CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5566 |
1.5631 |
0.0065 |
0.4% |
1.5721 |
| High |
1.5647 |
1.5637 |
-0.0010 |
-0.1% |
1.5773 |
| Low |
1.5559 |
1.5541 |
-0.0018 |
-0.1% |
1.5553 |
| Close |
1.5634 |
1.5554 |
-0.0080 |
-0.5% |
1.5582 |
| Range |
0.0088 |
0.0096 |
0.0008 |
9.1% |
0.0220 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
103,280 |
82,314 |
-20,966 |
-20.3% |
486,697 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5865 |
1.5806 |
1.5607 |
|
| R3 |
1.5769 |
1.5710 |
1.5580 |
|
| R2 |
1.5673 |
1.5673 |
1.5572 |
|
| R1 |
1.5614 |
1.5614 |
1.5563 |
1.5596 |
| PP |
1.5577 |
1.5577 |
1.5577 |
1.5568 |
| S1 |
1.5518 |
1.5518 |
1.5545 |
1.5500 |
| S2 |
1.5481 |
1.5481 |
1.5536 |
|
| S3 |
1.5385 |
1.5422 |
1.5528 |
|
| S4 |
1.5289 |
1.5326 |
1.5501 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6296 |
1.6159 |
1.5703 |
|
| R3 |
1.6076 |
1.5939 |
1.5643 |
|
| R2 |
1.5856 |
1.5856 |
1.5622 |
|
| R1 |
1.5719 |
1.5719 |
1.5602 |
1.5678 |
| PP |
1.5636 |
1.5636 |
1.5636 |
1.5615 |
| S1 |
1.5499 |
1.5499 |
1.5562 |
1.5458 |
| S2 |
1.5416 |
1.5416 |
1.5542 |
|
| S3 |
1.5196 |
1.5279 |
1.5522 |
|
| S4 |
1.4976 |
1.5059 |
1.5461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5729 |
1.5534 |
0.0195 |
1.3% |
0.0094 |
0.6% |
10% |
False |
False |
86,760 |
| 10 |
1.5773 |
1.5466 |
0.0307 |
2.0% |
0.0122 |
0.8% |
29% |
False |
False |
91,338 |
| 20 |
1.5773 |
1.5266 |
0.0507 |
3.3% |
0.0125 |
0.8% |
57% |
False |
False |
52,270 |
| 40 |
1.6210 |
1.5266 |
0.0944 |
6.1% |
0.0103 |
0.7% |
31% |
False |
False |
26,189 |
| 60 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0090 |
0.6% |
29% |
False |
False |
17,485 |
| 80 |
1.6276 |
1.5266 |
0.1010 |
6.5% |
0.0083 |
0.5% |
29% |
False |
False |
13,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6045 |
|
2.618 |
1.5888 |
|
1.618 |
1.5792 |
|
1.000 |
1.5733 |
|
0.618 |
1.5696 |
|
HIGH |
1.5637 |
|
0.618 |
1.5600 |
|
0.500 |
1.5589 |
|
0.382 |
1.5578 |
|
LOW |
1.5541 |
|
0.618 |
1.5482 |
|
1.000 |
1.5445 |
|
1.618 |
1.5386 |
|
2.618 |
1.5290 |
|
4.250 |
1.5133 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5589 |
1.5591 |
| PP |
1.5577 |
1.5578 |
| S1 |
1.5566 |
1.5566 |
|