CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6217 |
1.6195 |
-0.0022 |
-0.1% |
1.6117 |
| High |
1.6235 |
1.6212 |
-0.0023 |
-0.1% |
1.6276 |
| Low |
1.6157 |
1.6155 |
-0.0002 |
0.0% |
1.6071 |
| Close |
1.6193 |
1.6178 |
-0.0015 |
-0.1% |
1.6264 |
| Range |
0.0078 |
0.0057 |
-0.0021 |
-26.9% |
0.0205 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
101,568 |
87,159 |
-14,409 |
-14.2% |
502,756 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6353 |
1.6322 |
1.6209 |
|
| R3 |
1.6296 |
1.6265 |
1.6194 |
|
| R2 |
1.6239 |
1.6239 |
1.6188 |
|
| R1 |
1.6208 |
1.6208 |
1.6183 |
1.6195 |
| PP |
1.6182 |
1.6182 |
1.6182 |
1.6175 |
| S1 |
1.6151 |
1.6151 |
1.6173 |
1.6138 |
| S2 |
1.6125 |
1.6125 |
1.6168 |
|
| S3 |
1.6068 |
1.6094 |
1.6162 |
|
| S4 |
1.6011 |
1.6037 |
1.6147 |
|
|
| 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% |
0.0081 |
0.5% |
19% |
False |
False |
92,827 |
| 10 |
1.6298 |
1.6032 |
0.0266 |
1.6% |
0.0080 |
0.5% |
55% |
False |
False |
97,440 |
| 20 |
1.6298 |
1.5797 |
0.0501 |
3.1% |
0.0092 |
0.6% |
76% |
False |
False |
96,693 |
| 40 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0102 |
0.6% |
83% |
False |
False |
85,298 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
83% |
False |
False |
57,093 |
| 80 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0095 |
0.6% |
89% |
False |
False |
42,827 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0086 |
0.5% |
89% |
False |
False |
34,266 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0073 |
0.5% |
89% |
False |
False |
28,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6454 |
|
2.618 |
1.6361 |
|
1.618 |
1.6304 |
|
1.000 |
1.6269 |
|
0.618 |
1.6247 |
|
HIGH |
1.6212 |
|
0.618 |
1.6190 |
|
0.500 |
1.6184 |
|
0.382 |
1.6177 |
|
LOW |
1.6155 |
|
0.618 |
1.6120 |
|
1.000 |
1.6098 |
|
1.618 |
1.6063 |
|
2.618 |
1.6006 |
|
4.250 |
1.5913 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6184 |
1.6200 |
| PP |
1.6182 |
1.6192 |
| S1 |
1.6180 |
1.6185 |
|