CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5885 |
1.5885 |
0.0000 |
0.0% |
1.6002 |
| High |
1.5902 |
1.5908 |
0.0006 |
0.0% |
1.6056 |
| Low |
1.5797 |
1.5829 |
0.0032 |
0.2% |
1.5797 |
| Close |
1.5823 |
1.5901 |
0.0078 |
0.5% |
1.5823 |
| Range |
0.0105 |
0.0079 |
-0.0026 |
-24.8% |
0.0259 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
88,499 |
35,299 |
-53,200 |
-60.1% |
376,487 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6116 |
1.6088 |
1.5944 |
|
| R3 |
1.6037 |
1.6009 |
1.5923 |
|
| R2 |
1.5958 |
1.5958 |
1.5915 |
|
| R1 |
1.5930 |
1.5930 |
1.5908 |
1.5944 |
| PP |
1.5879 |
1.5879 |
1.5879 |
1.5887 |
| S1 |
1.5851 |
1.5851 |
1.5894 |
1.5865 |
| S2 |
1.5800 |
1.5800 |
1.5887 |
|
| S3 |
1.5721 |
1.5772 |
1.5879 |
|
| S4 |
1.5642 |
1.5693 |
1.5858 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6669 |
1.6505 |
1.5965 |
|
| R3 |
1.6410 |
1.6246 |
1.5894 |
|
| R2 |
1.6151 |
1.6151 |
1.5870 |
|
| R1 |
1.5987 |
1.5987 |
1.5847 |
1.5940 |
| PP |
1.5892 |
1.5892 |
1.5892 |
1.5868 |
| S1 |
1.5728 |
1.5728 |
1.5799 |
1.5681 |
| S2 |
1.5633 |
1.5633 |
1.5776 |
|
| S3 |
1.5374 |
1.5469 |
1.5752 |
|
| S4 |
1.5115 |
1.5210 |
1.5681 |
|
|
| 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% |
0.0101 |
0.6% |
40% |
False |
False |
82,357 |
| 10 |
1.6056 |
1.5792 |
0.0264 |
1.7% |
0.0107 |
0.7% |
41% |
False |
False |
90,601 |
| 20 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0107 |
0.7% |
67% |
False |
False |
79,050 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0106 |
0.7% |
67% |
False |
False |
40,384 |
| 60 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0096 |
0.6% |
81% |
False |
False |
26,935 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0087 |
0.5% |
81% |
False |
False |
20,206 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0071 |
0.4% |
81% |
False |
False |
16,165 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0060 |
0.4% |
77% |
False |
False |
13,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6244 |
|
2.618 |
1.6115 |
|
1.618 |
1.6036 |
|
1.000 |
1.5987 |
|
0.618 |
1.5957 |
|
HIGH |
1.5908 |
|
0.618 |
1.5878 |
|
0.500 |
1.5869 |
|
0.382 |
1.5859 |
|
LOW |
1.5829 |
|
0.618 |
1.5780 |
|
1.000 |
1.5750 |
|
1.618 |
1.5701 |
|
2.618 |
1.5622 |
|
4.250 |
1.5493 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5890 |
1.5885 |
| PP |
1.5879 |
1.5869 |
| S1 |
1.5869 |
1.5853 |
|