CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6153 |
1.6132 |
-0.0021 |
-0.1% |
1.6266 |
| High |
1.6161 |
1.6180 |
0.0019 |
0.1% |
1.6298 |
| Low |
1.6062 |
1.6089 |
0.0027 |
0.2% |
1.6137 |
| Close |
1.6140 |
1.6151 |
0.0011 |
0.1% |
1.6141 |
| Range |
0.0099 |
0.0091 |
-0.0008 |
-8.1% |
0.0161 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.2% |
0.0000 |
| Volume |
126,104 |
116,843 |
-9,261 |
-7.3% |
457,173 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6413 |
1.6373 |
1.6201 |
|
| R3 |
1.6322 |
1.6282 |
1.6176 |
|
| R2 |
1.6231 |
1.6231 |
1.6168 |
|
| R1 |
1.6191 |
1.6191 |
1.6159 |
1.6211 |
| PP |
1.6140 |
1.6140 |
1.6140 |
1.6150 |
| S1 |
1.6100 |
1.6100 |
1.6143 |
1.6120 |
| S2 |
1.6049 |
1.6049 |
1.6134 |
|
| S3 |
1.5958 |
1.6009 |
1.6126 |
|
| S4 |
1.5867 |
1.5918 |
1.6101 |
|
|
| 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 |
1.6198 |
1.6062 |
0.0136 |
0.8% |
0.0082 |
0.5% |
65% |
False |
False |
103,903 |
| 10 |
1.6298 |
1.6062 |
0.0236 |
1.5% |
0.0082 |
0.5% |
38% |
False |
False |
98,365 |
| 20 |
1.6298 |
1.5813 |
0.0485 |
3.0% |
0.0088 |
0.5% |
70% |
False |
False |
102,029 |
| 40 |
1.6298 |
1.5624 |
0.0674 |
4.2% |
0.0097 |
0.6% |
78% |
False |
False |
94,369 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
79% |
False |
False |
65,746 |
| 80 |
1.6298 |
1.5329 |
0.0969 |
6.0% |
0.0094 |
0.6% |
85% |
False |
False |
49,318 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0090 |
0.6% |
86% |
False |
False |
39,460 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0077 |
0.5% |
86% |
False |
False |
32,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6567 |
|
2.618 |
1.6418 |
|
1.618 |
1.6327 |
|
1.000 |
1.6271 |
|
0.618 |
1.6236 |
|
HIGH |
1.6180 |
|
0.618 |
1.6145 |
|
0.500 |
1.6135 |
|
0.382 |
1.6124 |
|
LOW |
1.6089 |
|
0.618 |
1.6033 |
|
1.000 |
1.5998 |
|
1.618 |
1.5942 |
|
2.618 |
1.5851 |
|
4.250 |
1.5702 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6146 |
1.6144 |
| PP |
1.6140 |
1.6136 |
| S1 |
1.6135 |
1.6129 |
|