CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5907 |
1.5949 |
0.0042 |
0.3% |
1.5885 |
| High |
1.5979 |
1.5965 |
-0.0014 |
-0.1% |
1.5979 |
| Low |
1.5896 |
1.5834 |
-0.0062 |
-0.4% |
1.5802 |
| Close |
1.5965 |
1.5846 |
-0.0119 |
-0.7% |
1.5846 |
| Range |
0.0083 |
0.0131 |
0.0048 |
57.8% |
0.0177 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.8% |
0.0000 |
| Volume |
81,799 |
96,259 |
14,460 |
17.7% |
420,572 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6275 |
1.6191 |
1.5918 |
|
| R3 |
1.6144 |
1.6060 |
1.5882 |
|
| R2 |
1.6013 |
1.6013 |
1.5870 |
|
| R1 |
1.5929 |
1.5929 |
1.5858 |
1.5906 |
| PP |
1.5882 |
1.5882 |
1.5882 |
1.5870 |
| S1 |
1.5798 |
1.5798 |
1.5834 |
1.5775 |
| S2 |
1.5751 |
1.5751 |
1.5822 |
|
| S3 |
1.5620 |
1.5667 |
1.5810 |
|
| S4 |
1.5489 |
1.5536 |
1.5774 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6407 |
1.6303 |
1.5943 |
|
| R3 |
1.6230 |
1.6126 |
1.5895 |
|
| R2 |
1.6053 |
1.6053 |
1.5878 |
|
| R1 |
1.5949 |
1.5949 |
1.5862 |
1.5913 |
| PP |
1.5876 |
1.5876 |
1.5876 |
1.5857 |
| S1 |
1.5772 |
1.5772 |
1.5830 |
1.5736 |
| S2 |
1.5699 |
1.5699 |
1.5814 |
|
| S3 |
1.5522 |
1.5595 |
1.5797 |
|
| S4 |
1.5345 |
1.5418 |
1.5749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5979 |
1.5802 |
0.0177 |
1.1% |
0.0101 |
0.6% |
25% |
False |
False |
84,114 |
| 10 |
1.6056 |
1.5797 |
0.0259 |
1.6% |
0.0104 |
0.7% |
19% |
False |
False |
90,854 |
| 20 |
1.6056 |
1.5685 |
0.0371 |
2.3% |
0.0108 |
0.7% |
43% |
False |
False |
89,201 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0109 |
0.7% |
55% |
False |
False |
50,006 |
| 60 |
1.6056 |
1.5417 |
0.0639 |
4.0% |
0.0097 |
0.6% |
67% |
False |
False |
33,352 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0091 |
0.6% |
74% |
False |
False |
25,022 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0076 |
0.5% |
74% |
False |
False |
20,018 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0063 |
0.4% |
71% |
False |
False |
16,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6522 |
|
2.618 |
1.6308 |
|
1.618 |
1.6177 |
|
1.000 |
1.6096 |
|
0.618 |
1.6046 |
|
HIGH |
1.5965 |
|
0.618 |
1.5915 |
|
0.500 |
1.5900 |
|
0.382 |
1.5884 |
|
LOW |
1.5834 |
|
0.618 |
1.5753 |
|
1.000 |
1.5703 |
|
1.618 |
1.5622 |
|
2.618 |
1.5491 |
|
4.250 |
1.5277 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5900 |
1.5907 |
| PP |
1.5882 |
1.5886 |
| S1 |
1.5864 |
1.5866 |
|