CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5377 |
1.5490 |
0.0113 |
0.7% |
1.5681 |
| High |
1.5516 |
1.5633 |
0.0117 |
0.8% |
1.5715 |
| Low |
1.5368 |
1.5429 |
0.0061 |
0.4% |
1.5267 |
| Close |
1.5472 |
1.5553 |
0.0081 |
0.5% |
1.5372 |
| Range |
0.0148 |
0.0204 |
0.0056 |
37.8% |
0.0448 |
| ATR |
0.0109 |
0.0116 |
0.0007 |
6.2% |
0.0000 |
| Volume |
105,751 |
123,474 |
17,723 |
16.8% |
556,565 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6150 |
1.6056 |
1.5665 |
|
| R3 |
1.5946 |
1.5852 |
1.5609 |
|
| R2 |
1.5742 |
1.5742 |
1.5590 |
|
| R1 |
1.5648 |
1.5648 |
1.5572 |
1.5695 |
| PP |
1.5538 |
1.5538 |
1.5538 |
1.5562 |
| S1 |
1.5444 |
1.5444 |
1.5534 |
1.5491 |
| S2 |
1.5334 |
1.5334 |
1.5516 |
|
| S3 |
1.5130 |
1.5240 |
1.5497 |
|
| S4 |
1.4926 |
1.5036 |
1.5441 |
|
|
| 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 |
1.5633 |
1.5267 |
0.0366 |
2.4% |
0.0136 |
0.9% |
78% |
True |
False |
106,462 |
| 10 |
1.5725 |
1.5267 |
0.0458 |
2.9% |
0.0128 |
0.8% |
62% |
False |
False |
111,191 |
| 20 |
1.6180 |
1.5267 |
0.0913 |
5.9% |
0.0116 |
0.7% |
31% |
False |
False |
115,455 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0102 |
0.7% |
28% |
False |
False |
107,866 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0104 |
0.7% |
28% |
False |
False |
100,507 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0105 |
0.7% |
28% |
False |
False |
76,714 |
| 100 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0099 |
0.6% |
28% |
False |
False |
61,378 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0093 |
0.6% |
30% |
False |
False |
51,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6500 |
|
2.618 |
1.6167 |
|
1.618 |
1.5963 |
|
1.000 |
1.5837 |
|
0.618 |
1.5759 |
|
HIGH |
1.5633 |
|
0.618 |
1.5555 |
|
0.500 |
1.5531 |
|
0.382 |
1.5507 |
|
LOW |
1.5429 |
|
0.618 |
1.5303 |
|
1.000 |
1.5225 |
|
1.618 |
1.5099 |
|
2.618 |
1.4895 |
|
4.250 |
1.4562 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5546 |
1.5528 |
| PP |
1.5538 |
1.5502 |
| S1 |
1.5531 |
1.5477 |
|