CME British Pound Future December 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 |
1.5418 |
1.5376 |
-0.0042 |
-0.3% |
1.5621 |
High |
1.5418 |
1.5376 |
-0.0042 |
-0.3% |
1.5621 |
Low |
1.5335 |
1.5376 |
0.0041 |
0.3% |
1.5335 |
Close |
1.5367 |
1.5376 |
0.0009 |
0.1% |
1.5367 |
Range |
0.0083 |
0.0000 |
-0.0083 |
-100.0% |
0.0286 |
ATR |
0.0056 |
0.0053 |
-0.0003 |
-6.0% |
0.0000 |
Volume |
20 |
2 |
-18 |
-90.0% |
62 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5376 |
1.5376 |
1.5376 |
|
R3 |
1.5376 |
1.5376 |
1.5376 |
|
R2 |
1.5376 |
1.5376 |
1.5376 |
|
R1 |
1.5376 |
1.5376 |
1.5376 |
1.5376 |
PP |
1.5376 |
1.5376 |
1.5376 |
1.5376 |
S1 |
1.5376 |
1.5376 |
1.5376 |
1.5376 |
S2 |
1.5376 |
1.5376 |
1.5376 |
|
S3 |
1.5376 |
1.5376 |
1.5376 |
|
S4 |
1.5376 |
1.5376 |
1.5376 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6299 |
1.6119 |
1.5524 |
|
R3 |
1.6013 |
1.5833 |
1.5446 |
|
R2 |
1.5727 |
1.5727 |
1.5419 |
|
R1 |
1.5547 |
1.5547 |
1.5393 |
1.5494 |
PP |
1.5441 |
1.5441 |
1.5441 |
1.5415 |
S1 |
1.5261 |
1.5261 |
1.5341 |
1.5208 |
S2 |
1.5155 |
1.5155 |
1.5315 |
|
S3 |
1.4869 |
1.4975 |
1.5288 |
|
S4 |
1.4583 |
1.4689 |
1.5210 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5621 |
1.5335 |
0.0286 |
1.9% |
0.0020 |
0.1% |
14% |
False |
False |
12 |
10 |
1.5787 |
1.5335 |
0.0452 |
2.9% |
0.0010 |
0.1% |
9% |
False |
False |
13 |
20 |
1.6159 |
1.5335 |
0.0824 |
5.4% |
0.0010 |
0.1% |
5% |
False |
False |
10 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0005 |
0.0% |
5% |
False |
False |
6 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0004 |
0.0% |
5% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5376 |
2.618 |
1.5376 |
1.618 |
1.5376 |
1.000 |
1.5376 |
0.618 |
1.5376 |
HIGH |
1.5376 |
0.618 |
1.5376 |
0.500 |
1.5376 |
0.382 |
1.5376 |
LOW |
1.5376 |
0.618 |
1.5376 |
1.000 |
1.5376 |
1.618 |
1.5376 |
2.618 |
1.5376 |
4.250 |
1.5376 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5376 |
1.5377 |
PP |
1.5376 |
1.5376 |
S1 |
1.5376 |
1.5376 |
|