CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5904 |
1.5885 |
-0.0019 |
-0.1% |
1.5862 |
| High |
1.5909 |
1.5902 |
-0.0007 |
0.0% |
1.6030 |
| Low |
1.5826 |
1.5797 |
-0.0029 |
-0.2% |
1.5792 |
| Close |
1.5882 |
1.5823 |
-0.0059 |
-0.4% |
1.5988 |
| Range |
0.0083 |
0.0105 |
0.0022 |
26.5% |
0.0238 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
91,523 |
88,499 |
-3,024 |
-3.3% |
494,230 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6156 |
1.6094 |
1.5881 |
|
| R3 |
1.6051 |
1.5989 |
1.5852 |
|
| R2 |
1.5946 |
1.5946 |
1.5842 |
|
| R1 |
1.5884 |
1.5884 |
1.5833 |
1.5863 |
| PP |
1.5841 |
1.5841 |
1.5841 |
1.5830 |
| S1 |
1.5779 |
1.5779 |
1.5813 |
1.5758 |
| S2 |
1.5736 |
1.5736 |
1.5804 |
|
| S3 |
1.5631 |
1.5674 |
1.5794 |
|
| S4 |
1.5526 |
1.5569 |
1.5765 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6651 |
1.6557 |
1.6119 |
|
| R3 |
1.6413 |
1.6319 |
1.6053 |
|
| R2 |
1.6175 |
1.6175 |
1.6032 |
|
| R1 |
1.6081 |
1.6081 |
1.6010 |
1.6128 |
| PP |
1.5937 |
1.5937 |
1.5937 |
1.5960 |
| S1 |
1.5843 |
1.5843 |
1.5966 |
1.5890 |
| S2 |
1.5699 |
1.5699 |
1.5944 |
|
| S3 |
1.5461 |
1.5605 |
1.5923 |
|
| S4 |
1.5223 |
1.5367 |
1.5857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6056 |
1.5797 |
0.0259 |
1.6% |
0.0107 |
0.7% |
10% |
False |
True |
97,595 |
| 10 |
1.6056 |
1.5792 |
0.0264 |
1.7% |
0.0109 |
0.7% |
12% |
False |
False |
95,046 |
| 20 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0112 |
0.7% |
50% |
False |
False |
78,125 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0106 |
0.7% |
50% |
False |
False |
39,503 |
| 60 |
1.6056 |
1.5240 |
0.0816 |
5.2% |
0.0097 |
0.6% |
71% |
False |
False |
26,347 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.2% |
0.0086 |
0.5% |
71% |
False |
False |
19,765 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.2% |
0.0071 |
0.4% |
71% |
False |
False |
15,812 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0059 |
0.4% |
68% |
False |
False |
13,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6348 |
|
2.618 |
1.6177 |
|
1.618 |
1.6072 |
|
1.000 |
1.6007 |
|
0.618 |
1.5967 |
|
HIGH |
1.5902 |
|
0.618 |
1.5862 |
|
0.500 |
1.5850 |
|
0.382 |
1.5837 |
|
LOW |
1.5797 |
|
0.618 |
1.5732 |
|
1.000 |
1.5692 |
|
1.618 |
1.5627 |
|
2.618 |
1.5522 |
|
4.250 |
1.5351 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5850 |
1.5919 |
| PP |
1.5841 |
1.5887 |
| S1 |
1.5832 |
1.5855 |
|