CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5706 |
1.5592 |
-0.0114 |
-0.7% |
1.5721 |
| High |
1.5729 |
1.5630 |
-0.0099 |
-0.6% |
1.5773 |
| Low |
1.5573 |
1.5553 |
-0.0020 |
-0.1% |
1.5553 |
| Close |
1.5591 |
1.5582 |
-0.0009 |
-0.1% |
1.5582 |
| Range |
0.0156 |
0.0077 |
-0.0079 |
-50.6% |
0.0220 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
105,227 |
81,411 |
-23,816 |
-22.6% |
486,697 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5819 |
1.5778 |
1.5624 |
|
| R3 |
1.5742 |
1.5701 |
1.5603 |
|
| R2 |
1.5665 |
1.5665 |
1.5596 |
|
| R1 |
1.5624 |
1.5624 |
1.5589 |
1.5606 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5580 |
| S1 |
1.5547 |
1.5547 |
1.5575 |
1.5529 |
| S2 |
1.5511 |
1.5511 |
1.5568 |
|
| S3 |
1.5434 |
1.5470 |
1.5561 |
|
| S4 |
1.5357 |
1.5393 |
1.5540 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6296 |
1.6159 |
1.5703 |
|
| R3 |
1.6076 |
1.5939 |
1.5643 |
|
| R2 |
1.5856 |
1.5856 |
1.5622 |
|
| R1 |
1.5719 |
1.5719 |
1.5602 |
1.5678 |
| PP |
1.5636 |
1.5636 |
1.5636 |
1.5615 |
| S1 |
1.5499 |
1.5499 |
1.5562 |
1.5458 |
| S2 |
1.5416 |
1.5416 |
1.5542 |
|
| S3 |
1.5196 |
1.5279 |
1.5522 |
|
| S4 |
1.4976 |
1.5059 |
1.5461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5773 |
1.5553 |
0.0220 |
1.4% |
0.0122 |
0.8% |
13% |
False |
True |
97,339 |
| 10 |
1.5773 |
1.5448 |
0.0325 |
2.1% |
0.0133 |
0.9% |
41% |
False |
False |
77,323 |
| 20 |
1.5773 |
1.5266 |
0.0507 |
3.3% |
0.0129 |
0.8% |
62% |
False |
False |
39,936 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0102 |
0.7% |
31% |
False |
False |
20,015 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0091 |
0.6% |
31% |
False |
False |
13,371 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0080 |
0.5% |
31% |
False |
False |
10,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5957 |
|
2.618 |
1.5832 |
|
1.618 |
1.5755 |
|
1.000 |
1.5707 |
|
0.618 |
1.5678 |
|
HIGH |
1.5630 |
|
0.618 |
1.5601 |
|
0.500 |
1.5592 |
|
0.382 |
1.5582 |
|
LOW |
1.5553 |
|
0.618 |
1.5505 |
|
1.000 |
1.5476 |
|
1.618 |
1.5428 |
|
2.618 |
1.5351 |
|
4.250 |
1.5226 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5592 |
1.5663 |
| PP |
1.5588 |
1.5636 |
| S1 |
1.5585 |
1.5609 |
|