CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5534 |
1.5467 |
-0.0067 |
-0.4% |
1.5376 |
High |
1.5534 |
1.5574 |
0.0040 |
0.3% |
1.5539 |
Low |
1.5482 |
1.5467 |
-0.0015 |
-0.1% |
1.5345 |
Close |
1.5482 |
1.5556 |
0.0074 |
0.5% |
1.5446 |
Range |
0.0052 |
0.0107 |
0.0055 |
105.8% |
0.0194 |
ATR |
0.0065 |
0.0068 |
0.0003 |
4.7% |
0.0000 |
Volume |
5 |
2 |
-3 |
-60.0% |
30 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5853 |
1.5812 |
1.5615 |
|
R3 |
1.5746 |
1.5705 |
1.5585 |
|
R2 |
1.5639 |
1.5639 |
1.5576 |
|
R1 |
1.5598 |
1.5598 |
1.5566 |
1.5619 |
PP |
1.5532 |
1.5532 |
1.5532 |
1.5543 |
S1 |
1.5491 |
1.5491 |
1.5546 |
1.5512 |
S2 |
1.5425 |
1.5425 |
1.5536 |
|
S3 |
1.5318 |
1.5384 |
1.5527 |
|
S4 |
1.5211 |
1.5277 |
1.5497 |
|
|
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 |
1.5574 |
1.5414 |
0.0160 |
1.0% |
0.0068 |
0.4% |
89% |
True |
False |
6 |
10 |
1.5574 |
1.5335 |
0.0239 |
1.5% |
0.0047 |
0.3% |
92% |
True |
False |
8 |
20 |
1.5982 |
1.5335 |
0.0647 |
4.2% |
0.0027 |
0.2% |
34% |
False |
False |
10 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0014 |
0.1% |
24% |
False |
False |
6 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0010 |
0.1% |
24% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6029 |
2.618 |
1.5854 |
1.618 |
1.5747 |
1.000 |
1.5681 |
0.618 |
1.5640 |
HIGH |
1.5574 |
0.618 |
1.5533 |
0.500 |
1.5521 |
0.382 |
1.5508 |
LOW |
1.5467 |
0.618 |
1.5401 |
1.000 |
1.5360 |
1.618 |
1.5294 |
2.618 |
1.5187 |
4.250 |
1.5012 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5544 |
1.5535 |
PP |
1.5532 |
1.5515 |
S1 |
1.5521 |
1.5494 |
|