CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5381 |
1.5377 |
-0.0004 |
0.0% |
1.5681 |
| High |
1.5407 |
1.5516 |
0.0109 |
0.7% |
1.5715 |
| Low |
1.5320 |
1.5368 |
0.0048 |
0.3% |
1.5267 |
| Close |
1.5368 |
1.5472 |
0.0104 |
0.7% |
1.5372 |
| Range |
0.0087 |
0.0148 |
0.0061 |
70.1% |
0.0448 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.8% |
0.0000 |
| Volume |
69,855 |
105,751 |
35,896 |
51.4% |
556,565 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5896 |
1.5832 |
1.5553 |
|
| R3 |
1.5748 |
1.5684 |
1.5513 |
|
| R2 |
1.5600 |
1.5600 |
1.5499 |
|
| R1 |
1.5536 |
1.5536 |
1.5486 |
1.5568 |
| PP |
1.5452 |
1.5452 |
1.5452 |
1.5468 |
| S1 |
1.5388 |
1.5388 |
1.5458 |
1.5420 |
| S2 |
1.5304 |
1.5304 |
1.5445 |
|
| S3 |
1.5156 |
1.5240 |
1.5431 |
|
| S4 |
1.5008 |
1.5092 |
1.5391 |
|
|
| 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 |
1.5524 |
1.5267 |
0.0257 |
1.7% |
0.0128 |
0.8% |
80% |
False |
False |
111,128 |
| 10 |
1.5773 |
1.5267 |
0.0506 |
3.3% |
0.0118 |
0.8% |
41% |
False |
False |
112,192 |
| 20 |
1.6180 |
1.5267 |
0.0913 |
5.9% |
0.0111 |
0.7% |
22% |
False |
False |
115,587 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0099 |
0.6% |
20% |
False |
False |
107,273 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0102 |
0.7% |
20% |
False |
False |
99,244 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.7% |
0.0103 |
0.7% |
20% |
False |
False |
75,172 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0098 |
0.6% |
22% |
False |
False |
60,144 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0092 |
0.6% |
22% |
False |
False |
50,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6145 |
|
2.618 |
1.5903 |
|
1.618 |
1.5755 |
|
1.000 |
1.5664 |
|
0.618 |
1.5607 |
|
HIGH |
1.5516 |
|
0.618 |
1.5459 |
|
0.500 |
1.5442 |
|
0.382 |
1.5425 |
|
LOW |
1.5368 |
|
0.618 |
1.5277 |
|
1.000 |
1.5220 |
|
1.618 |
1.5129 |
|
2.618 |
1.4981 |
|
4.250 |
1.4739 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5462 |
1.5454 |
| PP |
1.5452 |
1.5436 |
| S1 |
1.5442 |
1.5418 |
|