CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5383 |
1.5355 |
-0.0028 |
-0.2% |
1.5665 |
| High |
1.5431 |
1.5409 |
-0.0022 |
-0.1% |
1.5704 |
| Low |
1.5266 |
1.5336 |
0.0070 |
0.5% |
1.5266 |
| Close |
1.5366 |
1.5377 |
0.0011 |
0.1% |
1.5366 |
| Range |
0.0165 |
0.0073 |
-0.0092 |
-55.8% |
0.0438 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,829 |
701 |
-1,128 |
-61.7% |
2,534 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5593 |
1.5558 |
1.5417 |
|
| R3 |
1.5520 |
1.5485 |
1.5397 |
|
| R2 |
1.5447 |
1.5447 |
1.5390 |
|
| R1 |
1.5412 |
1.5412 |
1.5384 |
1.5430 |
| PP |
1.5374 |
1.5374 |
1.5374 |
1.5383 |
| S1 |
1.5339 |
1.5339 |
1.5370 |
1.5357 |
| S2 |
1.5301 |
1.5301 |
1.5364 |
|
| S3 |
1.5228 |
1.5266 |
1.5357 |
|
| S4 |
1.5155 |
1.5193 |
1.5337 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6759 |
1.6501 |
1.5607 |
|
| R3 |
1.6321 |
1.6063 |
1.5486 |
|
| R2 |
1.5883 |
1.5883 |
1.5446 |
|
| R1 |
1.5625 |
1.5625 |
1.5406 |
1.5535 |
| PP |
1.5445 |
1.5445 |
1.5445 |
1.5401 |
| S1 |
1.5187 |
1.5187 |
1.5326 |
1.5097 |
| S2 |
1.5007 |
1.5007 |
1.5286 |
|
| S3 |
1.4569 |
1.4749 |
1.5246 |
|
| S4 |
1.4131 |
1.4311 |
1.5125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5704 |
1.5266 |
0.0438 |
2.8% |
0.0131 |
0.9% |
25% |
False |
False |
647 |
| 10 |
1.5832 |
1.5266 |
0.0566 |
3.7% |
0.0100 |
0.6% |
20% |
False |
False |
394 |
| 20 |
1.6170 |
1.5266 |
0.0904 |
5.9% |
0.0092 |
0.6% |
12% |
False |
False |
243 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.6% |
0.0079 |
0.5% |
11% |
False |
False |
161 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.6% |
0.0075 |
0.5% |
11% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5719 |
|
2.618 |
1.5600 |
|
1.618 |
1.5527 |
|
1.000 |
1.5482 |
|
0.618 |
1.5454 |
|
HIGH |
1.5409 |
|
0.618 |
1.5381 |
|
0.500 |
1.5373 |
|
0.382 |
1.5364 |
|
LOW |
1.5336 |
|
0.618 |
1.5291 |
|
1.000 |
1.5263 |
|
1.618 |
1.5218 |
|
2.618 |
1.5145 |
|
4.250 |
1.5026 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5376 |
1.5391 |
| PP |
1.5374 |
1.5386 |
| S1 |
1.5373 |
1.5382 |
|