CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5720 |
1.5706 |
-0.0014 |
-0.1% |
1.5525 |
| High |
1.5773 |
1.5729 |
-0.0044 |
-0.3% |
1.5747 |
| Low |
1.5644 |
1.5573 |
-0.0071 |
-0.5% |
1.5448 |
| Close |
1.5694 |
1.5591 |
-0.0103 |
-0.7% |
1.5676 |
| Range |
0.0129 |
0.0156 |
0.0027 |
20.9% |
0.0299 |
| ATR |
0.0121 |
0.0123 |
0.0003 |
2.1% |
0.0000 |
| Volume |
108,532 |
105,227 |
-3,305 |
-3.0% |
286,541 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6099 |
1.6001 |
1.5677 |
|
| R3 |
1.5943 |
1.5845 |
1.5634 |
|
| R2 |
1.5787 |
1.5787 |
1.5620 |
|
| R1 |
1.5689 |
1.5689 |
1.5605 |
1.5660 |
| PP |
1.5631 |
1.5631 |
1.5631 |
1.5617 |
| S1 |
1.5533 |
1.5533 |
1.5577 |
1.5504 |
| S2 |
1.5475 |
1.5475 |
1.5562 |
|
| S3 |
1.5319 |
1.5377 |
1.5548 |
|
| S4 |
1.5163 |
1.5221 |
1.5505 |
|
|
| 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 |
1.5773 |
1.5470 |
0.0303 |
1.9% |
0.0162 |
1.0% |
40% |
False |
False |
104,806 |
| 10 |
1.5773 |
1.5397 |
0.0376 |
2.4% |
0.0140 |
0.9% |
52% |
False |
False |
70,303 |
| 20 |
1.5773 |
1.5266 |
0.0507 |
3.3% |
0.0129 |
0.8% |
64% |
False |
False |
35,876 |
| 40 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0100 |
0.6% |
32% |
False |
False |
17,985 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0091 |
0.6% |
32% |
False |
False |
12,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6392 |
|
2.618 |
1.6137 |
|
1.618 |
1.5981 |
|
1.000 |
1.5885 |
|
0.618 |
1.5825 |
|
HIGH |
1.5729 |
|
0.618 |
1.5669 |
|
0.500 |
1.5651 |
|
0.382 |
1.5633 |
|
LOW |
1.5573 |
|
0.618 |
1.5477 |
|
1.000 |
1.5417 |
|
1.618 |
1.5321 |
|
2.618 |
1.5165 |
|
4.250 |
1.4910 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5651 |
1.5673 |
| PP |
1.5631 |
1.5646 |
| S1 |
1.5611 |
1.5618 |
|