662 |
1.5720 |
0.0058 |
0.4% |
1.5525 |
| High |
1.5754 |
1.5773 |
0.0019 |
0.1% |
1.5747 |
| Low |
1.5610 |
1.5644 |
0.0034 |
0.2% |
1.5448 |
| Close |
1.5728 |
1.5694 |
-0.0034 |
-0.2% |
1.5676 |
| Range |
0.0144 |
0.0129 |
-0.0015 |
-10.4% |
0.0299 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
0.5% |
0.0000 |
| Volume |
101,215 |
108,532 |
7,317 |
7.2% |
286,541 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6091 |
1.6021 |
1.5765 |
|
| R3 |
1.5962 |
1.5892 |
1.5729 |
|
| R2 |
1.5833 |
1.5833 |
1.5718 |
|
| R1 |
1.5763 |
1.5763 |
1.5706 |
1.5734 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5689 |
| S1 |
1.5634 |
1.5634 |
1.5682 |
1.5605 |
| S2 |
1.5575 |
1.5575 |
1.5670 |
|
| S3 |
1.5446 |
1.5505 |
1.5659 |
|
| S4 |
1.5317 |
1.5376 |
1.5623 |
|
|
| 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 |
1.5773 |
1.5466 |
0.0307 |
2.0% |
0.0149 |
1.0% |
74% |
True |
False |
95,917 |
| 10 |
1.5773 |
1.5397 |
0.0376 |
2.4% |
0.0141 |
0.9% |
79% |
True |
False |
60,298 |
| 20 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0125 |
0.8% |
84% |
True |
False |
30,620 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0100 |
0.6% |
42% |
False |
False |
15,354 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0090 |
0.6% |
42% |
False |
False |
10,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6321 |
|
2.618 |
1.6111 |
|
1.618 |
1.5982 |
|
1.000 |
1.5902 |
|
0.618 |
1.5853 |
|
HIGH |
1.5773 |
|
0.618 |
1.5724 |
|
0.500 |
1.5709 |
|
0.382 |
1.5693 |
|
LOW |
1.5644 |
|
0.618 |
1.5564 |
|
1.000 |
1.5515 |
|
1.618 |
1.5435 |
|
2.618 |
1.5306 |
|
4.250 |
1.5096 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5709 |
1.5693 |
| PP |
1.5704 |
1.5692 |
| S1 |
1.5699 |
1.5692 |
|