CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5620 |
1.5628 |
0.0008 |
0.1% |
1.5534 |
High |
1.5660 |
1.5743 |
0.0083 |
0.5% |
1.5704 |
Low |
1.5620 |
1.5628 |
0.0008 |
0.1% |
1.5467 |
Close |
1.5660 |
1.5724 |
0.0064 |
0.4% |
1.5673 |
Range |
0.0040 |
0.0115 |
0.0075 |
187.5% |
0.0237 |
ATR |
0.0070 |
0.0073 |
0.0003 |
4.7% |
0.0000 |
Volume |
4 |
1 |
-3 |
-75.0% |
31 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6043 |
1.5999 |
1.5787 |
|
R3 |
1.5928 |
1.5884 |
1.5756 |
|
R2 |
1.5813 |
1.5813 |
1.5745 |
|
R1 |
1.5769 |
1.5769 |
1.5735 |
1.5791 |
PP |
1.5698 |
1.5698 |
1.5698 |
1.5710 |
S1 |
1.5654 |
1.5654 |
1.5713 |
1.5676 |
S2 |
1.5583 |
1.5583 |
1.5703 |
|
S3 |
1.5468 |
1.5539 |
1.5692 |
|
S4 |
1.5353 |
1.5424 |
1.5661 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6326 |
1.6236 |
1.5803 |
|
R3 |
1.6089 |
1.5999 |
1.5738 |
|
R2 |
1.5852 |
1.5852 |
1.5716 |
|
R1 |
1.5762 |
1.5762 |
1.5695 |
1.5807 |
PP |
1.5615 |
1.5615 |
1.5615 |
1.5637 |
S1 |
1.5525 |
1.5525 |
1.5651 |
1.5570 |
S2 |
1.5378 |
1.5378 |
1.5630 |
|
S3 |
1.5141 |
1.5288 |
1.5608 |
|
S4 |
1.4904 |
1.5051 |
1.5543 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5743 |
1.5515 |
0.0228 |
1.5% |
0.0054 |
0.3% |
92% |
True |
False |
5 |
10 |
1.5743 |
1.5414 |
0.0329 |
2.1% |
0.0061 |
0.4% |
94% |
True |
False |
6 |
20 |
1.5756 |
1.5335 |
0.0421 |
2.7% |
0.0037 |
0.2% |
92% |
False |
False |
9 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0021 |
0.1% |
43% |
False |
False |
7 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0015 |
0.1% |
43% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6232 |
2.618 |
1.6044 |
1.618 |
1.5929 |
1.000 |
1.5858 |
0.618 |
1.5814 |
HIGH |
1.5743 |
0.618 |
1.5699 |
0.500 |
1.5686 |
0.382 |
1.5672 |
LOW |
1.5628 |
0.618 |
1.5557 |
1.000 |
1.5513 |
1.618 |
1.5442 |
2.618 |
1.5327 |
4.250 |
1.5139 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5711 |
1.5707 |
PP |
1.5698 |
1.5689 |
S1 |
1.5686 |
1.5672 |
|