CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

6BU12 began trading on 03/01/2012 and has 92 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 08/17/2012.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.12)

Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 1.02x

ATR(14) %: 0.7%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	1.5478	1.5525	0.0047	0.3%	1.5692
High	1.5536	1.5547	0.0011	0.1%	1.5720
Low	1.5468	1.5476	0.0008	0.1%	1.5458
Close	1.5516	1.5502	-0.0014	-0.1%	1.5472
Range	0.0068	0.0071	0.0003	4.4%	0.0262
ATR(14)	0.0114	0.0111	-0.0003	-2.7%	0.0118
Volume	61,105	79,826	18,721	30.6%	192,198

Multi-Period Performance

1-Month (21d)

0.3%

3-Month (63d)

-2.2%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-2.7%

52-Week Range

52W Low: 1.5266 (1.5%)

Position (23%)

52W High: 1.6276 (4.8%)

Daily Pivots for day following 10-Jul-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	1.5721	1.5683	1.5541
R3	1.5650	1.5612	1.5522
R2	1.5579	1.5579	1.5515
R1	1.5541	1.5541	1.5509	1.5525
PP	1.5508	1.5508	1.5508	1.5500
S1	1.5470	1.5470	1.5496	1.5454
S2	1.5437	1.5437	1.5489
S3	1.5366	1.5399	1.5483
S4	1.5295	1.5328	1.5463

Weekly Pivots for week ending 06-Jul-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	1.6336	1.6166	1.5616
R3	1.6074	1.5904	1.5544
R2	1.5812	1.5812	1.5520
R1	1.5642	1.5642	1.5496	1.5596
PP	1.5550	1.5550	1.5550	1.5527
S1	1.5380	1.5380	1.5448	1.5334
S2	1.5288	1.5288	1.5424
S3	1.5026	1.5118	1.5400
S4	1.4764	1.4856	1.5328

Fisher Pivots for day following 10-Jul-2012

Pivot	1 Day	3 Day
R1	1.5512	1.5504
PP	1.5508	1.5503
S1	1.5505	1.5503

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1.5849
2.618	1.5733
1.618	1.5662
1.000	1.5618
0.618	1.5591
HIGH	1.5547
0.618	1.5520
0.500	1.5512
0.382	1.5503
LOW	1.5476
0.618	1.5432
1.000	1.5405
1.618	1.5361
2.618	1.5290
4.250	1.5174

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1.6038
38.2%	1.5890
50.0%	1.5771
61.8%	1.5652
78.6%	1.5482

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	1.5541	-0.0039	-0.3%	Below
10-Day SMA	1.5575	-0.0073	-0.5%	Below
20-Day SMA	1.5593	-0.0091	-0.6%	Below
50-Day SMA	1.5722	-0.0220	-1.4%	Below
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 1.5751

Middle: 1.5593

Lower: 1.5434

Bandwidth: 2.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 1.5589

Kijun-sen: 1.5546

Span A: 1.5568

Span B: 1.5771

Chikou Span: 1.5366

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

43.35

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.00

Signal: -0.00 · Hist: -0.00

Stochastic (14, 3)

Bullish

%K: 13.97

%D: 12.28

StochRSI (14)

Neutral

%K: 15.86

%D: 23.35

ADX (14) & Trend

Neutral

18.65

+DI: 14.95 · -DI: 23.39

CCI (20)

Neutral

-93.50

Range -100 to +100

Williams %R (14)

Neutral

-86.03

Range -100 to 0

Ultimate Oscillator

Neutral

46.55

Periods: 7, 14, 28

ROC (12)

Bullish

-0.57%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

-0.00

Bull: -0.00 · Bear: -0.01

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5711	1.5458	0.0253	1.6%	0.0096	0.6%	17%	False	False	45,776
10	1.5720	1.5458	0.0262	1.7%	0.0111	0.7%	17%	False	False	75,086
20	1.5773	1.5448	0.0325	2.1%	0.0119	0.8%	17%	False	False	78,555
40	1.6095	1.5266	0.0829	5.3%	0.0113	0.7%	28%	False	False	40,310
60	1.6276	1.5266	0.1010	6.5%	0.0098	0.6%	23%	False	False	26,900
80	1.6276	1.5266	0.1010	6.5%	0.0091	0.6%	23%	False	False	20,192

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