CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5534 |
1.5600 |
0.0066 |
0.4% |
1.5534 |
| High |
1.5534 |
1.5704 |
0.0170 |
1.1% |
1.5704 |
| Low |
1.5521 |
1.5600 |
0.0079 |
0.5% |
1.5467 |
| Close |
1.5522 |
1.5673 |
0.0151 |
1.0% |
1.5673 |
| Range |
0.0013 |
0.0104 |
0.0091 |
700.0% |
0.0237 |
| ATR |
0.0062 |
0.0071 |
0.0009 |
13.7% |
0.0000 |
| Volume |
6 |
12 |
6 |
100.0% |
31 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5971 |
1.5926 |
1.5730 |
|
| R3 |
1.5867 |
1.5822 |
1.5702 |
|
| R2 |
1.5763 |
1.5763 |
1.5692 |
|
| R1 |
1.5718 |
1.5718 |
1.5683 |
1.5741 |
| PP |
1.5659 |
1.5659 |
1.5659 |
1.5670 |
| S1 |
1.5614 |
1.5614 |
1.5663 |
1.5637 |
| S2 |
1.5555 |
1.5555 |
1.5654 |
|
| S3 |
1.5451 |
1.5510 |
1.5644 |
|
| S4 |
1.5347 |
1.5406 |
1.5616 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6326 |
1.6236 |
1.5803 |
|
| R3 |
1.6089 |
1.5999 |
1.5738 |
|
| R2 |
1.5852 |
1.5852 |
1.5716 |
|
| R1 |
1.5762 |
1.5762 |
1.5695 |
1.5807 |
| PP |
1.5615 |
1.5615 |
1.5615 |
1.5637 |
| S1 |
1.5525 |
1.5525 |
1.5651 |
1.5570 |
| S2 |
1.5378 |
1.5378 |
1.5630 |
|
| S3 |
1.5141 |
1.5288 |
1.5608 |
|
| S4 |
1.4904 |
1.5051 |
1.5543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5704 |
1.5467 |
0.0237 |
1.5% |
0.0055 |
0.4% |
87% |
True |
False |
6 |
| 10 |
1.5704 |
1.5345 |
0.0359 |
2.3% |
0.0048 |
0.3% |
91% |
True |
False |
6 |
| 20 |
1.5787 |
1.5335 |
0.0452 |
2.9% |
0.0029 |
0.2% |
75% |
False |
False |
10 |
| 40 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0017 |
0.1% |
37% |
False |
False |
7 |
| 60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0012 |
0.1% |
37% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6146 |
|
2.618 |
1.5976 |
|
1.618 |
1.5872 |
|
1.000 |
1.5808 |
|
0.618 |
1.5768 |
|
HIGH |
1.5704 |
|
0.618 |
1.5664 |
|
0.500 |
1.5652 |
|
0.382 |
1.5640 |
|
LOW |
1.5600 |
|
0.618 |
1.5536 |
|
1.000 |
1.5496 |
|
1.618 |
1.5432 |
|
2.618 |
1.5328 |
|
4.250 |
1.5158 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5666 |
1.5652 |
| PP |
1.5659 |
1.5631 |
| S1 |
1.5652 |
1.5610 |
|