CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5481 |
1.5404 |
-0.0077 |
-0.5% |
1.5681 |
| High |
1.5524 |
1.5434 |
-0.0090 |
-0.6% |
1.5715 |
| Low |
1.5358 |
1.5267 |
-0.0091 |
-0.6% |
1.5267 |
| Close |
1.5411 |
1.5372 |
-0.0039 |
-0.3% |
1.5372 |
| Range |
0.0166 |
0.0167 |
0.0001 |
0.6% |
0.0448 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
4.1% |
0.0000 |
| Volume |
146,803 |
170,631 |
23,828 |
16.2% |
556,565 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5859 |
1.5782 |
1.5464 |
|
| R3 |
1.5692 |
1.5615 |
1.5418 |
|
| R2 |
1.5525 |
1.5525 |
1.5403 |
|
| R1 |
1.5448 |
1.5448 |
1.5387 |
1.5403 |
| PP |
1.5358 |
1.5358 |
1.5358 |
1.5335 |
| S1 |
1.5281 |
1.5281 |
1.5357 |
1.5236 |
| S2 |
1.5191 |
1.5191 |
1.5341 |
|
| S3 |
1.5024 |
1.5114 |
1.5326 |
|
| S4 |
1.4857 |
1.4947 |
1.5280 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6795 |
1.6532 |
1.5618 |
|
| R3 |
1.6347 |
1.6084 |
1.5495 |
|
| R2 |
1.5899 |
1.5899 |
1.5454 |
|
| R1 |
1.5636 |
1.5636 |
1.5413 |
1.5544 |
| PP |
1.5451 |
1.5451 |
1.5451 |
1.5405 |
| S1 |
1.5188 |
1.5188 |
1.5331 |
1.5096 |
| S2 |
1.5003 |
1.5003 |
1.5290 |
|
| S3 |
1.4555 |
1.4740 |
1.5249 |
|
| S4 |
1.4107 |
1.4292 |
1.5126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5715 |
1.5267 |
0.0448 |
2.9% |
0.0135 |
0.9% |
23% |
False |
True |
128,745 |
| 10 |
1.5847 |
1.5267 |
0.0580 |
3.8% |
0.0115 |
0.7% |
18% |
False |
True |
120,499 |
| 20 |
1.6198 |
1.5267 |
0.0931 |
6.1% |
0.0106 |
0.7% |
11% |
False |
True |
117,505 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0099 |
0.6% |
10% |
False |
True |
107,099 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0103 |
0.7% |
10% |
False |
True |
96,034 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0102 |
0.7% |
10% |
False |
True |
72,196 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.9% |
0.0097 |
0.6% |
12% |
False |
False |
57,763 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.9% |
0.0090 |
0.6% |
12% |
False |
False |
48,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6144 |
|
2.618 |
1.5871 |
|
1.618 |
1.5704 |
|
1.000 |
1.5601 |
|
0.618 |
1.5537 |
|
HIGH |
1.5434 |
|
0.618 |
1.5370 |
|
0.500 |
1.5351 |
|
0.382 |
1.5331 |
|
LOW |
1.5267 |
|
0.618 |
1.5164 |
|
1.000 |
1.5100 |
|
1.618 |
1.4997 |
|
2.618 |
1.4830 |
|
4.250 |
1.4557 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5365 |
1.5452 |
| PP |
1.5358 |
1.5425 |
| S1 |
1.5351 |
1.5399 |
|