CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5691 |
1.5667 |
-0.0024 |
-0.2% |
1.5809 |
| High |
1.5725 |
1.5698 |
-0.0027 |
-0.2% |
1.5847 |
| Low |
1.5637 |
1.5627 |
-0.0010 |
-0.1% |
1.5627 |
| Close |
1.5649 |
1.5642 |
-0.0007 |
0.0% |
1.5642 |
| Range |
0.0088 |
0.0071 |
-0.0017 |
-19.3% |
0.0220 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
106,509 |
87,160 |
-19,349 |
-18.2% |
530,000 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5826 |
1.5681 |
|
| R3 |
1.5798 |
1.5755 |
1.5662 |
|
| R2 |
1.5727 |
1.5727 |
1.5655 |
|
| R1 |
1.5684 |
1.5684 |
1.5649 |
1.5670 |
| PP |
1.5656 |
1.5656 |
1.5656 |
1.5649 |
| S1 |
1.5613 |
1.5613 |
1.5635 |
1.5599 |
| S2 |
1.5585 |
1.5585 |
1.5629 |
|
| S3 |
1.5514 |
1.5542 |
1.5622 |
|
| S4 |
1.5443 |
1.5471 |
1.5603 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6365 |
1.6224 |
1.5763 |
|
| R3 |
1.6145 |
1.6004 |
1.5703 |
|
| R2 |
1.5925 |
1.5925 |
1.5682 |
|
| R1 |
1.5784 |
1.5784 |
1.5662 |
1.5745 |
| PP |
1.5705 |
1.5705 |
1.5705 |
1.5686 |
| S1 |
1.5564 |
1.5564 |
1.5622 |
1.5525 |
| S2 |
1.5485 |
1.5485 |
1.5602 |
|
| S3 |
1.5265 |
1.5344 |
1.5582 |
|
| S4 |
1.5045 |
1.5124 |
1.5521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5847 |
1.5627 |
0.0220 |
1.4% |
0.0087 |
0.6% |
7% |
False |
True |
106,000 |
| 10 |
1.6121 |
1.5627 |
0.0494 |
3.2% |
0.0103 |
0.7% |
3% |
False |
True |
117,243 |
| 20 |
1.6298 |
1.5627 |
0.0671 |
4.3% |
0.0090 |
0.6% |
2% |
False |
True |
107,622 |
| 40 |
1.6298 |
1.5627 |
0.0671 |
4.3% |
0.0095 |
0.6% |
2% |
False |
True |
103,172 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0101 |
0.6% |
7% |
False |
False |
86,906 |
| 80 |
1.6298 |
1.5591 |
0.0707 |
4.5% |
0.0098 |
0.6% |
7% |
False |
False |
65,241 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0094 |
0.6% |
38% |
False |
False |
52,198 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0085 |
0.5% |
38% |
False |
False |
43,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6000 |
|
2.618 |
1.5884 |
|
1.618 |
1.5813 |
|
1.000 |
1.5769 |
|
0.618 |
1.5742 |
|
HIGH |
1.5698 |
|
0.618 |
1.5671 |
|
0.500 |
1.5663 |
|
0.382 |
1.5654 |
|
LOW |
1.5627 |
|
0.618 |
1.5583 |
|
1.000 |
1.5556 |
|
1.618 |
1.5512 |
|
2.618 |
1.5441 |
|
4.250 |
1.5325 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5663 |
1.5700 |
| PP |
1.5656 |
1.5681 |
| S1 |
1.5649 |
1.5661 |
|