CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5467 |
1.5565 |
0.0098 |
0.6% |
1.5355 |
| High |
1.5584 |
1.5592 |
0.0008 |
0.1% |
1.5593 |
| Low |
1.5448 |
1.5496 |
0.0048 |
0.3% |
1.5319 |
| Close |
1.5562 |
1.5521 |
-0.0041 |
-0.3% |
1.5452 |
| Range |
0.0136 |
0.0096 |
-0.0040 |
-29.4% |
0.0274 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
35,334 |
57,105 |
21,771 |
61.6% |
22,832 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5824 |
1.5769 |
1.5574 |
|
| R3 |
1.5728 |
1.5673 |
1.5547 |
|
| R2 |
1.5632 |
1.5632 |
1.5539 |
|
| R1 |
1.5577 |
1.5577 |
1.5530 |
1.5557 |
| PP |
1.5536 |
1.5536 |
1.5536 |
1.5526 |
| S1 |
1.5481 |
1.5481 |
1.5512 |
1.5461 |
| S2 |
1.5440 |
1.5440 |
1.5503 |
|
| S3 |
1.5344 |
1.5385 |
1.5495 |
|
| S4 |
1.5248 |
1.5289 |
1.5468 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6277 |
1.6138 |
1.5603 |
|
| R3 |
1.6003 |
1.5864 |
1.5527 |
|
| R2 |
1.5729 |
1.5729 |
1.5502 |
|
| R1 |
1.5590 |
1.5590 |
1.5477 |
1.5660 |
| PP |
1.5455 |
1.5455 |
1.5455 |
1.5489 |
| S1 |
1.5316 |
1.5316 |
1.5427 |
1.5386 |
| S2 |
1.5181 |
1.5181 |
1.5402 |
|
| S3 |
1.4907 |
1.5042 |
1.5377 |
|
| S4 |
1.4633 |
1.4768 |
1.5301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5593 |
1.5397 |
0.0196 |
1.3% |
0.0133 |
0.9% |
63% |
False |
False |
24,680 |
| 10 |
1.5593 |
1.5266 |
0.0327 |
2.1% |
0.0129 |
0.8% |
78% |
False |
False |
13,201 |
| 20 |
1.5980 |
1.5266 |
0.0714 |
4.6% |
0.0112 |
0.7% |
36% |
False |
False |
6,677 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0090 |
0.6% |
25% |
False |
False |
3,380 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0083 |
0.5% |
25% |
False |
False |
2,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6000 |
|
2.618 |
1.5843 |
|
1.618 |
1.5747 |
|
1.000 |
1.5688 |
|
0.618 |
1.5651 |
|
HIGH |
1.5592 |
|
0.618 |
1.5555 |
|
0.500 |
1.5544 |
|
0.382 |
1.5533 |
|
LOW |
1.5496 |
|
0.618 |
1.5437 |
|
1.000 |
1.5400 |
|
1.618 |
1.5341 |
|
2.618 |
1.5245 |
|
4.250 |
1.5088 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5544 |
1.5521 |
| PP |
1.5536 |
1.5520 |
| S1 |
1.5529 |
1.5520 |
|