CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6150 |
1.6188 |
0.0038 |
0.2% |
1.6266 |
| High |
1.6193 |
1.6195 |
0.0002 |
0.0% |
1.6298 |
| Low |
1.6110 |
1.6118 |
0.0008 |
0.0% |
1.6137 |
| Close |
1.6179 |
1.6161 |
-0.0018 |
-0.1% |
1.6141 |
| Range |
0.0083 |
0.0077 |
-0.0006 |
-7.2% |
0.0161 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
78,157 |
100,148 |
21,991 |
28.1% |
457,173 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6389 |
1.6352 |
1.6203 |
|
| R3 |
1.6312 |
1.6275 |
1.6182 |
|
| R2 |
1.6235 |
1.6235 |
1.6175 |
|
| R1 |
1.6198 |
1.6198 |
1.6168 |
1.6178 |
| PP |
1.6158 |
1.6158 |
1.6158 |
1.6148 |
| S1 |
1.6121 |
1.6121 |
1.6154 |
1.6101 |
| S2 |
1.6081 |
1.6081 |
1.6147 |
|
| S3 |
1.6004 |
1.6044 |
1.6140 |
|
| S4 |
1.5927 |
1.5967 |
1.6119 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6675 |
1.6569 |
1.6230 |
|
| R3 |
1.6514 |
1.6408 |
1.6185 |
|
| R2 |
1.6353 |
1.6353 |
1.6171 |
|
| R1 |
1.6247 |
1.6247 |
1.6156 |
1.6220 |
| PP |
1.6192 |
1.6192 |
1.6192 |
1.6178 |
| S1 |
1.6086 |
1.6086 |
1.6126 |
1.6059 |
| S2 |
1.6031 |
1.6031 |
1.6111 |
|
| S3 |
1.5870 |
1.5925 |
1.6097 |
|
| S4 |
1.5709 |
1.5764 |
1.6052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6235 |
1.6110 |
0.0125 |
0.8% |
0.0071 |
0.4% |
41% |
False |
False |
93,059 |
| 10 |
1.6298 |
1.6077 |
0.0221 |
1.4% |
0.0080 |
0.5% |
38% |
False |
False |
95,679 |
| 20 |
1.6298 |
1.5813 |
0.0485 |
3.0% |
0.0087 |
0.5% |
72% |
False |
False |
98,959 |
| 40 |
1.6298 |
1.5611 |
0.0687 |
4.3% |
0.0098 |
0.6% |
80% |
False |
False |
91,072 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
81% |
False |
False |
61,700 |
| 80 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0095 |
0.6% |
87% |
False |
False |
46,284 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0088 |
0.5% |
87% |
False |
False |
37,031 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.5% |
0.0075 |
0.5% |
87% |
False |
False |
30,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6522 |
|
2.618 |
1.6397 |
|
1.618 |
1.6320 |
|
1.000 |
1.6272 |
|
0.618 |
1.6243 |
|
HIGH |
1.6195 |
|
0.618 |
1.6166 |
|
0.500 |
1.6157 |
|
0.382 |
1.6147 |
|
LOW |
1.6118 |
|
0.618 |
1.6070 |
|
1.000 |
1.6041 |
|
1.618 |
1.5993 |
|
2.618 |
1.5916 |
|
4.250 |
1.5791 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6160 |
1.6159 |
| PP |
1.6158 |
1.6156 |
| S1 |
1.6157 |
1.6154 |
|