CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5514 |
1.5472 |
-0.0042 |
-0.3% |
1.5368 |
| High |
1.5581 |
1.5591 |
0.0010 |
0.1% |
1.5633 |
| Low |
1.5459 |
1.5454 |
-0.0005 |
0.0% |
1.5320 |
| Close |
1.5498 |
1.5569 |
0.0071 |
0.5% |
1.5459 |
| Range |
0.0122 |
0.0137 |
0.0015 |
12.3% |
0.0313 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
1.1% |
0.0000 |
| Volume |
95,202 |
121,434 |
26,232 |
27.6% |
468,677 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5949 |
1.5896 |
1.5644 |
|
| R3 |
1.5812 |
1.5759 |
1.5607 |
|
| R2 |
1.5675 |
1.5675 |
1.5594 |
|
| R1 |
1.5622 |
1.5622 |
1.5582 |
1.5649 |
| PP |
1.5538 |
1.5538 |
1.5538 |
1.5551 |
| S1 |
1.5485 |
1.5485 |
1.5556 |
1.5512 |
| S2 |
1.5401 |
1.5401 |
1.5544 |
|
| S3 |
1.5264 |
1.5348 |
1.5531 |
|
| S4 |
1.5127 |
1.5211 |
1.5494 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6247 |
1.5631 |
|
| R3 |
1.6097 |
1.5934 |
1.5545 |
|
| R2 |
1.5784 |
1.5784 |
1.5516 |
|
| R1 |
1.5621 |
1.5621 |
1.5488 |
1.5703 |
| PP |
1.5471 |
1.5471 |
1.5471 |
1.5511 |
| S1 |
1.5308 |
1.5308 |
1.5430 |
1.5390 |
| S2 |
1.5158 |
1.5158 |
1.5402 |
|
| S3 |
1.4845 |
1.4995 |
1.5373 |
|
| S4 |
1.4532 |
1.4682 |
1.5287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5633 |
1.5368 |
0.0265 |
1.7% |
0.0149 |
1.0% |
76% |
False |
False |
110,571 |
| 10 |
1.5637 |
1.5267 |
0.0370 |
2.4% |
0.0140 |
0.9% |
82% |
False |
False |
111,496 |
| 20 |
1.6111 |
1.5267 |
0.0844 |
5.4% |
0.0123 |
0.8% |
36% |
False |
False |
115,178 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0104 |
0.7% |
29% |
False |
False |
109,102 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0104 |
0.7% |
29% |
False |
False |
102,408 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0106 |
0.7% |
29% |
False |
False |
80,754 |
| 100 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0100 |
0.6% |
29% |
False |
False |
64,613 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0096 |
0.6% |
31% |
False |
False |
53,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6173 |
|
2.618 |
1.5950 |
|
1.618 |
1.5813 |
|
1.000 |
1.5728 |
|
0.618 |
1.5676 |
|
HIGH |
1.5591 |
|
0.618 |
1.5539 |
|
0.500 |
1.5523 |
|
0.382 |
1.5506 |
|
LOW |
1.5454 |
|
0.618 |
1.5369 |
|
1.000 |
1.5317 |
|
1.618 |
1.5232 |
|
2.618 |
1.5095 |
|
4.250 |
1.4872 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5554 |
1.5545 |
| PP |
1.5538 |
1.5521 |
| S1 |
1.5523 |
1.5497 |
|