CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5480 |
1.5453 |
-0.0027 |
-0.2% |
1.5376 |
High |
1.5539 |
1.5453 |
-0.0086 |
-0.6% |
1.5539 |
Low |
1.5472 |
1.5414 |
-0.0058 |
-0.4% |
1.5345 |
Close |
1.5539 |
1.5446 |
-0.0093 |
-0.6% |
1.5446 |
Range |
0.0067 |
0.0039 |
-0.0028 |
-41.8% |
0.0194 |
ATR |
0.0058 |
0.0063 |
0.0005 |
8.2% |
0.0000 |
Volume |
17 |
7 |
-10 |
-58.8% |
30 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5555 |
1.5539 |
1.5467 |
|
R3 |
1.5516 |
1.5500 |
1.5457 |
|
R2 |
1.5477 |
1.5477 |
1.5453 |
|
R1 |
1.5461 |
1.5461 |
1.5450 |
1.5450 |
PP |
1.5438 |
1.5438 |
1.5438 |
1.5432 |
S1 |
1.5422 |
1.5422 |
1.5442 |
1.5411 |
S2 |
1.5399 |
1.5399 |
1.5439 |
|
S3 |
1.5360 |
1.5383 |
1.5435 |
|
S4 |
1.5321 |
1.5344 |
1.5425 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6025 |
1.5930 |
1.5553 |
|
R3 |
1.5831 |
1.5736 |
1.5499 |
|
R2 |
1.5637 |
1.5637 |
1.5482 |
|
R1 |
1.5542 |
1.5542 |
1.5464 |
1.5590 |
PP |
1.5443 |
1.5443 |
1.5443 |
1.5467 |
S1 |
1.5348 |
1.5348 |
1.5428 |
1.5396 |
S2 |
1.5249 |
1.5249 |
1.5410 |
|
S3 |
1.5055 |
1.5154 |
1.5393 |
|
S4 |
1.4861 |
1.4960 |
1.5339 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5539 |
1.5345 |
0.0194 |
1.3% |
0.0041 |
0.3% |
52% |
False |
False |
6 |
10 |
1.5630 |
1.5335 |
0.0295 |
1.9% |
0.0031 |
0.2% |
38% |
False |
False |
10 |
20 |
1.6082 |
1.5335 |
0.0747 |
4.8% |
0.0019 |
0.1% |
15% |
False |
False |
11 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0010 |
0.1% |
12% |
False |
False |
6 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0008 |
0.0% |
12% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5619 |
2.618 |
1.5555 |
1.618 |
1.5516 |
1.000 |
1.5492 |
0.618 |
1.5477 |
HIGH |
1.5453 |
0.618 |
1.5438 |
0.500 |
1.5434 |
0.382 |
1.5429 |
LOW |
1.5414 |
0.618 |
1.5390 |
1.000 |
1.5375 |
1.618 |
1.5351 |
2.618 |
1.5312 |
4.250 |
1.5248 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5442 |
1.5477 |
PP |
1.5438 |
1.5466 |
S1 |
1.5434 |
1.5456 |
|