CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5809 |
1.5823 |
0.0014 |
0.1% |
1.6066 |
| High |
1.5840 |
1.5847 |
0.0007 |
0.0% |
1.6121 |
| Low |
1.5777 |
1.5739 |
-0.0038 |
-0.2% |
1.5730 |
| Close |
1.5804 |
1.5773 |
-0.0031 |
-0.2% |
1.5801 |
| Range |
0.0063 |
0.0108 |
0.0045 |
71.4% |
0.0391 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.9% |
0.0000 |
| Volume |
98,993 |
103,856 |
4,863 |
4.9% |
642,431 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6110 |
1.6050 |
1.5832 |
|
| R3 |
1.6002 |
1.5942 |
1.5803 |
|
| R2 |
1.5894 |
1.5894 |
1.5793 |
|
| R1 |
1.5834 |
1.5834 |
1.5783 |
1.5810 |
| PP |
1.5786 |
1.5786 |
1.5786 |
1.5775 |
| S1 |
1.5726 |
1.5726 |
1.5763 |
1.5702 |
| S2 |
1.5678 |
1.5678 |
1.5753 |
|
| S3 |
1.5570 |
1.5618 |
1.5743 |
|
| S4 |
1.5462 |
1.5510 |
1.5714 |
|
|
| 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 |
1.6000 |
1.5730 |
0.0270 |
1.7% |
0.0112 |
0.7% |
16% |
False |
False |
124,620 |
| 10 |
1.6180 |
1.5730 |
0.0450 |
2.9% |
0.0103 |
0.7% |
10% |
False |
False |
118,982 |
| 20 |
1.6298 |
1.5730 |
0.0568 |
3.6% |
0.0092 |
0.6% |
8% |
False |
False |
107,330 |
| 40 |
1.6298 |
1.5730 |
0.0568 |
3.6% |
0.0095 |
0.6% |
8% |
False |
False |
102,223 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0101 |
0.6% |
26% |
False |
False |
81,497 |
| 80 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0098 |
0.6% |
26% |
False |
False |
61,152 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0094 |
0.6% |
50% |
False |
False |
48,927 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0082 |
0.5% |
50% |
False |
False |
40,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6306 |
|
2.618 |
1.6130 |
|
1.618 |
1.6022 |
|
1.000 |
1.5955 |
|
0.618 |
1.5914 |
|
HIGH |
1.5847 |
|
0.618 |
1.5806 |
|
0.500 |
1.5793 |
|
0.382 |
1.5780 |
|
LOW |
1.5739 |
|
0.618 |
1.5672 |
|
1.000 |
1.5631 |
|
1.618 |
1.5564 |
|
2.618 |
1.5456 |
|
4.250 |
1.5280 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5793 |
1.5789 |
| PP |
1.5786 |
1.5783 |
| S1 |
1.5780 |
1.5778 |
|