CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5885 |
1.5892 |
0.0007 |
0.0% |
1.6002 |
| High |
1.5908 |
1.5925 |
0.0017 |
0.1% |
1.6056 |
| Low |
1.5829 |
1.5802 |
-0.0027 |
-0.2% |
1.5797 |
| Close |
1.5901 |
1.5853 |
-0.0048 |
-0.3% |
1.5823 |
| Range |
0.0079 |
0.0123 |
0.0044 |
55.7% |
0.0259 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.1% |
0.0000 |
| Volume |
35,299 |
107,459 |
72,160 |
204.4% |
376,487 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6229 |
1.6164 |
1.5921 |
|
| R3 |
1.6106 |
1.6041 |
1.5887 |
|
| R2 |
1.5983 |
1.5983 |
1.5876 |
|
| R1 |
1.5918 |
1.5918 |
1.5864 |
1.5889 |
| PP |
1.5860 |
1.5860 |
1.5860 |
1.5846 |
| S1 |
1.5795 |
1.5795 |
1.5842 |
1.5766 |
| S2 |
1.5737 |
1.5737 |
1.5830 |
|
| S3 |
1.5614 |
1.5672 |
1.5819 |
|
| S4 |
1.5491 |
1.5549 |
1.5785 |
|
|
| 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 |
1.6040 |
1.5797 |
0.0243 |
1.5% |
0.0109 |
0.7% |
23% |
False |
False |
85,912 |
| 10 |
1.6056 |
1.5797 |
0.0259 |
1.6% |
0.0102 |
0.6% |
22% |
False |
False |
91,991 |
| 20 |
1.6056 |
1.5611 |
0.0445 |
2.8% |
0.0109 |
0.7% |
54% |
False |
False |
83,185 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0107 |
0.7% |
56% |
False |
False |
43,070 |
| 60 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0097 |
0.6% |
75% |
False |
False |
28,725 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0089 |
0.6% |
75% |
False |
False |
21,549 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0073 |
0.5% |
75% |
False |
False |
17,240 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0061 |
0.4% |
72% |
False |
False |
14,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6448 |
|
2.618 |
1.6247 |
|
1.618 |
1.6124 |
|
1.000 |
1.6048 |
|
0.618 |
1.6001 |
|
HIGH |
1.5925 |
|
0.618 |
1.5878 |
|
0.500 |
1.5864 |
|
0.382 |
1.5849 |
|
LOW |
1.5802 |
|
0.618 |
1.5726 |
|
1.000 |
1.5679 |
|
1.618 |
1.5603 |
|
2.618 |
1.5480 |
|
4.250 |
1.5279 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5864 |
1.5861 |
| PP |
1.5860 |
1.5858 |
| S1 |
1.5857 |
1.5856 |
|