CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6165 |
1.6176 |
0.0011 |
0.1% |
1.6117 |
| High |
1.6202 |
1.6276 |
0.0074 |
0.5% |
1.6276 |
| Low |
1.6154 |
1.6149 |
-0.0005 |
0.0% |
1.6071 |
| Close |
1.6192 |
1.6264 |
0.0072 |
0.4% |
1.6264 |
| Range |
0.0048 |
0.0127 |
0.0079 |
164.6% |
0.0205 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.2% |
0.0000 |
| Volume |
91,572 |
105,229 |
13,657 |
14.9% |
502,756 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6611 |
1.6564 |
1.6334 |
|
| R3 |
1.6484 |
1.6437 |
1.6299 |
|
| R2 |
1.6357 |
1.6357 |
1.6287 |
|
| R1 |
1.6310 |
1.6310 |
1.6276 |
1.6334 |
| PP |
1.6230 |
1.6230 |
1.6230 |
1.6241 |
| S1 |
1.6183 |
1.6183 |
1.6252 |
1.6207 |
| S2 |
1.6103 |
1.6103 |
1.6241 |
|
| S3 |
1.5976 |
1.6056 |
1.6229 |
|
| S4 |
1.5849 |
1.5929 |
1.6194 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6819 |
1.6746 |
1.6377 |
|
| R3 |
1.6614 |
1.6541 |
1.6320 |
|
| R2 |
1.6409 |
1.6409 |
1.6302 |
|
| R1 |
1.6336 |
1.6336 |
1.6283 |
1.6373 |
| PP |
1.6204 |
1.6204 |
1.6204 |
1.6222 |
| S1 |
1.6131 |
1.6131 |
1.6245 |
1.6168 |
| S2 |
1.5999 |
1.5999 |
1.6226 |
|
| S3 |
1.5794 |
1.5926 |
1.6208 |
|
| S4 |
1.5589 |
1.5721 |
1.6151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6276 |
1.6071 |
0.0205 |
1.3% |
0.0082 |
0.5% |
94% |
True |
False |
100,551 |
| 10 |
1.6276 |
1.5813 |
0.0463 |
2.8% |
0.0095 |
0.6% |
97% |
True |
False |
106,589 |
| 20 |
1.6276 |
1.5797 |
0.0479 |
2.9% |
0.0099 |
0.6% |
97% |
True |
False |
98,722 |
| 40 |
1.6276 |
1.5591 |
0.0685 |
4.2% |
0.0106 |
0.7% |
98% |
True |
False |
76,548 |
| 60 |
1.6276 |
1.5591 |
0.0685 |
4.2% |
0.0101 |
0.6% |
98% |
True |
False |
51,114 |
| 80 |
1.6276 |
1.5240 |
0.1036 |
6.4% |
0.0095 |
0.6% |
99% |
True |
False |
38,342 |
| 100 |
1.6276 |
1.5240 |
0.1036 |
6.4% |
0.0084 |
0.5% |
99% |
True |
False |
30,676 |
| 120 |
1.6276 |
1.5240 |
0.1036 |
6.4% |
0.0071 |
0.4% |
99% |
True |
False |
25,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6816 |
|
2.618 |
1.6608 |
|
1.618 |
1.6481 |
|
1.000 |
1.6403 |
|
0.618 |
1.6354 |
|
HIGH |
1.6276 |
|
0.618 |
1.6227 |
|
0.500 |
1.6213 |
|
0.382 |
1.6198 |
|
LOW |
1.6149 |
|
0.618 |
1.6071 |
|
1.000 |
1.6022 |
|
1.618 |
1.5944 |
|
2.618 |
1.5817 |
|
4.250 |
1.5609 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6247 |
1.6235 |
| PP |
1.6230 |
1.6206 |
| S1 |
1.6213 |
1.6177 |
|