CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5537 |
1.5565 |
0.0028 |
0.2% |
1.5548 |
| High |
1.5537 |
1.5701 |
0.0164 |
1.1% |
1.5701 |
| Low |
1.5489 |
1.5565 |
0.0076 |
0.5% |
1.5489 |
| Close |
1.5489 |
1.5673 |
0.0184 |
1.2% |
1.5673 |
| Range |
0.0048 |
0.0136 |
0.0088 |
183.3% |
0.0212 |
| ATR |
0.0072 |
0.0082 |
0.0010 |
13.9% |
0.0000 |
| Volume |
29 |
12 |
-17 |
-58.6% |
181 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6054 |
1.6000 |
1.5748 |
|
| R3 |
1.5918 |
1.5864 |
1.5710 |
|
| R2 |
1.5782 |
1.5782 |
1.5698 |
|
| R1 |
1.5728 |
1.5728 |
1.5685 |
1.5755 |
| PP |
1.5646 |
1.5646 |
1.5646 |
1.5660 |
| S1 |
1.5592 |
1.5592 |
1.5661 |
1.5619 |
| S2 |
1.5510 |
1.5510 |
1.5648 |
|
| S3 |
1.5374 |
1.5456 |
1.5636 |
|
| S4 |
1.5238 |
1.5320 |
1.5598 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6257 |
1.6177 |
1.5790 |
|
| R3 |
1.6045 |
1.5965 |
1.5731 |
|
| R2 |
1.5833 |
1.5833 |
1.5712 |
|
| R1 |
1.5753 |
1.5753 |
1.5692 |
1.5793 |
| PP |
1.5621 |
1.5621 |
1.5621 |
1.5641 |
| S1 |
1.5541 |
1.5541 |
1.5654 |
1.5581 |
| S2 |
1.5409 |
1.5409 |
1.5634 |
|
| S3 |
1.5197 |
1.5329 |
1.5615 |
|
| S4 |
1.4985 |
1.5117 |
1.5556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5701 |
1.5489 |
0.0212 |
1.4% |
0.0068 |
0.4% |
87% |
True |
False |
36 |
| 10 |
1.5743 |
1.5489 |
0.0254 |
1.6% |
0.0070 |
0.4% |
72% |
False |
False |
66 |
| 20 |
1.5743 |
1.5345 |
0.0398 |
2.5% |
0.0059 |
0.4% |
82% |
False |
False |
36 |
| 40 |
1.6159 |
1.5335 |
0.0824 |
5.3% |
0.0035 |
0.2% |
41% |
False |
False |
23 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0023 |
0.1% |
37% |
False |
False |
16 |
| 80 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0018 |
0.1% |
37% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6279 |
|
2.618 |
1.6057 |
|
1.618 |
1.5921 |
|
1.000 |
1.5837 |
|
0.618 |
1.5785 |
|
HIGH |
1.5701 |
|
0.618 |
1.5649 |
|
0.500 |
1.5633 |
|
0.382 |
1.5617 |
|
LOW |
1.5565 |
|
0.618 |
1.5481 |
|
1.000 |
1.5429 |
|
1.618 |
1.5345 |
|
2.618 |
1.5209 |
|
4.250 |
1.4987 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5660 |
1.5647 |
| PP |
1.5646 |
1.5621 |
| S1 |
1.5633 |
1.5595 |
|