CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5596 |
1.5620 |
0.0024 |
0.2% |
1.5620 |
| High |
1.5633 |
1.5623 |
-0.0010 |
-0.1% |
1.5743 |
| Low |
1.5582 |
1.5540 |
-0.0042 |
-0.3% |
1.5552 |
| Close |
1.5630 |
1.5550 |
-0.0080 |
-0.5% |
1.5578 |
| Range |
0.0051 |
0.0083 |
0.0032 |
62.7% |
0.0191 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.8% |
0.0000 |
| Volume |
12 |
69 |
57 |
475.0% |
481 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5820 |
1.5768 |
1.5596 |
|
| R3 |
1.5737 |
1.5685 |
1.5573 |
|
| R2 |
1.5654 |
1.5654 |
1.5565 |
|
| R1 |
1.5602 |
1.5602 |
1.5558 |
1.5587 |
| PP |
1.5571 |
1.5571 |
1.5571 |
1.5563 |
| S1 |
1.5519 |
1.5519 |
1.5542 |
1.5504 |
| S2 |
1.5488 |
1.5488 |
1.5535 |
|
| S3 |
1.5405 |
1.5436 |
1.5527 |
|
| S4 |
1.5322 |
1.5353 |
1.5504 |
|
|
| 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 |
1.5663 |
1.5540 |
0.0123 |
0.8% |
0.0059 |
0.4% |
8% |
False |
True |
33 |
| 10 |
1.5743 |
1.5521 |
0.0222 |
1.4% |
0.0063 |
0.4% |
13% |
False |
False |
63 |
| 20 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0055 |
0.4% |
53% |
False |
False |
35 |
| 40 |
1.6172 |
1.5335 |
0.0837 |
5.4% |
0.0030 |
0.2% |
26% |
False |
False |
22 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0020 |
0.1% |
24% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5976 |
|
2.618 |
1.5840 |
|
1.618 |
1.5757 |
|
1.000 |
1.5706 |
|
0.618 |
1.5674 |
|
HIGH |
1.5623 |
|
0.618 |
1.5591 |
|
0.500 |
1.5582 |
|
0.382 |
1.5572 |
|
LOW |
1.5540 |
|
0.618 |
1.5489 |
|
1.000 |
1.5457 |
|
1.618 |
1.5406 |
|
2.618 |
1.5323 |
|
4.250 |
1.5187 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5582 |
1.5587 |
| PP |
1.5571 |
1.5574 |
| S1 |
1.5561 |
1.5562 |
|