CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5368 |
1.5381 |
0.0013 |
0.1% |
1.5681 |
| High |
1.5415 |
1.5407 |
-0.0008 |
-0.1% |
1.5715 |
| Low |
1.5341 |
1.5320 |
-0.0021 |
-0.1% |
1.5267 |
| Close |
1.5382 |
1.5368 |
-0.0014 |
-0.1% |
1.5372 |
| Range |
0.0074 |
0.0087 |
0.0013 |
17.6% |
0.0448 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
62,603 |
69,855 |
7,252 |
11.6% |
556,565 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5626 |
1.5584 |
1.5416 |
|
| R3 |
1.5539 |
1.5497 |
1.5392 |
|
| R2 |
1.5452 |
1.5452 |
1.5384 |
|
| R1 |
1.5410 |
1.5410 |
1.5376 |
1.5388 |
| PP |
1.5365 |
1.5365 |
1.5365 |
1.5354 |
| S1 |
1.5323 |
1.5323 |
1.5360 |
1.5301 |
| S2 |
1.5278 |
1.5278 |
1.5352 |
|
| S3 |
1.5191 |
1.5236 |
1.5344 |
|
| S4 |
1.5104 |
1.5149 |
1.5320 |
|
|
| 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 |
1.5637 |
1.5267 |
0.0370 |
2.4% |
0.0132 |
0.9% |
27% |
False |
False |
112,422 |
| 10 |
1.5847 |
1.5267 |
0.0580 |
3.8% |
0.0114 |
0.7% |
17% |
False |
False |
112,003 |
| 20 |
1.6195 |
1.5267 |
0.0928 |
6.0% |
0.0107 |
0.7% |
11% |
False |
False |
115,307 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0098 |
0.6% |
10% |
False |
False |
107,316 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0101 |
0.7% |
10% |
False |
False |
97,894 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0102 |
0.7% |
10% |
False |
False |
73,850 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.9% |
0.0097 |
0.6% |
12% |
False |
False |
59,087 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.9% |
0.0091 |
0.6% |
12% |
False |
False |
49,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5777 |
|
2.618 |
1.5635 |
|
1.618 |
1.5548 |
|
1.000 |
1.5494 |
|
0.618 |
1.5461 |
|
HIGH |
1.5407 |
|
0.618 |
1.5374 |
|
0.500 |
1.5364 |
|
0.382 |
1.5353 |
|
LOW |
1.5320 |
|
0.618 |
1.5266 |
|
1.000 |
1.5233 |
|
1.618 |
1.5179 |
|
2.618 |
1.5092 |
|
4.250 |
1.4950 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5367 |
1.5362 |
| PP |
1.5365 |
1.5356 |
| S1 |
1.5364 |
1.5351 |
|