CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5665 |
1.5620 |
-0.0045 |
-0.3% |
1.5790 |
| High |
1.5704 |
1.5620 |
-0.0084 |
-0.5% |
1.5832 |
| Low |
1.5599 |
1.5467 |
-0.0132 |
-0.8% |
1.5626 |
| Close |
1.5625 |
1.5477 |
-0.0148 |
-0.9% |
1.5634 |
| Range |
0.0105 |
0.0153 |
0.0048 |
45.7% |
0.0206 |
| ATR |
0.0081 |
0.0087 |
0.0005 |
6.7% |
0.0000 |
| Volume |
114 |
249 |
135 |
118.4% |
712 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5980 |
1.5882 |
1.5561 |
|
| R3 |
1.5827 |
1.5729 |
1.5519 |
|
| R2 |
1.5674 |
1.5674 |
1.5505 |
|
| R1 |
1.5576 |
1.5576 |
1.5491 |
1.5549 |
| PP |
1.5521 |
1.5521 |
1.5521 |
1.5508 |
| S1 |
1.5423 |
1.5423 |
1.5463 |
1.5396 |
| S2 |
1.5368 |
1.5368 |
1.5449 |
|
| S3 |
1.5215 |
1.5270 |
1.5435 |
|
| S4 |
1.5062 |
1.5117 |
1.5393 |
|
|
| 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 |
1.5750 |
1.5467 |
0.0283 |
1.8% |
0.0094 |
0.6% |
4% |
False |
True |
162 |
| 10 |
1.5980 |
1.5467 |
0.0513 |
3.3% |
0.0095 |
0.6% |
2% |
False |
True |
153 |
| 20 |
1.6210 |
1.5467 |
0.0743 |
4.8% |
0.0080 |
0.5% |
1% |
False |
True |
107 |
| 40 |
1.6276 |
1.5467 |
0.0809 |
5.2% |
0.0073 |
0.5% |
1% |
False |
True |
93 |
| 60 |
1.6276 |
1.5467 |
0.0809 |
5.2% |
0.0069 |
0.4% |
1% |
False |
True |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6270 |
|
2.618 |
1.6021 |
|
1.618 |
1.5868 |
|
1.000 |
1.5773 |
|
0.618 |
1.5715 |
|
HIGH |
1.5620 |
|
0.618 |
1.5562 |
|
0.500 |
1.5544 |
|
0.382 |
1.5525 |
|
LOW |
1.5467 |
|
0.618 |
1.5372 |
|
1.000 |
1.5314 |
|
1.618 |
1.5219 |
|
2.618 |
1.5066 |
|
4.250 |
1.4817 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5544 |
1.5586 |
| PP |
1.5521 |
1.5549 |
| S1 |
1.5499 |
1.5513 |
|