CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5420 |
1.5480 |
0.0060 |
0.4% |
1.5621 |
High |
1.5493 |
1.5539 |
0.0046 |
0.3% |
1.5621 |
Low |
1.5420 |
1.5472 |
0.0052 |
0.3% |
1.5335 |
Close |
1.5466 |
1.5539 |
0.0073 |
0.5% |
1.5367 |
Range |
0.0073 |
0.0067 |
-0.0006 |
-8.2% |
0.0286 |
ATR |
0.0057 |
0.0058 |
0.0001 |
2.0% |
0.0000 |
Volume |
2 |
17 |
15 |
750.0% |
62 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5718 |
1.5695 |
1.5576 |
|
R3 |
1.5651 |
1.5628 |
1.5557 |
|
R2 |
1.5584 |
1.5584 |
1.5551 |
|
R1 |
1.5561 |
1.5561 |
1.5545 |
1.5573 |
PP |
1.5517 |
1.5517 |
1.5517 |
1.5522 |
S1 |
1.5494 |
1.5494 |
1.5533 |
1.5506 |
S2 |
1.5450 |
1.5450 |
1.5527 |
|
S3 |
1.5383 |
1.5427 |
1.5521 |
|
S4 |
1.5316 |
1.5360 |
1.5502 |
|
|
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 |
1.5539 |
1.5335 |
0.0204 |
1.3% |
0.0050 |
0.3% |
100% |
True |
False |
8 |
10 |
1.5636 |
1.5335 |
0.0301 |
1.9% |
0.0027 |
0.2% |
68% |
False |
False |
11 |
20 |
1.6150 |
1.5335 |
0.0815 |
5.2% |
0.0018 |
0.1% |
25% |
False |
False |
10 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0009 |
0.1% |
22% |
False |
False |
6 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0007 |
0.0% |
22% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5824 |
2.618 |
1.5714 |
1.618 |
1.5647 |
1.000 |
1.5606 |
0.618 |
1.5580 |
HIGH |
1.5539 |
0.618 |
1.5513 |
0.500 |
1.5506 |
0.382 |
1.5498 |
LOW |
1.5472 |
0.618 |
1.5431 |
1.000 |
1.5405 |
1.618 |
1.5364 |
2.618 |
1.5297 |
4.250 |
1.5187 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5528 |
1.5507 |
PP |
1.5517 |
1.5474 |
S1 |
1.5506 |
1.5442 |
|