CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6139 |
1.6165 |
0.0026 |
0.2% |
1.5859 |
| High |
1.6200 |
1.6202 |
0.0002 |
0.0% |
1.6146 |
| Low |
1.6077 |
1.6154 |
0.0077 |
0.5% |
1.5813 |
| Close |
1.6175 |
1.6192 |
0.0017 |
0.1% |
1.6103 |
| Range |
0.0123 |
0.0048 |
-0.0075 |
-61.0% |
0.0333 |
| ATR |
0.0101 |
0.0098 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
124,513 |
91,572 |
-32,941 |
-26.5% |
563,140 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6327 |
1.6307 |
1.6218 |
|
| R3 |
1.6279 |
1.6259 |
1.6205 |
|
| R2 |
1.6231 |
1.6231 |
1.6201 |
|
| R1 |
1.6211 |
1.6211 |
1.6196 |
1.6221 |
| PP |
1.6183 |
1.6183 |
1.6183 |
1.6188 |
| S1 |
1.6163 |
1.6163 |
1.6188 |
1.6173 |
| S2 |
1.6135 |
1.6135 |
1.6183 |
|
| S3 |
1.6087 |
1.6115 |
1.6179 |
|
| S4 |
1.6039 |
1.6067 |
1.6166 |
|
|
| 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 |
1.6202 |
1.6032 |
0.0170 |
1.0% |
0.0080 |
0.5% |
94% |
True |
False |
102,054 |
| 10 |
1.6202 |
1.5813 |
0.0389 |
2.4% |
0.0095 |
0.6% |
97% |
True |
False |
105,692 |
| 20 |
1.6202 |
1.5797 |
0.0405 |
2.5% |
0.0098 |
0.6% |
98% |
True |
False |
98,238 |
| 40 |
1.6202 |
1.5591 |
0.0611 |
3.8% |
0.0105 |
0.6% |
98% |
True |
False |
73,969 |
| 60 |
1.6202 |
1.5591 |
0.0611 |
3.8% |
0.0102 |
0.6% |
98% |
True |
False |
49,360 |
| 80 |
1.6202 |
1.5240 |
0.0962 |
5.9% |
0.0094 |
0.6% |
99% |
True |
False |
37,027 |
| 100 |
1.6202 |
1.5240 |
0.0962 |
5.9% |
0.0082 |
0.5% |
99% |
True |
False |
29,624 |
| 120 |
1.6202 |
1.5240 |
0.0962 |
5.9% |
0.0070 |
0.4% |
99% |
True |
False |
24,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6406 |
|
2.618 |
1.6328 |
|
1.618 |
1.6280 |
|
1.000 |
1.6250 |
|
0.618 |
1.6232 |
|
HIGH |
1.6202 |
|
0.618 |
1.6184 |
|
0.500 |
1.6178 |
|
0.382 |
1.6172 |
|
LOW |
1.6154 |
|
0.618 |
1.6124 |
|
1.000 |
1.6106 |
|
1.618 |
1.6076 |
|
2.618 |
1.6028 |
|
4.250 |
1.5950 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6187 |
1.6175 |
| PP |
1.6183 |
1.6157 |
| S1 |
1.6178 |
1.6140 |
|