CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5893 |
1.5919 |
0.0026 |
0.2% |
1.5885 |
| High |
1.5969 |
1.6037 |
0.0068 |
0.4% |
1.5979 |
| Low |
1.5857 |
1.5889 |
0.0032 |
0.2% |
1.5802 |
| Close |
1.5943 |
1.6023 |
0.0080 |
0.5% |
1.5846 |
| Range |
0.0112 |
0.0148 |
0.0036 |
32.1% |
0.0177 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.8% |
0.0000 |
| Volume |
89,778 |
145,257 |
55,479 |
61.8% |
420,572 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6427 |
1.6373 |
1.6104 |
|
| R3 |
1.6279 |
1.6225 |
1.6064 |
|
| R2 |
1.6131 |
1.6131 |
1.6050 |
|
| R1 |
1.6077 |
1.6077 |
1.6037 |
1.6104 |
| PP |
1.5983 |
1.5983 |
1.5983 |
1.5997 |
| S1 |
1.5929 |
1.5929 |
1.6009 |
1.5956 |
| S2 |
1.5835 |
1.5835 |
1.5996 |
|
| S3 |
1.5687 |
1.5781 |
1.5982 |
|
| S4 |
1.5539 |
1.5633 |
1.5942 |
|
|
| 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 |
1.6037 |
1.5813 |
0.0224 |
1.4% |
0.0113 |
0.7% |
94% |
True |
False |
101,847 |
| 10 |
1.6037 |
1.5797 |
0.0240 |
1.5% |
0.0105 |
0.7% |
94% |
True |
False |
93,177 |
| 20 |
1.6056 |
1.5761 |
0.0295 |
1.8% |
0.0109 |
0.7% |
89% |
False |
False |
93,646 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0109 |
0.7% |
93% |
False |
False |
58,272 |
| 60 |
1.6056 |
1.5525 |
0.0531 |
3.3% |
0.0100 |
0.6% |
94% |
False |
False |
38,871 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0092 |
0.6% |
96% |
False |
False |
29,160 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0079 |
0.5% |
96% |
False |
False |
23,330 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.3% |
0.0066 |
0.4% |
92% |
False |
False |
19,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6666 |
|
2.618 |
1.6424 |
|
1.618 |
1.6276 |
|
1.000 |
1.6185 |
|
0.618 |
1.6128 |
|
HIGH |
1.6037 |
|
0.618 |
1.5980 |
|
0.500 |
1.5963 |
|
0.382 |
1.5946 |
|
LOW |
1.5889 |
|
0.618 |
1.5798 |
|
1.000 |
1.5741 |
|
1.618 |
1.5650 |
|
2.618 |
1.5502 |
|
4.250 |
1.5260 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6003 |
1.5990 |
| PP |
1.5983 |
1.5958 |
| S1 |
1.5963 |
1.5925 |
|