CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5515 |
1.5534 |
0.0019 |
0.1% |
1.5376 |
High |
1.5515 |
1.5534 |
0.0019 |
0.1% |
1.5539 |
Low |
1.5515 |
1.5521 |
0.0006 |
0.0% |
1.5345 |
Close |
1.5515 |
1.5522 |
0.0007 |
0.0% |
1.5446 |
Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0194 |
ATR |
0.0066 |
0.0062 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
6 |
6 |
0 |
0.0% |
30 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5565 |
1.5556 |
1.5529 |
|
R3 |
1.5552 |
1.5543 |
1.5526 |
|
R2 |
1.5539 |
1.5539 |
1.5524 |
|
R1 |
1.5530 |
1.5530 |
1.5523 |
1.5528 |
PP |
1.5526 |
1.5526 |
1.5526 |
1.5525 |
S1 |
1.5517 |
1.5517 |
1.5521 |
1.5515 |
S2 |
1.5513 |
1.5513 |
1.5520 |
|
S3 |
1.5500 |
1.5504 |
1.5518 |
|
S4 |
1.5487 |
1.5491 |
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% |
0.0042 |
0.3% |
68% |
False |
False |
5 |
10 |
1.5574 |
1.5335 |
0.0239 |
1.5% |
0.0046 |
0.3% |
78% |
False |
False |
6 |
20 |
1.5797 |
1.5335 |
0.0462 |
3.0% |
0.0025 |
0.2% |
40% |
False |
False |
10 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0014 |
0.1% |
21% |
False |
False |
6 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0010 |
0.1% |
21% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5589 |
2.618 |
1.5568 |
1.618 |
1.5555 |
1.000 |
1.5547 |
0.618 |
1.5542 |
HIGH |
1.5534 |
0.618 |
1.5529 |
0.500 |
1.5528 |
0.382 |
1.5526 |
LOW |
1.5521 |
0.618 |
1.5513 |
1.000 |
1.5508 |
1.618 |
1.5500 |
2.618 |
1.5487 |
4.250 |
1.5466 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5528 |
1.5522 |
PP |
1.5526 |
1.5521 |
S1 |
1.5524 |
1.5521 |
|