CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5502 |
1.5549 |
0.0047 |
0.3% |
1.5525 |
| High |
1.5560 |
1.5747 |
0.0187 |
1.2% |
1.5747 |
| Low |
1.5466 |
1.5470 |
0.0004 |
0.0% |
1.5448 |
| Close |
1.5525 |
1.5676 |
0.0151 |
1.0% |
1.5676 |
| Range |
0.0094 |
0.0277 |
0.0183 |
194.7% |
0.0299 |
| ATR |
0.0107 |
0.0119 |
0.0012 |
11.3% |
0.0000 |
| Volume |
60,782 |
118,746 |
57,964 |
95.4% |
286,541 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6462 |
1.6346 |
1.5828 |
|
| R3 |
1.6185 |
1.6069 |
1.5752 |
|
| R2 |
1.5908 |
1.5908 |
1.5727 |
|
| R1 |
1.5792 |
1.5792 |
1.5701 |
1.5850 |
| PP |
1.5631 |
1.5631 |
1.5631 |
1.5660 |
| S1 |
1.5515 |
1.5515 |
1.5651 |
1.5573 |
| S2 |
1.5354 |
1.5354 |
1.5625 |
|
| S3 |
1.5077 |
1.5238 |
1.5600 |
|
| S4 |
1.4800 |
1.4961 |
1.5524 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6521 |
1.6397 |
1.5840 |
|
| R3 |
1.6222 |
1.6098 |
1.5758 |
|
| R2 |
1.5923 |
1.5923 |
1.5731 |
|
| R1 |
1.5799 |
1.5799 |
1.5703 |
1.5861 |
| PP |
1.5624 |
1.5624 |
1.5624 |
1.5655 |
| S1 |
1.5500 |
1.5500 |
1.5649 |
1.5562 |
| S2 |
1.5325 |
1.5325 |
1.5621 |
|
| S3 |
1.5026 |
1.5201 |
1.5594 |
|
| S4 |
1.4727 |
1.4902 |
1.5512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5747 |
1.5448 |
0.0299 |
1.9% |
0.0145 |
0.9% |
76% |
True |
False |
57,308 |
| 10 |
1.5747 |
1.5319 |
0.0428 |
2.7% |
0.0134 |
0.9% |
83% |
True |
False |
30,937 |
| 20 |
1.5832 |
1.5266 |
0.0566 |
3.6% |
0.0118 |
0.8% |
72% |
False |
False |
15,642 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0095 |
0.6% |
41% |
False |
False |
7,864 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0088 |
0.6% |
41% |
False |
False |
5,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6924 |
|
2.618 |
1.6472 |
|
1.618 |
1.6195 |
|
1.000 |
1.6024 |
|
0.618 |
1.5918 |
|
HIGH |
1.5747 |
|
0.618 |
1.5641 |
|
0.500 |
1.5609 |
|
0.382 |
1.5576 |
|
LOW |
1.5470 |
|
0.618 |
1.5299 |
|
1.000 |
1.5193 |
|
1.618 |
1.5022 |
|
2.618 |
1.4745 |
|
4.250 |
1.4293 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5654 |
1.5653 |
| PP |
1.5631 |
1.5630 |
| S1 |
1.5609 |
1.5607 |
|