CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5467 |
1.5515 |
0.0048 |
0.3% |
1.5376 |
High |
1.5574 |
1.5515 |
-0.0059 |
-0.4% |
1.5539 |
Low |
1.5467 |
1.5515 |
0.0048 |
0.3% |
1.5345 |
Close |
1.5556 |
1.5515 |
-0.0041 |
-0.3% |
1.5446 |
Range |
0.0107 |
0.0000 |
-0.0107 |
-100.0% |
0.0194 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
2 |
6 |
4 |
200.0% |
30 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5515 |
1.5515 |
1.5515 |
|
R3 |
1.5515 |
1.5515 |
1.5515 |
|
R2 |
1.5515 |
1.5515 |
1.5515 |
|
R1 |
1.5515 |
1.5515 |
1.5515 |
1.5515 |
PP |
1.5515 |
1.5515 |
1.5515 |
1.5515 |
S1 |
1.5515 |
1.5515 |
1.5515 |
1.5515 |
S2 |
1.5515 |
1.5515 |
1.5515 |
|
S3 |
1.5515 |
1.5515 |
1.5515 |
|
S4 |
1.5515 |
1.5515 |
1.5515 |
|
|
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% |
0.0053 |
0.3% |
63% |
False |
False |
7 |
10 |
1.5574 |
1.5335 |
0.0239 |
1.5% |
0.0047 |
0.3% |
75% |
False |
False |
7 |
20 |
1.5901 |
1.5335 |
0.0566 |
3.6% |
0.0027 |
0.2% |
32% |
False |
False |
10 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0014 |
0.1% |
20% |
False |
False |
6 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0010 |
0.1% |
20% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5515 |
2.618 |
1.5515 |
1.618 |
1.5515 |
1.000 |
1.5515 |
0.618 |
1.5515 |
HIGH |
1.5515 |
0.618 |
1.5515 |
0.500 |
1.5515 |
0.382 |
1.5515 |
LOW |
1.5515 |
0.618 |
1.5515 |
1.000 |
1.5515 |
1.618 |
1.5515 |
2.618 |
1.5515 |
4.250 |
1.5515 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5515 |
1.5521 |
PP |
1.5515 |
1.5519 |
S1 |
1.5515 |
1.5517 |
|