CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5781 |
1.5809 |
0.0028 |
0.2% |
1.6066 |
| High |
1.5835 |
1.5840 |
0.0005 |
0.0% |
1.6121 |
| Low |
1.5730 |
1.5777 |
0.0047 |
0.3% |
1.5730 |
| Close |
1.5801 |
1.5804 |
0.0003 |
0.0% |
1.5801 |
| Range |
0.0105 |
0.0063 |
-0.0042 |
-40.0% |
0.0391 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
118,434 |
98,993 |
-19,441 |
-16.4% |
642,431 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5996 |
1.5963 |
1.5839 |
|
| R3 |
1.5933 |
1.5900 |
1.5821 |
|
| R2 |
1.5870 |
1.5870 |
1.5816 |
|
| R1 |
1.5837 |
1.5837 |
1.5810 |
1.5822 |
| PP |
1.5807 |
1.5807 |
1.5807 |
1.5800 |
| S1 |
1.5774 |
1.5774 |
1.5798 |
1.5759 |
| S2 |
1.5744 |
1.5744 |
1.5792 |
|
| S3 |
1.5681 |
1.5711 |
1.5787 |
|
| S4 |
1.5618 |
1.5648 |
1.5769 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7057 |
1.6820 |
1.6016 |
|
| R3 |
1.6666 |
1.6429 |
1.5909 |
|
| R2 |
1.6275 |
1.6275 |
1.5873 |
|
| R1 |
1.6038 |
1.6038 |
1.5837 |
1.5961 |
| PP |
1.5884 |
1.5884 |
1.5884 |
1.5846 |
| S1 |
1.5647 |
1.5647 |
1.5765 |
1.5570 |
| S2 |
1.5493 |
1.5493 |
1.5729 |
|
| S3 |
1.5102 |
1.5256 |
1.5693 |
|
| S4 |
1.4711 |
1.4865 |
1.5586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6111 |
1.5730 |
0.0381 |
2.4% |
0.0116 |
0.7% |
19% |
False |
False |
126,135 |
| 10 |
1.6195 |
1.5730 |
0.0465 |
2.9% |
0.0100 |
0.6% |
16% |
False |
False |
118,611 |
| 20 |
1.6298 |
1.5730 |
0.0568 |
3.6% |
0.0089 |
0.6% |
13% |
False |
False |
106,556 |
| 40 |
1.6298 |
1.5730 |
0.0568 |
3.6% |
0.0097 |
0.6% |
13% |
False |
False |
101,965 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0100 |
0.6% |
30% |
False |
False |
79,774 |
| 80 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0098 |
0.6% |
30% |
False |
False |
59,855 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0094 |
0.6% |
53% |
False |
False |
47,889 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0082 |
0.5% |
53% |
False |
False |
39,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6108 |
|
2.618 |
1.6005 |
|
1.618 |
1.5942 |
|
1.000 |
1.5903 |
|
0.618 |
1.5879 |
|
HIGH |
1.5840 |
|
0.618 |
1.5816 |
|
0.500 |
1.5809 |
|
0.382 |
1.5801 |
|
LOW |
1.5777 |
|
0.618 |
1.5738 |
|
1.000 |
1.5714 |
|
1.618 |
1.5675 |
|
2.618 |
1.5612 |
|
4.250 |
1.5509 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5809 |
1.5831 |
| PP |
1.5807 |
1.5822 |
| S1 |
1.5806 |
1.5813 |
|