CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5548 |
1.5596 |
0.0048 |
0.3% |
1.5620 |
| High |
1.5562 |
1.5633 |
0.0071 |
0.5% |
1.5743 |
| Low |
1.5540 |
1.5582 |
0.0042 |
0.3% |
1.5552 |
| Close |
1.5555 |
1.5630 |
0.0075 |
0.5% |
1.5578 |
| Range |
0.0022 |
0.0051 |
0.0029 |
131.8% |
0.0191 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.7% |
0.0000 |
| Volume |
59 |
12 |
-47 |
-79.7% |
481 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5768 |
1.5750 |
1.5658 |
|
| R3 |
1.5717 |
1.5699 |
1.5644 |
|
| R2 |
1.5666 |
1.5666 |
1.5639 |
|
| R1 |
1.5648 |
1.5648 |
1.5635 |
1.5657 |
| PP |
1.5615 |
1.5615 |
1.5615 |
1.5620 |
| S1 |
1.5597 |
1.5597 |
1.5625 |
1.5606 |
| S2 |
1.5564 |
1.5564 |
1.5621 |
|
| S3 |
1.5513 |
1.5546 |
1.5616 |
|
| S4 |
1.5462 |
1.5495 |
1.5602 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6197 |
1.6079 |
1.5683 |
|
| R3 |
1.6006 |
1.5888 |
1.5631 |
|
| R2 |
1.5815 |
1.5815 |
1.5613 |
|
| R1 |
1.5697 |
1.5697 |
1.5596 |
1.5661 |
| PP |
1.5624 |
1.5624 |
1.5624 |
1.5606 |
| S1 |
1.5506 |
1.5506 |
1.5560 |
1.5470 |
| S2 |
1.5433 |
1.5433 |
1.5543 |
|
| S3 |
1.5242 |
1.5315 |
1.5525 |
|
| S4 |
1.5051 |
1.5124 |
1.5473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5738 |
1.5540 |
0.0198 |
1.3% |
0.0055 |
0.4% |
45% |
False |
False |
109 |
| 10 |
1.5743 |
1.5515 |
0.0228 |
1.5% |
0.0055 |
0.4% |
50% |
False |
False |
57 |
| 20 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0051 |
0.3% |
72% |
False |
False |
33 |
| 40 |
1.6195 |
1.5335 |
0.0860 |
5.5% |
0.0028 |
0.2% |
34% |
False |
False |
20 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0019 |
0.1% |
32% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5850 |
|
2.618 |
1.5767 |
|
1.618 |
1.5716 |
|
1.000 |
1.5684 |
|
0.618 |
1.5665 |
|
HIGH |
1.5633 |
|
0.618 |
1.5614 |
|
0.500 |
1.5608 |
|
0.382 |
1.5601 |
|
LOW |
1.5582 |
|
0.618 |
1.5550 |
|
1.000 |
1.5531 |
|
1.618 |
1.5499 |
|
2.618 |
1.5448 |
|
4.250 |
1.5365 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5623 |
1.5616 |
| PP |
1.5615 |
1.5601 |
| S1 |
1.5608 |
1.5587 |
|