CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5858 |
1.5907 |
0.0049 |
0.3% |
1.6002 |
| High |
1.5933 |
1.5979 |
0.0046 |
0.3% |
1.6056 |
| Low |
1.5845 |
1.5896 |
0.0051 |
0.3% |
1.5797 |
| Close |
1.5896 |
1.5965 |
0.0069 |
0.4% |
1.5823 |
| Range |
0.0088 |
0.0083 |
-0.0005 |
-5.7% |
0.0259 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
99,756 |
81,799 |
-17,957 |
-18.0% |
376,487 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6196 |
1.6163 |
1.6011 |
|
| R3 |
1.6113 |
1.6080 |
1.5988 |
|
| R2 |
1.6030 |
1.6030 |
1.5980 |
|
| R1 |
1.5997 |
1.5997 |
1.5973 |
1.6014 |
| PP |
1.5947 |
1.5947 |
1.5947 |
1.5955 |
| S1 |
1.5914 |
1.5914 |
1.5957 |
1.5931 |
| S2 |
1.5864 |
1.5864 |
1.5950 |
|
| S3 |
1.5781 |
1.5831 |
1.5942 |
|
| S4 |
1.5698 |
1.5748 |
1.5919 |
|
|
| 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 |
1.5979 |
1.5797 |
0.0182 |
1.1% |
0.0096 |
0.6% |
92% |
True |
False |
82,562 |
| 10 |
1.6056 |
1.5797 |
0.0259 |
1.6% |
0.0101 |
0.6% |
65% |
False |
False |
90,784 |
| 20 |
1.6056 |
1.5624 |
0.0432 |
2.7% |
0.0106 |
0.7% |
79% |
False |
False |
86,709 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0107 |
0.7% |
80% |
False |
False |
47,605 |
| 60 |
1.6056 |
1.5329 |
0.0727 |
4.6% |
0.0097 |
0.6% |
87% |
False |
False |
31,748 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0090 |
0.6% |
89% |
False |
False |
23,818 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0074 |
0.5% |
89% |
False |
False |
19,056 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.3% |
0.0062 |
0.4% |
85% |
False |
False |
15,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6332 |
|
2.618 |
1.6196 |
|
1.618 |
1.6113 |
|
1.000 |
1.6062 |
|
0.618 |
1.6030 |
|
HIGH |
1.5979 |
|
0.618 |
1.5947 |
|
0.500 |
1.5938 |
|
0.382 |
1.5928 |
|
LOW |
1.5896 |
|
0.618 |
1.5845 |
|
1.000 |
1.5813 |
|
1.618 |
1.5762 |
|
2.618 |
1.5679 |
|
4.250 |
1.5543 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5956 |
1.5940 |
| PP |
1.5947 |
1.5915 |
| S1 |
1.5938 |
1.5891 |
|