CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6132 |
1.6131 |
-0.0001 |
0.0% |
1.6150 |
| High |
1.6180 |
1.6140 |
-0.0040 |
-0.2% |
1.6195 |
| Low |
1.6089 |
1.6057 |
-0.0032 |
-0.2% |
1.6057 |
| Close |
1.6151 |
1.6067 |
-0.0084 |
-0.5% |
1.6067 |
| Range |
0.0091 |
0.0083 |
-0.0008 |
-8.8% |
0.0138 |
| ATR |
0.0089 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
116,843 |
101,597 |
-15,246 |
-13.0% |
522,849 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6337 |
1.6285 |
1.6113 |
|
| R3 |
1.6254 |
1.6202 |
1.6090 |
|
| R2 |
1.6171 |
1.6171 |
1.6082 |
|
| R1 |
1.6119 |
1.6119 |
1.6075 |
1.6104 |
| PP |
1.6088 |
1.6088 |
1.6088 |
1.6080 |
| S1 |
1.6036 |
1.6036 |
1.6059 |
1.6021 |
| S2 |
1.6005 |
1.6005 |
1.6052 |
|
| S3 |
1.5922 |
1.5953 |
1.6044 |
|
| S4 |
1.5839 |
1.5870 |
1.6021 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6520 |
1.6432 |
1.6143 |
|
| R3 |
1.6382 |
1.6294 |
1.6105 |
|
| R2 |
1.6244 |
1.6244 |
1.6092 |
|
| R1 |
1.6156 |
1.6156 |
1.6080 |
1.6131 |
| PP |
1.6106 |
1.6106 |
1.6106 |
1.6094 |
| S1 |
1.6018 |
1.6018 |
1.6054 |
1.5993 |
| S2 |
1.5968 |
1.5968 |
1.6042 |
|
| S3 |
1.5830 |
1.5880 |
1.6029 |
|
| S4 |
1.5692 |
1.5742 |
1.5991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6195 |
1.6057 |
0.0138 |
0.9% |
0.0087 |
0.5% |
7% |
False |
True |
104,569 |
| 10 |
1.6298 |
1.6057 |
0.0241 |
1.5% |
0.0077 |
0.5% |
4% |
False |
True |
98,002 |
| 20 |
1.6298 |
1.5813 |
0.0485 |
3.0% |
0.0086 |
0.5% |
52% |
False |
False |
102,295 |
| 40 |
1.6298 |
1.5685 |
0.0613 |
3.8% |
0.0097 |
0.6% |
62% |
False |
False |
95,748 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
67% |
False |
False |
67,436 |
| 80 |
1.6298 |
1.5417 |
0.0881 |
5.5% |
0.0094 |
0.6% |
74% |
False |
False |
50,588 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0090 |
0.6% |
78% |
False |
False |
40,476 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0077 |
0.5% |
78% |
False |
False |
33,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6493 |
|
2.618 |
1.6357 |
|
1.618 |
1.6274 |
|
1.000 |
1.6223 |
|
0.618 |
1.6191 |
|
HIGH |
1.6140 |
|
0.618 |
1.6108 |
|
0.500 |
1.6099 |
|
0.382 |
1.6089 |
|
LOW |
1.6057 |
|
0.618 |
1.6006 |
|
1.000 |
1.5974 |
|
1.618 |
1.5923 |
|
2.618 |
1.5840 |
|
4.250 |
1.5704 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6099 |
1.6119 |
| PP |
1.6088 |
1.6101 |
| S1 |
1.6078 |
1.6084 |
|