CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5376 |
1.5345 |
-0.0031 |
-0.2% |
1.5621 |
| High |
1.5376 |
1.5370 |
-0.0006 |
0.0% |
1.5621 |
| Low |
1.5376 |
1.5345 |
-0.0031 |
-0.2% |
1.5335 |
| Close |
1.5376 |
1.5364 |
-0.0012 |
-0.1% |
1.5367 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0286 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
62 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5435 |
1.5424 |
1.5378 |
|
| R3 |
1.5410 |
1.5399 |
1.5371 |
|
| R2 |
1.5385 |
1.5385 |
1.5369 |
|
| R1 |
1.5374 |
1.5374 |
1.5366 |
1.5380 |
| PP |
1.5360 |
1.5360 |
1.5360 |
1.5362 |
| S1 |
1.5349 |
1.5349 |
1.5362 |
1.5355 |
| S2 |
1.5335 |
1.5335 |
1.5359 |
|
| S3 |
1.5310 |
1.5324 |
1.5357 |
|
| S4 |
1.5285 |
1.5299 |
1.5350 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6299 |
1.6119 |
1.5524 |
|
| R3 |
1.6013 |
1.5833 |
1.5446 |
|
| R2 |
1.5727 |
1.5727 |
1.5419 |
|
| R1 |
1.5547 |
1.5547 |
1.5393 |
1.5494 |
| PP |
1.5441 |
1.5441 |
1.5441 |
1.5415 |
| S1 |
1.5261 |
1.5261 |
1.5341 |
1.5208 |
| S2 |
1.5155 |
1.5155 |
1.5315 |
|
| S3 |
1.4869 |
1.4975 |
1.5288 |
|
| S4 |
1.4583 |
1.4689 |
1.5210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5472 |
1.5335 |
0.0137 |
0.9% |
0.0025 |
0.2% |
21% |
False |
False |
10 |
| 10 |
1.5756 |
1.5335 |
0.0421 |
2.7% |
0.0013 |
0.1% |
7% |
False |
False |
11 |
| 20 |
1.6150 |
1.5335 |
0.0815 |
5.3% |
0.0011 |
0.1% |
4% |
False |
False |
10 |
| 40 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0006 |
0.0% |
3% |
False |
False |
6 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0005 |
0.0% |
3% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5476 |
|
2.618 |
1.5435 |
|
1.618 |
1.5410 |
|
1.000 |
1.5395 |
|
0.618 |
1.5385 |
|
HIGH |
1.5370 |
|
0.618 |
1.5360 |
|
0.500 |
1.5358 |
|
0.382 |
1.5355 |
|
LOW |
1.5345 |
|
0.618 |
1.5330 |
|
1.000 |
1.5320 |
|
1.618 |
1.5305 |
|
2.618 |
1.5280 |
|
4.250 |
1.5239 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5362 |
1.5377 |
| PP |
1.5360 |
1.5372 |
| S1 |
1.5358 |
1.5368 |
|