CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5892 |
1.5858 |
-0.0034 |
-0.2% |
1.6002 |
| High |
1.5925 |
1.5933 |
0.0008 |
0.1% |
1.6056 |
| Low |
1.5802 |
1.5845 |
0.0043 |
0.3% |
1.5797 |
| Close |
1.5853 |
1.5896 |
0.0043 |
0.3% |
1.5823 |
| Range |
0.0123 |
0.0088 |
-0.0035 |
-28.5% |
0.0259 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
107,459 |
99,756 |
-7,703 |
-7.2% |
376,487 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6155 |
1.6114 |
1.5944 |
|
| R3 |
1.6067 |
1.6026 |
1.5920 |
|
| R2 |
1.5979 |
1.5979 |
1.5912 |
|
| R1 |
1.5938 |
1.5938 |
1.5904 |
1.5959 |
| PP |
1.5891 |
1.5891 |
1.5891 |
1.5902 |
| S1 |
1.5850 |
1.5850 |
1.5888 |
1.5871 |
| S2 |
1.5803 |
1.5803 |
1.5880 |
|
| S3 |
1.5715 |
1.5762 |
1.5872 |
|
| S4 |
1.5627 |
1.5674 |
1.5848 |
|
|
| 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 |
1.5933 |
1.5797 |
0.0136 |
0.9% |
0.0096 |
0.6% |
73% |
True |
False |
84,507 |
| 10 |
1.6056 |
1.5797 |
0.0259 |
1.6% |
0.0105 |
0.7% |
38% |
False |
False |
93,672 |
| 20 |
1.6056 |
1.5624 |
0.0432 |
2.7% |
0.0107 |
0.7% |
63% |
False |
False |
85,790 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0108 |
0.7% |
66% |
False |
False |
45,561 |
| 60 |
1.6056 |
1.5290 |
0.0766 |
4.8% |
0.0096 |
0.6% |
79% |
False |
False |
30,386 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0089 |
0.6% |
80% |
False |
False |
22,796 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0074 |
0.5% |
80% |
False |
False |
18,238 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0061 |
0.4% |
77% |
False |
False |
15,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6307 |
|
2.618 |
1.6163 |
|
1.618 |
1.6075 |
|
1.000 |
1.6021 |
|
0.618 |
1.5987 |
|
HIGH |
1.5933 |
|
0.618 |
1.5899 |
|
0.500 |
1.5889 |
|
0.382 |
1.5879 |
|
LOW |
1.5845 |
|
0.618 |
1.5791 |
|
1.000 |
1.5757 |
|
1.618 |
1.5703 |
|
2.618 |
1.5615 |
|
4.250 |
1.5471 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5894 |
1.5887 |
| PP |
1.5891 |
1.5877 |
| S1 |
1.5889 |
1.5868 |
|