CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5602 |
1.5548 |
-0.0054 |
-0.3% |
1.5620 |
High |
1.5602 |
1.5562 |
-0.0040 |
-0.3% |
1.5743 |
Low |
1.5552 |
1.5540 |
-0.0012 |
-0.1% |
1.5552 |
Close |
1.5578 |
1.5555 |
-0.0023 |
-0.1% |
1.5578 |
Range |
0.0050 |
0.0022 |
-0.0028 |
-56.0% |
0.0191 |
ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
8 |
59 |
51 |
637.5% |
481 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5618 |
1.5609 |
1.5567 |
|
R3 |
1.5596 |
1.5587 |
1.5561 |
|
R2 |
1.5574 |
1.5574 |
1.5559 |
|
R1 |
1.5565 |
1.5565 |
1.5557 |
1.5570 |
PP |
1.5552 |
1.5552 |
1.5552 |
1.5555 |
S1 |
1.5543 |
1.5543 |
1.5553 |
1.5548 |
S2 |
1.5530 |
1.5530 |
1.5551 |
|
S3 |
1.5508 |
1.5521 |
1.5549 |
|
S4 |
1.5486 |
1.5499 |
1.5543 |
|
|
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 |
1.5540 |
0.0203 |
1.3% |
0.0068 |
0.4% |
7% |
False |
True |
107 |
10 |
1.5743 |
1.5467 |
0.0276 |
1.8% |
0.0061 |
0.4% |
32% |
False |
False |
56 |
20 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0048 |
0.3% |
54% |
False |
False |
33 |
40 |
1.6208 |
1.5335 |
0.0873 |
5.6% |
0.0027 |
0.2% |
25% |
False |
False |
20 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.8% |
0.0018 |
0.1% |
24% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5656 |
2.618 |
1.5620 |
1.618 |
1.5598 |
1.000 |
1.5584 |
0.618 |
1.5576 |
HIGH |
1.5562 |
0.618 |
1.5554 |
0.500 |
1.5551 |
0.382 |
1.5548 |
LOW |
1.5540 |
0.618 |
1.5526 |
1.000 |
1.5518 |
1.618 |
1.5504 |
2.618 |
1.5482 |
4.250 |
1.5447 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5554 |
1.5602 |
PP |
1.5552 |
1.5586 |
S1 |
1.5551 |
1.5571 |
|