CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5587 |
1.5566 |
-0.0021 |
-0.1% |
1.5721 |
| High |
1.5589 |
1.5647 |
0.0058 |
0.4% |
1.5773 |
| Low |
1.5534 |
1.5559 |
0.0025 |
0.2% |
1.5553 |
| Close |
1.5559 |
1.5634 |
0.0075 |
0.5% |
1.5582 |
| Range |
0.0055 |
0.0088 |
0.0033 |
60.0% |
0.0220 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
61,569 |
103,280 |
41,711 |
67.7% |
486,697 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5877 |
1.5844 |
1.5682 |
|
| R3 |
1.5789 |
1.5756 |
1.5658 |
|
| R2 |
1.5701 |
1.5701 |
1.5650 |
|
| R1 |
1.5668 |
1.5668 |
1.5642 |
1.5685 |
| PP |
1.5613 |
1.5613 |
1.5613 |
1.5622 |
| S1 |
1.5580 |
1.5580 |
1.5626 |
1.5597 |
| S2 |
1.5525 |
1.5525 |
1.5618 |
|
| S3 |
1.5437 |
1.5492 |
1.5610 |
|
| S4 |
1.5349 |
1.5404 |
1.5586 |
|
|
| 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% |
0.0101 |
0.6% |
42% |
False |
False |
92,003 |
| 10 |
1.5773 |
1.5466 |
0.0307 |
2.0% |
0.0122 |
0.8% |
55% |
False |
False |
88,817 |
| 20 |
1.5773 |
1.5266 |
0.0507 |
3.2% |
0.0128 |
0.8% |
73% |
False |
False |
48,166 |
| 40 |
1.6220 |
1.5266 |
0.0954 |
6.1% |
0.0101 |
0.6% |
39% |
False |
False |
24,131 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0091 |
0.6% |
36% |
False |
False |
16,114 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0082 |
0.5% |
36% |
False |
False |
12,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6021 |
|
2.618 |
1.5877 |
|
1.618 |
1.5789 |
|
1.000 |
1.5735 |
|
0.618 |
1.5701 |
|
HIGH |
1.5647 |
|
0.618 |
1.5613 |
|
0.500 |
1.5603 |
|
0.382 |
1.5593 |
|
LOW |
1.5559 |
|
0.618 |
1.5505 |
|
1.000 |
1.5471 |
|
1.618 |
1.5417 |
|
2.618 |
1.5329 |
|
4.250 |
1.5185 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5624 |
1.5620 |
| PP |
1.5613 |
1.5605 |
| S1 |
1.5603 |
1.5591 |
|