CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5570 |
1.5509 |
-0.0061 |
-0.4% |
1.5368 |
| High |
1.5598 |
1.5565 |
-0.0033 |
-0.2% |
1.5633 |
| Low |
1.5503 |
1.5473 |
-0.0030 |
-0.2% |
1.5320 |
| Close |
1.5529 |
1.5532 |
0.0003 |
0.0% |
1.5459 |
| Range |
0.0095 |
0.0092 |
-0.0003 |
-3.2% |
0.0313 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
127,216 |
121,250 |
-5,966 |
-4.7% |
468,677 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5799 |
1.5758 |
1.5583 |
|
| R3 |
1.5707 |
1.5666 |
1.5557 |
|
| R2 |
1.5615 |
1.5615 |
1.5549 |
|
| R1 |
1.5574 |
1.5574 |
1.5540 |
1.5595 |
| PP |
1.5523 |
1.5523 |
1.5523 |
1.5534 |
| S1 |
1.5482 |
1.5482 |
1.5524 |
1.5503 |
| S2 |
1.5431 |
1.5431 |
1.5515 |
|
| S3 |
1.5339 |
1.5390 |
1.5507 |
|
| S4 |
1.5247 |
1.5298 |
1.5481 |
|
|
| 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 |
1.5598 |
1.5403 |
0.0195 |
1.3% |
0.0116 |
0.7% |
66% |
False |
False |
114,419 |
| 10 |
1.5633 |
1.5267 |
0.0366 |
2.4% |
0.0126 |
0.8% |
72% |
False |
False |
110,441 |
| 20 |
1.5931 |
1.5267 |
0.0664 |
4.3% |
0.0121 |
0.8% |
40% |
False |
False |
114,402 |
| 40 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0102 |
0.7% |
26% |
False |
False |
109,437 |
| 60 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0104 |
0.7% |
26% |
False |
False |
104,174 |
| 80 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0106 |
0.7% |
26% |
False |
False |
83,855 |
| 100 |
1.6298 |
1.5267 |
0.1031 |
6.6% |
0.0101 |
0.6% |
26% |
False |
False |
67,097 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.8% |
0.0095 |
0.6% |
28% |
False |
False |
55,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5956 |
|
2.618 |
1.5806 |
|
1.618 |
1.5714 |
|
1.000 |
1.5657 |
|
0.618 |
1.5622 |
|
HIGH |
1.5565 |
|
0.618 |
1.5530 |
|
0.500 |
1.5519 |
|
0.382 |
1.5508 |
|
LOW |
1.5473 |
|
0.618 |
1.5416 |
|
1.000 |
1.5381 |
|
1.618 |
1.5324 |
|
2.618 |
1.5232 |
|
4.250 |
1.5082 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5528 |
1.5530 |
| PP |
1.5523 |
1.5528 |
| S1 |
1.5519 |
1.5526 |
|