CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5823 |
1.5762 |
-0.0061 |
-0.4% |
1.6066 |
| High |
1.5847 |
1.5773 |
-0.0074 |
-0.5% |
1.6121 |
| Low |
1.5739 |
1.5666 |
-0.0073 |
-0.5% |
1.5730 |
| Close |
1.5773 |
1.5687 |
-0.0086 |
-0.5% |
1.5801 |
| Range |
0.0108 |
0.0107 |
-0.0001 |
-0.9% |
0.0391 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.7% |
0.0000 |
| Volume |
103,856 |
133,482 |
29,626 |
28.5% |
642,431 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6030 |
1.5965 |
1.5746 |
|
| R3 |
1.5923 |
1.5858 |
1.5716 |
|
| R2 |
1.5816 |
1.5816 |
1.5707 |
|
| R1 |
1.5751 |
1.5751 |
1.5697 |
1.5730 |
| PP |
1.5709 |
1.5709 |
1.5709 |
1.5698 |
| S1 |
1.5644 |
1.5644 |
1.5677 |
1.5623 |
| S2 |
1.5602 |
1.5602 |
1.5667 |
|
| S3 |
1.5495 |
1.5537 |
1.5658 |
|
| S4 |
1.5388 |
1.5430 |
1.5628 |
|
|
| 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 |
1.5931 |
1.5666 |
0.0265 |
1.7% |
0.0111 |
0.7% |
8% |
False |
True |
120,806 |
| 10 |
1.6180 |
1.5666 |
0.0514 |
3.3% |
0.0104 |
0.7% |
4% |
False |
True |
119,720 |
| 20 |
1.6298 |
1.5666 |
0.0632 |
4.0% |
0.0091 |
0.6% |
3% |
False |
True |
107,779 |
| 40 |
1.6298 |
1.5666 |
0.0632 |
4.0% |
0.0096 |
0.6% |
3% |
False |
True |
103,486 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0101 |
0.6% |
14% |
False |
False |
83,717 |
| 80 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0099 |
0.6% |
14% |
False |
False |
62,820 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0094 |
0.6% |
42% |
False |
False |
50,262 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.7% |
0.0083 |
0.5% |
42% |
False |
False |
41,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6228 |
|
2.618 |
1.6053 |
|
1.618 |
1.5946 |
|
1.000 |
1.5880 |
|
0.618 |
1.5839 |
|
HIGH |
1.5773 |
|
0.618 |
1.5732 |
|
0.500 |
1.5720 |
|
0.382 |
1.5707 |
|
LOW |
1.5666 |
|
0.618 |
1.5600 |
|
1.000 |
1.5559 |
|
1.618 |
1.5493 |
|
2.618 |
1.5386 |
|
4.250 |
1.5211 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5720 |
1.5757 |
| PP |
1.5709 |
1.5733 |
| S1 |
1.5698 |
1.5710 |
|