CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5592 |
1.5587 |
-0.0005 |
0.0% |
1.5721 |
| High |
1.5630 |
1.5589 |
-0.0041 |
-0.3% |
1.5773 |
| Low |
1.5553 |
1.5534 |
-0.0019 |
-0.1% |
1.5553 |
| Close |
1.5582 |
1.5559 |
-0.0023 |
-0.1% |
1.5582 |
| Range |
0.0077 |
0.0055 |
-0.0022 |
-28.6% |
0.0220 |
| ATR |
0.0120 |
0.0115 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
81,411 |
61,569 |
-19,842 |
-24.4% |
486,697 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5726 |
1.5697 |
1.5589 |
|
| R3 |
1.5671 |
1.5642 |
1.5574 |
|
| R2 |
1.5616 |
1.5616 |
1.5569 |
|
| R1 |
1.5587 |
1.5587 |
1.5564 |
1.5574 |
| PP |
1.5561 |
1.5561 |
1.5561 |
1.5554 |
| S1 |
1.5532 |
1.5532 |
1.5554 |
1.5519 |
| S2 |
1.5506 |
1.5506 |
1.5549 |
|
| S3 |
1.5451 |
1.5477 |
1.5544 |
|
| S4 |
1.5396 |
1.5422 |
1.5529 |
|
|
| 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 |
1.5534 |
0.0239 |
1.5% |
0.0112 |
0.7% |
10% |
False |
True |
91,590 |
| 10 |
1.5773 |
1.5448 |
0.0325 |
2.1% |
0.0127 |
0.8% |
34% |
False |
False |
82,023 |
| 20 |
1.5773 |
1.5266 |
0.0507 |
3.3% |
0.0129 |
0.8% |
58% |
False |
False |
43,008 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0101 |
0.6% |
29% |
False |
False |
21,552 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0090 |
0.6% |
29% |
False |
False |
14,396 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0080 |
0.5% |
29% |
False |
False |
10,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5823 |
|
2.618 |
1.5733 |
|
1.618 |
1.5678 |
|
1.000 |
1.5644 |
|
0.618 |
1.5623 |
|
HIGH |
1.5589 |
|
0.618 |
1.5568 |
|
0.500 |
1.5562 |
|
0.382 |
1.5555 |
|
LOW |
1.5534 |
|
0.618 |
1.5500 |
|
1.000 |
1.5479 |
|
1.618 |
1.5445 |
|
2.618 |
1.5390 |
|
4.250 |
1.5300 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5562 |
1.5632 |
| PP |
1.5561 |
1.5607 |
| S1 |
1.5560 |
1.5583 |
|