CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5566 |
1.5517 |
-0.0049 |
-0.3% |
1.5587 |
| High |
1.5621 |
1.5713 |
0.0092 |
0.6% |
1.5713 |
| Low |
1.5481 |
1.5493 |
0.0012 |
0.1% |
1.5481 |
| Close |
1.5493 |
1.5677 |
0.0184 |
1.2% |
1.5677 |
| Range |
0.0140 |
0.0220 |
0.0080 |
57.1% |
0.0232 |
| ATR |
0.0114 |
0.0122 |
0.0008 |
6.6% |
0.0000 |
| Volume |
100,762 |
131,373 |
30,611 |
30.4% |
479,298 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6288 |
1.6202 |
1.5798 |
|
| R3 |
1.6068 |
1.5982 |
1.5738 |
|
| R2 |
1.5848 |
1.5848 |
1.5717 |
|
| R1 |
1.5762 |
1.5762 |
1.5697 |
1.5805 |
| PP |
1.5628 |
1.5628 |
1.5628 |
1.5649 |
| S1 |
1.5542 |
1.5542 |
1.5657 |
1.5585 |
| S2 |
1.5408 |
1.5408 |
1.5637 |
|
| S3 |
1.5188 |
1.5322 |
1.5617 |
|
| S4 |
1.4968 |
1.5102 |
1.5556 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6320 |
1.6230 |
1.5805 |
|
| R3 |
1.6088 |
1.5998 |
1.5741 |
|
| R2 |
1.5856 |
1.5856 |
1.5720 |
|
| R1 |
1.5766 |
1.5766 |
1.5698 |
1.5811 |
| PP |
1.5624 |
1.5624 |
1.5624 |
1.5646 |
| S1 |
1.5534 |
1.5534 |
1.5656 |
1.5579 |
| S2 |
1.5392 |
1.5392 |
1.5634 |
|
| S3 |
1.5160 |
1.5302 |
1.5613 |
|
| S4 |
1.4928 |
1.5070 |
1.5549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5713 |
1.5481 |
0.0232 |
1.5% |
0.0120 |
0.8% |
84% |
True |
False |
95,859 |
| 10 |
1.5773 |
1.5481 |
0.0292 |
1.9% |
0.0121 |
0.8% |
67% |
False |
False |
96,599 |
| 20 |
1.5773 |
1.5319 |
0.0454 |
2.9% |
0.0127 |
0.8% |
79% |
False |
False |
63,768 |
| 40 |
1.6180 |
1.5266 |
0.0914 |
5.8% |
0.0109 |
0.7% |
45% |
False |
False |
31,989 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0094 |
0.6% |
41% |
False |
False |
21,352 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0087 |
0.6% |
41% |
False |
False |
16,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6648 |
|
2.618 |
1.6289 |
|
1.618 |
1.6069 |
|
1.000 |
1.5933 |
|
0.618 |
1.5849 |
|
HIGH |
1.5713 |
|
0.618 |
1.5629 |
|
0.500 |
1.5603 |
|
0.382 |
1.5577 |
|
LOW |
1.5493 |
|
0.618 |
1.5357 |
|
1.000 |
1.5273 |
|
1.618 |
1.5137 |
|
2.618 |
1.4917 |
|
4.250 |
1.4558 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5652 |
1.5650 |
| PP |
1.5628 |
1.5624 |
| S1 |
1.5603 |
1.5597 |
|