CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5453 |
1.5534 |
0.0081 |
0.5% |
1.5376 |
High |
1.5453 |
1.5534 |
0.0081 |
0.5% |
1.5539 |
Low |
1.5414 |
1.5482 |
0.0068 |
0.4% |
1.5345 |
Close |
1.5446 |
1.5482 |
0.0036 |
0.2% |
1.5446 |
Range |
0.0039 |
0.0052 |
0.0013 |
33.3% |
0.0194 |
ATR |
0.0063 |
0.0065 |
0.0002 |
2.9% |
0.0000 |
Volume |
7 |
5 |
-2 |
-28.6% |
30 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5655 |
1.5621 |
1.5511 |
|
R3 |
1.5603 |
1.5569 |
1.5496 |
|
R2 |
1.5551 |
1.5551 |
1.5492 |
|
R1 |
1.5517 |
1.5517 |
1.5487 |
1.5508 |
PP |
1.5499 |
1.5499 |
1.5499 |
1.5495 |
S1 |
1.5465 |
1.5465 |
1.5477 |
1.5456 |
S2 |
1.5447 |
1.5447 |
1.5472 |
|
S3 |
1.5395 |
1.5413 |
1.5468 |
|
S4 |
1.5343 |
1.5361 |
1.5453 |
|
|
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% |
0.0051 |
0.3% |
71% |
False |
False |
6 |
10 |
1.5621 |
1.5335 |
0.0286 |
1.8% |
0.0036 |
0.2% |
51% |
False |
False |
9 |
20 |
1.6082 |
1.5335 |
0.0747 |
4.8% |
0.0022 |
0.1% |
20% |
False |
False |
10 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0011 |
0.1% |
16% |
False |
False |
6 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0008 |
0.1% |
16% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5755 |
2.618 |
1.5670 |
1.618 |
1.5618 |
1.000 |
1.5586 |
0.618 |
1.5566 |
HIGH |
1.5534 |
0.618 |
1.5514 |
0.500 |
1.5508 |
0.382 |
1.5502 |
LOW |
1.5482 |
0.618 |
1.5450 |
1.000 |
1.5430 |
1.618 |
1.5398 |
2.618 |
1.5346 |
4.250 |
1.5261 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5508 |
1.5480 |
PP |
1.5499 |
1.5478 |
S1 |
1.5491 |
1.5477 |
|