CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6188 |
1.6153 |
-0.0035 |
-0.2% |
1.6266 |
| High |
1.6195 |
1.6161 |
-0.0034 |
-0.2% |
1.6298 |
| Low |
1.6118 |
1.6062 |
-0.0056 |
-0.3% |
1.6137 |
| Close |
1.6161 |
1.6140 |
-0.0021 |
-0.1% |
1.6141 |
| Range |
0.0077 |
0.0099 |
0.0022 |
28.6% |
0.0161 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.9% |
0.0000 |
| Volume |
100,148 |
126,104 |
25,956 |
25.9% |
457,173 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6418 |
1.6378 |
1.6194 |
|
| R3 |
1.6319 |
1.6279 |
1.6167 |
|
| R2 |
1.6220 |
1.6220 |
1.6158 |
|
| R1 |
1.6180 |
1.6180 |
1.6149 |
1.6151 |
| PP |
1.6121 |
1.6121 |
1.6121 |
1.6106 |
| S1 |
1.6081 |
1.6081 |
1.6131 |
1.6052 |
| S2 |
1.6022 |
1.6022 |
1.6122 |
|
| S3 |
1.5923 |
1.5982 |
1.6113 |
|
| S4 |
1.5824 |
1.5883 |
1.6086 |
|
|
| 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 |
1.6212 |
1.6062 |
0.0150 |
0.9% |
0.0075 |
0.5% |
52% |
False |
True |
97,966 |
| 10 |
1.6298 |
1.6062 |
0.0236 |
1.5% |
0.0077 |
0.5% |
33% |
False |
True |
95,838 |
| 20 |
1.6298 |
1.5813 |
0.0485 |
3.0% |
0.0088 |
0.5% |
67% |
False |
False |
100,276 |
| 40 |
1.6298 |
1.5624 |
0.0674 |
4.2% |
0.0097 |
0.6% |
77% |
False |
False |
93,033 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
78% |
False |
False |
63,800 |
| 80 |
1.6298 |
1.5290 |
0.1008 |
6.2% |
0.0094 |
0.6% |
84% |
False |
False |
47,858 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0089 |
0.6% |
85% |
False |
False |
38,292 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0076 |
0.5% |
85% |
False |
False |
31,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6582 |
|
2.618 |
1.6420 |
|
1.618 |
1.6321 |
|
1.000 |
1.6260 |
|
0.618 |
1.6222 |
|
HIGH |
1.6161 |
|
0.618 |
1.6123 |
|
0.500 |
1.6112 |
|
0.382 |
1.6100 |
|
LOW |
1.6062 |
|
0.618 |
1.6001 |
|
1.000 |
1.5963 |
|
1.618 |
1.5902 |
|
2.618 |
1.5803 |
|
4.250 |
1.5641 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6131 |
1.6136 |
| PP |
1.6121 |
1.6132 |
| S1 |
1.6112 |
1.6129 |
|