CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5345 |
1.5420 |
0.0075 |
0.5% |
1.5621 |
| High |
1.5370 |
1.5493 |
0.0123 |
0.8% |
1.5621 |
| Low |
1.5345 |
1.5420 |
0.0075 |
0.5% |
1.5335 |
| Close |
1.5364 |
1.5466 |
0.0102 |
0.7% |
1.5367 |
| Range |
0.0025 |
0.0073 |
0.0048 |
192.0% |
0.0286 |
| ATR |
0.0051 |
0.0057 |
0.0006 |
10.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
62 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5679 |
1.5645 |
1.5506 |
|
| R3 |
1.5606 |
1.5572 |
1.5486 |
|
| R2 |
1.5533 |
1.5533 |
1.5479 |
|
| R1 |
1.5499 |
1.5499 |
1.5473 |
1.5516 |
| PP |
1.5460 |
1.5460 |
1.5460 |
1.5468 |
| S1 |
1.5426 |
1.5426 |
1.5459 |
1.5443 |
| S2 |
1.5387 |
1.5387 |
1.5453 |
|
| S3 |
1.5314 |
1.5353 |
1.5446 |
|
| S4 |
1.5241 |
1.5280 |
1.5426 |
|
|
| 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 |
1.5493 |
1.5335 |
0.0158 |
1.0% |
0.0040 |
0.3% |
83% |
True |
False |
8 |
| 10 |
1.5674 |
1.5335 |
0.0339 |
2.2% |
0.0020 |
0.1% |
39% |
False |
False |
11 |
| 20 |
1.6150 |
1.5335 |
0.0815 |
5.3% |
0.0015 |
0.1% |
16% |
False |
False |
10 |
| 40 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0007 |
0.0% |
14% |
False |
False |
6 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0006 |
0.0% |
14% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5803 |
|
2.618 |
1.5684 |
|
1.618 |
1.5611 |
|
1.000 |
1.5566 |
|
0.618 |
1.5538 |
|
HIGH |
1.5493 |
|
0.618 |
1.5465 |
|
0.500 |
1.5457 |
|
0.382 |
1.5448 |
|
LOW |
1.5420 |
|
0.618 |
1.5375 |
|
1.000 |
1.5347 |
|
1.618 |
1.5302 |
|
2.618 |
1.5229 |
|
4.250 |
1.5110 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5463 |
1.5450 |
| PP |
1.5460 |
1.5435 |
| S1 |
1.5457 |
1.5419 |
|