CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5654 |
1.5665 |
0.0011 |
0.1% |
1.5790 |
| High |
1.5675 |
1.5704 |
0.0029 |
0.2% |
1.5832 |
| Low |
1.5626 |
1.5599 |
-0.0027 |
-0.2% |
1.5626 |
| Close |
1.5634 |
1.5625 |
-0.0009 |
-0.1% |
1.5634 |
| Range |
0.0049 |
0.0105 |
0.0056 |
114.3% |
0.0206 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.3% |
0.0000 |
| Volume |
133 |
114 |
-19 |
-14.3% |
712 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5958 |
1.5896 |
1.5683 |
|
| R3 |
1.5853 |
1.5791 |
1.5654 |
|
| R2 |
1.5748 |
1.5748 |
1.5644 |
|
| R1 |
1.5686 |
1.5686 |
1.5635 |
1.5665 |
| PP |
1.5643 |
1.5643 |
1.5643 |
1.5632 |
| S1 |
1.5581 |
1.5581 |
1.5615 |
1.5560 |
| S2 |
1.5538 |
1.5538 |
1.5606 |
|
| S3 |
1.5433 |
1.5476 |
1.5596 |
|
| S4 |
1.5328 |
1.5371 |
1.5567 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6315 |
1.6181 |
1.5747 |
|
| R3 |
1.6109 |
1.5975 |
1.5691 |
|
| R2 |
1.5903 |
1.5903 |
1.5672 |
|
| R1 |
1.5769 |
1.5769 |
1.5653 |
1.5733 |
| PP |
1.5697 |
1.5697 |
1.5697 |
1.5680 |
| S1 |
1.5563 |
1.5563 |
1.5615 |
1.5527 |
| S2 |
1.5491 |
1.5491 |
1.5596 |
|
| S3 |
1.5285 |
1.5357 |
1.5577 |
|
| S4 |
1.5079 |
1.5151 |
1.5521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5820 |
1.5599 |
0.0221 |
1.4% |
0.0078 |
0.5% |
12% |
False |
True |
126 |
| 10 |
1.6087 |
1.5599 |
0.0488 |
3.1% |
0.0090 |
0.6% |
5% |
False |
True |
145 |
| 20 |
1.6220 |
1.5599 |
0.0621 |
4.0% |
0.0074 |
0.5% |
4% |
False |
True |
96 |
| 40 |
1.6276 |
1.5599 |
0.0677 |
4.3% |
0.0072 |
0.5% |
4% |
False |
True |
88 |
| 60 |
1.6276 |
1.5599 |
0.0677 |
4.3% |
0.0066 |
0.4% |
4% |
False |
True |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6150 |
|
2.618 |
1.5979 |
|
1.618 |
1.5874 |
|
1.000 |
1.5809 |
|
0.618 |
1.5769 |
|
HIGH |
1.5704 |
|
0.618 |
1.5664 |
|
0.500 |
1.5652 |
|
0.382 |
1.5639 |
|
LOW |
1.5599 |
|
0.618 |
1.5534 |
|
1.000 |
1.5494 |
|
1.618 |
1.5429 |
|
2.618 |
1.5324 |
|
4.250 |
1.5153 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5652 |
1.5659 |
| PP |
1.5643 |
1.5647 |
| S1 |
1.5634 |
1.5636 |
|