CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5681 |
1.5636 |
-0.0045 |
-0.3% |
1.5809 |
| High |
1.5715 |
1.5637 |
-0.0078 |
-0.5% |
1.5847 |
| Low |
1.5606 |
1.5473 |
-0.0133 |
-0.9% |
1.5627 |
| Close |
1.5633 |
1.5484 |
-0.0149 |
-1.0% |
1.5642 |
| Range |
0.0109 |
0.0164 |
0.0055 |
50.5% |
0.0220 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.0% |
0.0000 |
| Volume |
126,910 |
112,221 |
-14,689 |
-11.6% |
530,000 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6023 |
1.5918 |
1.5574 |
|
| R3 |
1.5859 |
1.5754 |
1.5529 |
|
| R2 |
1.5695 |
1.5695 |
1.5514 |
|
| R1 |
1.5590 |
1.5590 |
1.5499 |
1.5561 |
| PP |
1.5531 |
1.5531 |
1.5531 |
1.5517 |
| S1 |
1.5426 |
1.5426 |
1.5469 |
1.5397 |
| S2 |
1.5367 |
1.5367 |
1.5454 |
|
| S3 |
1.5203 |
1.5262 |
1.5439 |
|
| S4 |
1.5039 |
1.5098 |
1.5394 |
|
|
| 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 |
1.5773 |
1.5473 |
0.0300 |
1.9% |
0.0108 |
0.7% |
4% |
False |
True |
113,256 |
| 10 |
1.6000 |
1.5473 |
0.0527 |
3.4% |
0.0110 |
0.7% |
2% |
False |
True |
118,938 |
| 20 |
1.6235 |
1.5473 |
0.0762 |
4.9% |
0.0096 |
0.6% |
1% |
False |
True |
111,070 |
| 40 |
1.6298 |
1.5473 |
0.0825 |
5.3% |
0.0097 |
0.6% |
1% |
False |
True |
104,121 |
| 60 |
1.6298 |
1.5473 |
0.0825 |
5.3% |
0.0102 |
0.7% |
1% |
False |
True |
90,850 |
| 80 |
1.6298 |
1.5473 |
0.0825 |
5.3% |
0.0101 |
0.6% |
1% |
False |
True |
68,229 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0095 |
0.6% |
23% |
False |
False |
54,589 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0087 |
0.6% |
23% |
False |
False |
45,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6334 |
|
2.618 |
1.6066 |
|
1.618 |
1.5902 |
|
1.000 |
1.5801 |
|
0.618 |
1.5738 |
|
HIGH |
1.5637 |
|
0.618 |
1.5574 |
|
0.500 |
1.5555 |
|
0.382 |
1.5536 |
|
LOW |
1.5473 |
|
0.618 |
1.5372 |
|
1.000 |
1.5309 |
|
1.618 |
1.5208 |
|
2.618 |
1.5044 |
|
4.250 |
1.4776 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5555 |
1.5594 |
| PP |
1.5531 |
1.5557 |
| S1 |
1.5508 |
1.5521 |
|