CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6176 |
1.6266 |
0.0090 |
0.6% |
1.6117 |
| High |
1.6276 |
1.6298 |
0.0022 |
0.1% |
1.6276 |
| Low |
1.6149 |
1.6217 |
0.0068 |
0.4% |
1.6071 |
| Close |
1.6264 |
1.6229 |
-0.0035 |
-0.2% |
1.6264 |
| Range |
0.0127 |
0.0081 |
-0.0046 |
-36.2% |
0.0205 |
| ATR |
0.0100 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
105,229 |
97,901 |
-7,328 |
-7.0% |
502,756 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6491 |
1.6441 |
1.6274 |
|
| R3 |
1.6410 |
1.6360 |
1.6251 |
|
| R2 |
1.6329 |
1.6329 |
1.6244 |
|
| R1 |
1.6279 |
1.6279 |
1.6236 |
1.6264 |
| PP |
1.6248 |
1.6248 |
1.6248 |
1.6240 |
| S1 |
1.6198 |
1.6198 |
1.6222 |
1.6183 |
| S2 |
1.6167 |
1.6167 |
1.6214 |
|
| S3 |
1.6086 |
1.6117 |
1.6207 |
|
| S4 |
1.6005 |
1.6036 |
1.6184 |
|
|
| 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 |
1.6298 |
1.6077 |
0.0221 |
1.4% |
0.0087 |
0.5% |
69% |
True |
False |
101,518 |
| 10 |
1.6298 |
1.5857 |
0.0441 |
2.7% |
0.0094 |
0.6% |
84% |
True |
False |
106,765 |
| 20 |
1.6298 |
1.5797 |
0.0501 |
3.1% |
0.0098 |
0.6% |
86% |
True |
False |
98,042 |
| 40 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0105 |
0.6% |
90% |
True |
False |
78,973 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0102 |
0.6% |
90% |
True |
False |
52,744 |
| 80 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0095 |
0.6% |
93% |
True |
False |
39,565 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0084 |
0.5% |
93% |
True |
False |
31,655 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0072 |
0.4% |
93% |
True |
False |
26,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6642 |
|
2.618 |
1.6510 |
|
1.618 |
1.6429 |
|
1.000 |
1.6379 |
|
0.618 |
1.6348 |
|
HIGH |
1.6298 |
|
0.618 |
1.6267 |
|
0.500 |
1.6258 |
|
0.382 |
1.6248 |
|
LOW |
1.6217 |
|
0.618 |
1.6167 |
|
1.000 |
1.6136 |
|
1.618 |
1.6086 |
|
2.618 |
1.6005 |
|
4.250 |
1.5873 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6258 |
1.6227 |
| PP |
1.6248 |
1.6225 |
| S1 |
1.6239 |
1.6224 |
|