CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.5620 |
1.5537 |
-0.0083 |
-0.5% |
1.5620 |
High |
1.5623 |
1.5537 |
-0.0086 |
-0.6% |
1.5743 |
Low |
1.5540 |
1.5489 |
-0.0051 |
-0.3% |
1.5552 |
Close |
1.5550 |
1.5489 |
-0.0061 |
-0.4% |
1.5578 |
Range |
0.0083 |
0.0048 |
-0.0035 |
-42.2% |
0.0191 |
ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
69 |
29 |
-40 |
-58.0% |
481 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5649 |
1.5617 |
1.5515 |
|
R3 |
1.5601 |
1.5569 |
1.5502 |
|
R2 |
1.5553 |
1.5553 |
1.5498 |
|
R1 |
1.5521 |
1.5521 |
1.5493 |
1.5513 |
PP |
1.5505 |
1.5505 |
1.5505 |
1.5501 |
S1 |
1.5473 |
1.5473 |
1.5485 |
1.5465 |
S2 |
1.5457 |
1.5457 |
1.5480 |
|
S3 |
1.5409 |
1.5425 |
1.5476 |
|
S4 |
1.5361 |
1.5377 |
1.5463 |
|
|
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 |
1.5633 |
1.5489 |
0.0144 |
0.9% |
0.0051 |
0.3% |
0% |
False |
True |
35 |
10 |
1.5743 |
1.5489 |
0.0254 |
1.6% |
0.0067 |
0.4% |
0% |
False |
True |
66 |
20 |
1.5743 |
1.5335 |
0.0408 |
2.6% |
0.0056 |
0.4% |
38% |
False |
False |
36 |
40 |
1.6159 |
1.5335 |
0.0824 |
5.3% |
0.0031 |
0.2% |
19% |
False |
False |
22 |
60 |
1.6243 |
1.5335 |
0.0908 |
5.9% |
0.0021 |
0.1% |
17% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5741 |
2.618 |
1.5663 |
1.618 |
1.5615 |
1.000 |
1.5585 |
0.618 |
1.5567 |
HIGH |
1.5537 |
0.618 |
1.5519 |
0.500 |
1.5513 |
0.382 |
1.5507 |
LOW |
1.5489 |
0.618 |
1.5459 |
1.000 |
1.5441 |
1.618 |
1.5411 |
2.618 |
1.5363 |
4.250 |
1.5285 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5513 |
1.5561 |
PP |
1.5505 |
1.5537 |
S1 |
1.5497 |
1.5513 |
|