CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 18-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5600 |
1.5620 |
0.0020 |
0.1% |
1.5534 |
High |
1.5704 |
1.5660 |
-0.0044 |
-0.3% |
1.5704 |
Low |
1.5600 |
1.5620 |
0.0020 |
0.1% |
1.5467 |
Close |
1.5673 |
1.5660 |
-0.0013 |
-0.1% |
1.5673 |
Range |
0.0104 |
0.0040 |
-0.0064 |
-61.5% |
0.0237 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
12 |
4 |
-8 |
-66.7% |
31 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5767 |
1.5753 |
1.5682 |
|
R3 |
1.5727 |
1.5713 |
1.5671 |
|
R2 |
1.5687 |
1.5687 |
1.5667 |
|
R1 |
1.5673 |
1.5673 |
1.5664 |
1.5680 |
PP |
1.5647 |
1.5647 |
1.5647 |
1.5650 |
S1 |
1.5633 |
1.5633 |
1.5656 |
1.5640 |
S2 |
1.5607 |
1.5607 |
1.5653 |
|
S3 |
1.5567 |
1.5593 |
1.5649 |
|
S4 |
1.5527 |
1.5553 |
1.5638 |
|
|
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% |
0.0053 |
0.3% |
81% |
False |
False |
6 |
10 |
1.5704 |
1.5345 |
0.0359 |
2.3% |
0.0052 |
0.3% |
88% |
False |
False |
6 |
20 |
1.5787 |
1.5335 |
0.0452 |
2.9% |
0.0031 |
0.2% |
72% |
False |
False |
9 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0018 |
0.1% |
36% |
False |
False |
7 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0013 |
0.1% |
36% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5830 |
2.618 |
1.5765 |
1.618 |
1.5725 |
1.000 |
1.5700 |
0.618 |
1.5685 |
HIGH |
1.5660 |
0.618 |
1.5645 |
0.500 |
1.5640 |
0.382 |
1.5635 |
LOW |
1.5620 |
0.618 |
1.5595 |
1.000 |
1.5580 |
1.618 |
1.5555 |
2.618 |
1.5515 |
4.250 |
1.5450 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5653 |
1.5644 |
PP |
1.5647 |
1.5628 |
S1 |
1.5640 |
1.5613 |
|