CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5620 |
1.5468 |
-0.0152 |
-1.0% |
1.5790 |
| High |
1.5620 |
1.5515 |
-0.0105 |
-0.7% |
1.5832 |
| Low |
1.5467 |
1.5356 |
-0.0111 |
-0.7% |
1.5626 |
| Close |
1.5477 |
1.5404 |
-0.0073 |
-0.5% |
1.5634 |
| Range |
0.0153 |
0.0159 |
0.0006 |
3.9% |
0.0206 |
| ATR |
0.0087 |
0.0092 |
0.0005 |
6.0% |
0.0000 |
| Volume |
249 |
342 |
93 |
37.3% |
712 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5902 |
1.5812 |
1.5491 |
|
| R3 |
1.5743 |
1.5653 |
1.5448 |
|
| R2 |
1.5584 |
1.5584 |
1.5433 |
|
| R1 |
1.5494 |
1.5494 |
1.5419 |
1.5460 |
| PP |
1.5425 |
1.5425 |
1.5425 |
1.5408 |
| S1 |
1.5335 |
1.5335 |
1.5389 |
1.5301 |
| S2 |
1.5266 |
1.5266 |
1.5375 |
|
| S3 |
1.5107 |
1.5176 |
1.5360 |
|
| S4 |
1.4948 |
1.5017 |
1.5317 |
|
|
| 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 |
1.5718 |
1.5356 |
0.0362 |
2.4% |
0.0110 |
0.7% |
13% |
False |
True |
210 |
| 10 |
1.5929 |
1.5356 |
0.0573 |
3.7% |
0.0101 |
0.7% |
8% |
False |
True |
179 |
| 20 |
1.6200 |
1.5356 |
0.0844 |
5.5% |
0.0085 |
0.5% |
6% |
False |
True |
119 |
| 40 |
1.6276 |
1.5356 |
0.0920 |
6.0% |
0.0075 |
0.5% |
5% |
False |
True |
100 |
| 60 |
1.6276 |
1.5356 |
0.0920 |
6.0% |
0.0071 |
0.5% |
5% |
False |
True |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6191 |
|
2.618 |
1.5931 |
|
1.618 |
1.5772 |
|
1.000 |
1.5674 |
|
0.618 |
1.5613 |
|
HIGH |
1.5515 |
|
0.618 |
1.5454 |
|
0.500 |
1.5436 |
|
0.382 |
1.5417 |
|
LOW |
1.5356 |
|
0.618 |
1.5258 |
|
1.000 |
1.5197 |
|
1.618 |
1.5099 |
|
2.618 |
1.4940 |
|
4.250 |
1.4680 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5436 |
1.5530 |
| PP |
1.5425 |
1.5488 |
| S1 |
1.5415 |
1.5446 |
|