CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6012 |
1.6046 |
0.0034 |
0.2% |
1.5859 |
| High |
1.6072 |
1.6146 |
0.0074 |
0.5% |
1.6146 |
| Low |
1.6003 |
1.6032 |
0.0029 |
0.2% |
1.5813 |
| Close |
1.6051 |
1.6103 |
0.0052 |
0.3% |
1.6103 |
| Range |
0.0069 |
0.0114 |
0.0045 |
65.2% |
0.0333 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.5% |
0.0000 |
| Volume |
119,216 |
112,744 |
-6,472 |
-5.4% |
563,140 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6436 |
1.6383 |
1.6166 |
|
| R3 |
1.6322 |
1.6269 |
1.6134 |
|
| R2 |
1.6208 |
1.6208 |
1.6124 |
|
| R1 |
1.6155 |
1.6155 |
1.6113 |
1.6182 |
| PP |
1.6094 |
1.6094 |
1.6094 |
1.6107 |
| S1 |
1.6041 |
1.6041 |
1.6093 |
1.6068 |
| S2 |
1.5980 |
1.5980 |
1.6082 |
|
| S3 |
1.5866 |
1.5927 |
1.6072 |
|
| S4 |
1.5752 |
1.5813 |
1.6040 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7020 |
1.6894 |
1.6286 |
|
| R3 |
1.6687 |
1.6561 |
1.6195 |
|
| R2 |
1.6354 |
1.6354 |
1.6164 |
|
| R1 |
1.6228 |
1.6228 |
1.6134 |
1.6291 |
| PP |
1.6021 |
1.6021 |
1.6021 |
1.6052 |
| S1 |
1.5895 |
1.5895 |
1.6072 |
1.5958 |
| S2 |
1.5688 |
1.5688 |
1.6042 |
|
| S3 |
1.5355 |
1.5562 |
1.6011 |
|
| S4 |
1.5022 |
1.5229 |
1.5920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6146 |
1.5813 |
0.0333 |
2.1% |
0.0107 |
0.7% |
87% |
True |
False |
112,628 |
| 10 |
1.6146 |
1.5802 |
0.0344 |
2.1% |
0.0104 |
0.6% |
88% |
True |
False |
98,371 |
| 20 |
1.6146 |
1.5792 |
0.0354 |
2.2% |
0.0107 |
0.7% |
88% |
True |
False |
96,708 |
| 40 |
1.6146 |
1.5591 |
0.0555 |
3.4% |
0.0108 |
0.7% |
92% |
True |
False |
64,061 |
| 60 |
1.6146 |
1.5591 |
0.0555 |
3.4% |
0.0101 |
0.6% |
92% |
True |
False |
42,736 |
| 80 |
1.6146 |
1.5240 |
0.0906 |
5.6% |
0.0094 |
0.6% |
95% |
True |
False |
32,059 |
| 100 |
1.6146 |
1.5240 |
0.0906 |
5.6% |
0.0080 |
0.5% |
95% |
True |
False |
25,650 |
| 120 |
1.6146 |
1.5240 |
0.0906 |
5.6% |
0.0068 |
0.4% |
95% |
True |
False |
21,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6631 |
|
2.618 |
1.6444 |
|
1.618 |
1.6330 |
|
1.000 |
1.6260 |
|
0.618 |
1.6216 |
|
HIGH |
1.6146 |
|
0.618 |
1.6102 |
|
0.500 |
1.6089 |
|
0.382 |
1.6076 |
|
LOW |
1.6032 |
|
0.618 |
1.5962 |
|
1.000 |
1.5918 |
|
1.618 |
1.5848 |
|
2.618 |
1.5734 |
|
4.250 |
1.5548 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6098 |
1.6075 |
| PP |
1.6094 |
1.6046 |
| S1 |
1.6089 |
1.6018 |
|