CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5631 |
1.5566 |
-0.0065 |
-0.4% |
1.5721 |
| High |
1.5637 |
1.5621 |
-0.0016 |
-0.1% |
1.5773 |
| Low |
1.5541 |
1.5481 |
-0.0060 |
-0.4% |
1.5553 |
| Close |
1.5554 |
1.5493 |
-0.0061 |
-0.4% |
1.5582 |
| Range |
0.0096 |
0.0140 |
0.0044 |
45.8% |
0.0220 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.8% |
0.0000 |
| Volume |
82,314 |
100,762 |
18,448 |
22.4% |
486,697 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5952 |
1.5862 |
1.5570 |
|
| R3 |
1.5812 |
1.5722 |
1.5532 |
|
| R2 |
1.5672 |
1.5672 |
1.5519 |
|
| R1 |
1.5582 |
1.5582 |
1.5506 |
1.5557 |
| PP |
1.5532 |
1.5532 |
1.5532 |
1.5519 |
| S1 |
1.5442 |
1.5442 |
1.5480 |
1.5417 |
| S2 |
1.5392 |
1.5392 |
1.5467 |
|
| S3 |
1.5252 |
1.5302 |
1.5455 |
|
| S4 |
1.5112 |
1.5162 |
1.5416 |
|
|
| 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 |
1.5647 |
1.5481 |
0.0166 |
1.1% |
0.0091 |
0.6% |
7% |
False |
True |
85,867 |
| 10 |
1.5773 |
1.5470 |
0.0303 |
2.0% |
0.0126 |
0.8% |
8% |
False |
False |
95,336 |
| 20 |
1.5773 |
1.5266 |
0.0507 |
3.3% |
0.0124 |
0.8% |
45% |
False |
False |
57,291 |
| 40 |
1.6200 |
1.5266 |
0.0934 |
6.0% |
0.0104 |
0.7% |
24% |
False |
False |
28,705 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0092 |
0.6% |
22% |
False |
False |
19,163 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0085 |
0.5% |
22% |
False |
False |
14,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6216 |
|
2.618 |
1.5988 |
|
1.618 |
1.5848 |
|
1.000 |
1.5761 |
|
0.618 |
1.5708 |
|
HIGH |
1.5621 |
|
0.618 |
1.5568 |
|
0.500 |
1.5551 |
|
0.382 |
1.5534 |
|
LOW |
1.5481 |
|
0.618 |
1.5394 |
|
1.000 |
1.5341 |
|
1.618 |
1.5254 |
|
2.618 |
1.5114 |
|
4.250 |
1.4886 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5551 |
1.5564 |
| PP |
1.5532 |
1.5540 |
| S1 |
1.5512 |
1.5517 |
|