CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5636 |
1.5481 |
-0.0155 |
-1.0% |
1.5809 |
| High |
1.5637 |
1.5524 |
-0.0113 |
-0.7% |
1.5847 |
| Low |
1.5473 |
1.5358 |
-0.0115 |
-0.7% |
1.5627 |
| Close |
1.5484 |
1.5411 |
-0.0073 |
-0.5% |
1.5642 |
| Range |
0.0164 |
0.0166 |
0.0002 |
1.2% |
0.0220 |
| ATR |
0.0101 |
0.0106 |
0.0005 |
4.6% |
0.0000 |
| Volume |
112,221 |
146,803 |
34,582 |
30.8% |
530,000 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5929 |
1.5836 |
1.5502 |
|
| R3 |
1.5763 |
1.5670 |
1.5457 |
|
| R2 |
1.5597 |
1.5597 |
1.5441 |
|
| R1 |
1.5504 |
1.5504 |
1.5426 |
1.5468 |
| PP |
1.5431 |
1.5431 |
1.5431 |
1.5413 |
| S1 |
1.5338 |
1.5338 |
1.5396 |
1.5302 |
| S2 |
1.5265 |
1.5265 |
1.5381 |
|
| S3 |
1.5099 |
1.5172 |
1.5365 |
|
| S4 |
1.4933 |
1.5006 |
1.5320 |
|
|
| 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 |
1.5725 |
1.5358 |
0.0367 |
2.4% |
0.0120 |
0.8% |
14% |
False |
True |
115,920 |
| 10 |
1.5931 |
1.5358 |
0.0573 |
3.7% |
0.0115 |
0.7% |
9% |
False |
True |
118,363 |
| 20 |
1.6212 |
1.5358 |
0.0854 |
5.5% |
0.0101 |
0.7% |
6% |
False |
True |
113,331 |
| 40 |
1.6298 |
1.5358 |
0.0940 |
6.1% |
0.0097 |
0.6% |
6% |
False |
True |
105,121 |
| 60 |
1.6298 |
1.5358 |
0.0940 |
6.1% |
0.0101 |
0.7% |
6% |
False |
True |
93,240 |
| 80 |
1.6298 |
1.5358 |
0.0940 |
6.1% |
0.0102 |
0.7% |
6% |
False |
True |
70,063 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.9% |
0.0096 |
0.6% |
16% |
False |
False |
56,057 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.9% |
0.0088 |
0.6% |
16% |
False |
False |
46,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6230 |
|
2.618 |
1.5959 |
|
1.618 |
1.5793 |
|
1.000 |
1.5690 |
|
0.618 |
1.5627 |
|
HIGH |
1.5524 |
|
0.618 |
1.5461 |
|
0.500 |
1.5441 |
|
0.382 |
1.5421 |
|
LOW |
1.5358 |
|
0.618 |
1.5255 |
|
1.000 |
1.5192 |
|
1.618 |
1.5089 |
|
2.618 |
1.4923 |
|
4.250 |
1.4653 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5441 |
1.5537 |
| PP |
1.5431 |
1.5495 |
| S1 |
1.5421 |
1.5453 |
|