CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6232 |
1.6217 |
-0.0015 |
-0.1% |
1.6117 |
| High |
1.6244 |
1.6235 |
-0.0009 |
-0.1% |
1.6276 |
| Low |
1.6182 |
1.6157 |
-0.0025 |
-0.2% |
1.6071 |
| Close |
1.6216 |
1.6193 |
-0.0023 |
-0.1% |
1.6264 |
| Range |
0.0062 |
0.0078 |
0.0016 |
25.8% |
0.0205 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
72,281 |
101,568 |
29,287 |
40.5% |
502,756 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6429 |
1.6389 |
1.6236 |
|
| R3 |
1.6351 |
1.6311 |
1.6214 |
|
| R2 |
1.6273 |
1.6273 |
1.6207 |
|
| R1 |
1.6233 |
1.6233 |
1.6200 |
1.6214 |
| PP |
1.6195 |
1.6195 |
1.6195 |
1.6186 |
| S1 |
1.6155 |
1.6155 |
1.6186 |
1.6136 |
| S2 |
1.6117 |
1.6117 |
1.6179 |
|
| S3 |
1.6039 |
1.6077 |
1.6172 |
|
| S4 |
1.5961 |
1.5999 |
1.6150 |
|
|
| 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 |
1.6149 |
0.0149 |
0.9% |
0.0079 |
0.5% |
30% |
False |
False |
93,710 |
| 10 |
1.6298 |
1.6003 |
0.0295 |
1.8% |
0.0082 |
0.5% |
64% |
False |
False |
100,646 |
| 20 |
1.6298 |
1.5797 |
0.0501 |
3.1% |
0.0093 |
0.6% |
79% |
False |
False |
96,912 |
| 40 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0102 |
0.6% |
85% |
False |
False |
83,194 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0102 |
0.6% |
85% |
False |
False |
55,640 |
| 80 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0094 |
0.6% |
90% |
False |
False |
41,738 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0086 |
0.5% |
90% |
False |
False |
33,394 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0073 |
0.4% |
90% |
False |
False |
27,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6567 |
|
2.618 |
1.6439 |
|
1.618 |
1.6361 |
|
1.000 |
1.6313 |
|
0.618 |
1.6283 |
|
HIGH |
1.6235 |
|
0.618 |
1.6205 |
|
0.500 |
1.6196 |
|
0.382 |
1.6187 |
|
LOW |
1.6157 |
|
0.618 |
1.6109 |
|
1.000 |
1.6079 |
|
1.618 |
1.6031 |
|
2.618 |
1.5953 |
|
4.250 |
1.5826 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6196 |
1.6228 |
| PP |
1.6195 |
1.6216 |
| S1 |
1.6194 |
1.6205 |
|