CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5663 |
1.5602 |
-0.0061 |
-0.4% |
1.5620 |
High |
1.5663 |
1.5602 |
-0.0061 |
-0.4% |
1.5743 |
Low |
1.5576 |
1.5552 |
-0.0024 |
-0.2% |
1.5552 |
Close |
1.5587 |
1.5578 |
-0.0009 |
-0.1% |
1.5578 |
Range |
0.0087 |
0.0050 |
-0.0037 |
-42.5% |
0.0191 |
ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
17 |
8 |
-9 |
-52.9% |
481 |
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5727 |
1.5703 |
1.5606 |
|
R3 |
1.5677 |
1.5653 |
1.5592 |
|
R2 |
1.5627 |
1.5627 |
1.5587 |
|
R1 |
1.5603 |
1.5603 |
1.5583 |
1.5590 |
PP |
1.5577 |
1.5577 |
1.5577 |
1.5571 |
S1 |
1.5553 |
1.5553 |
1.5573 |
1.5540 |
S2 |
1.5527 |
1.5527 |
1.5569 |
|
S3 |
1.5477 |
1.5503 |
1.5564 |
|
S4 |
1.5427 |
1.5453 |
1.5551 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6197 |
1.6079 |
1.5683 |
|
R3 |
1.6006 |
1.5888 |
1.5631 |
|
R2 |
1.5815 |
1.5815 |
1.5613 |
|
R1 |
1.5697 |
1.5697 |
1.5596 |
1.5661 |
PP |
1.5624 |
1.5624 |
1.5624 |
1.5606 |
S1 |
1.5506 |
1.5506 |
1.5560 |
1.5470 |
S2 |
1.5433 |
1.5433 |
1.5543 |
|
S3 |
1.5242 |
1.5315 |
1.5525 |
|
S4 |
1.5051 |
1.5124 |
1.5473 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5743 |
1.5552 |
0.0191 |
1.2% |
0.0072 |
0.5% |
14% |
False |
True |
96 |
10 |
1.5743 |
1.5467 |
0.0276 |
1.8% |
0.0064 |
0.4% |
40% |
False |
False |
51 |
20 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0047 |
0.3% |
60% |
False |
False |
31 |
40 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0026 |
0.2% |
27% |
False |
False |
18 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0017 |
0.1% |
27% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5815 |
2.618 |
1.5733 |
1.618 |
1.5683 |
1.000 |
1.5652 |
0.618 |
1.5633 |
HIGH |
1.5602 |
0.618 |
1.5583 |
0.500 |
1.5577 |
0.382 |
1.5571 |
LOW |
1.5552 |
0.618 |
1.5521 |
1.000 |
1.5502 |
1.618 |
1.5471 |
2.618 |
1.5421 |
4.250 |
1.5340 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5578 |
1.5645 |
PP |
1.5577 |
1.5623 |
S1 |
1.5577 |
1.5600 |
|