CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5749 |
1.5682 |
-0.0067 |
-0.4% |
1.6040 |
| High |
1.5750 |
1.5718 |
-0.0032 |
-0.2% |
1.6095 |
| Low |
1.5674 |
1.5632 |
-0.0042 |
-0.3% |
1.5738 |
| Close |
1.5680 |
1.5642 |
-0.0038 |
-0.2% |
1.5793 |
| Range |
0.0076 |
0.0086 |
0.0010 |
13.2% |
0.0357 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.4% |
0.0000 |
| Volume |
104 |
212 |
108 |
103.8% |
675 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5922 |
1.5868 |
1.5689 |
|
| R3 |
1.5836 |
1.5782 |
1.5666 |
|
| R2 |
1.5750 |
1.5750 |
1.5658 |
|
| R1 |
1.5696 |
1.5696 |
1.5650 |
1.5680 |
| PP |
1.5664 |
1.5664 |
1.5664 |
1.5656 |
| S1 |
1.5610 |
1.5610 |
1.5634 |
1.5594 |
| S2 |
1.5578 |
1.5578 |
1.5626 |
|
| S3 |
1.5492 |
1.5524 |
1.5618 |
|
| S4 |
1.5406 |
1.5438 |
1.5595 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6946 |
1.6727 |
1.5989 |
|
| R3 |
1.6589 |
1.6370 |
1.5891 |
|
| R2 |
1.6232 |
1.6232 |
1.5858 |
|
| R1 |
1.6013 |
1.6013 |
1.5826 |
1.5944 |
| PP |
1.5875 |
1.5875 |
1.5875 |
1.5841 |
| S1 |
1.5656 |
1.5656 |
1.5760 |
1.5587 |
| S2 |
1.5518 |
1.5518 |
1.5728 |
|
| S3 |
1.5161 |
1.5299 |
1.5695 |
|
| S4 |
1.4804 |
1.4942 |
1.5597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5832 |
1.5632 |
0.0200 |
1.3% |
0.0078 |
0.5% |
5% |
False |
True |
160 |
| 10 |
1.6115 |
1.5632 |
0.0483 |
3.1% |
0.0087 |
0.6% |
2% |
False |
True |
131 |
| 20 |
1.6276 |
1.5632 |
0.0644 |
4.1% |
0.0074 |
0.5% |
2% |
False |
True |
95 |
| 40 |
1.6276 |
1.5632 |
0.0644 |
4.1% |
0.0071 |
0.5% |
2% |
False |
True |
88 |
| 60 |
1.6276 |
1.5611 |
0.0665 |
4.3% |
0.0063 |
0.4% |
5% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6084 |
|
2.618 |
1.5943 |
|
1.618 |
1.5857 |
|
1.000 |
1.5804 |
|
0.618 |
1.5771 |
|
HIGH |
1.5718 |
|
0.618 |
1.5685 |
|
0.500 |
1.5675 |
|
0.382 |
1.5665 |
|
LOW |
1.5632 |
|
0.618 |
1.5579 |
|
1.000 |
1.5546 |
|
1.618 |
1.5493 |
|
2.618 |
1.5407 |
|
4.250 |
1.5267 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5675 |
1.5726 |
| PP |
1.5664 |
1.5698 |
| S1 |
1.5653 |
1.5670 |
|