CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5707 |
1.5663 |
-0.0044 |
-0.3% |
1.5534 |
| High |
1.5738 |
1.5663 |
-0.0075 |
-0.5% |
1.5704 |
| Low |
1.5671 |
1.5576 |
-0.0095 |
-0.6% |
1.5467 |
| Close |
1.5689 |
1.5587 |
-0.0102 |
-0.7% |
1.5673 |
| Range |
0.0067 |
0.0087 |
0.0020 |
29.9% |
0.0237 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.0% |
0.0000 |
| Volume |
451 |
17 |
-434 |
-96.2% |
31 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5870 |
1.5815 |
1.5635 |
|
| R3 |
1.5783 |
1.5728 |
1.5611 |
|
| R2 |
1.5696 |
1.5696 |
1.5603 |
|
| R1 |
1.5641 |
1.5641 |
1.5595 |
1.5625 |
| PP |
1.5609 |
1.5609 |
1.5609 |
1.5601 |
| S1 |
1.5554 |
1.5554 |
1.5579 |
1.5538 |
| S2 |
1.5522 |
1.5522 |
1.5571 |
|
| S3 |
1.5435 |
1.5467 |
1.5563 |
|
| S4 |
1.5348 |
1.5380 |
1.5539 |
|
|
| 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 |
1.5576 |
0.0167 |
1.1% |
0.0083 |
0.5% |
7% |
False |
True |
97 |
| 10 |
1.5743 |
1.5414 |
0.0329 |
2.1% |
0.0062 |
0.4% |
53% |
False |
False |
51 |
| 20 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0045 |
0.3% |
62% |
False |
False |
31 |
| 40 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0025 |
0.2% |
28% |
False |
False |
18 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0017 |
0.1% |
28% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6033 |
|
2.618 |
1.5891 |
|
1.618 |
1.5804 |
|
1.000 |
1.5750 |
|
0.618 |
1.5717 |
|
HIGH |
1.5663 |
|
0.618 |
1.5630 |
|
0.500 |
1.5620 |
|
0.382 |
1.5609 |
|
LOW |
1.5576 |
|
0.618 |
1.5522 |
|
1.000 |
1.5489 |
|
1.618 |
1.5435 |
|
2.618 |
1.5348 |
|
4.250 |
1.5206 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5620 |
1.5660 |
| PP |
1.5609 |
1.5635 |
| S1 |
1.5598 |
1.5611 |
|