CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5423 |
1.5304 |
-0.0119 |
-0.8% |
1.5548 |
| High |
1.5459 |
1.5332 |
-0.0127 |
-0.8% |
1.5623 |
| Low |
1.5289 |
1.5271 |
-0.0018 |
-0.1% |
1.5363 |
| Close |
1.5292 |
1.5316 |
0.0024 |
0.2% |
1.5399 |
| Range |
0.0170 |
0.0061 |
-0.0109 |
-64.1% |
0.0260 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
4 |
59 |
55 |
1,375.0% |
29 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5489 |
1.5464 |
1.5350 |
|
| R3 |
1.5428 |
1.5403 |
1.5333 |
|
| R2 |
1.5367 |
1.5367 |
1.5327 |
|
| R1 |
1.5342 |
1.5342 |
1.5322 |
1.5355 |
| PP |
1.5306 |
1.5306 |
1.5306 |
1.5313 |
| S1 |
1.5281 |
1.5281 |
1.5310 |
1.5294 |
| S2 |
1.5245 |
1.5245 |
1.5305 |
|
| S3 |
1.5184 |
1.5220 |
1.5299 |
|
| S4 |
1.5123 |
1.5159 |
1.5282 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6242 |
1.6080 |
1.5542 |
|
| R3 |
1.5982 |
1.5820 |
1.5471 |
|
| R2 |
1.5722 |
1.5722 |
1.5447 |
|
| R1 |
1.5560 |
1.5560 |
1.5423 |
1.5511 |
| PP |
1.5462 |
1.5462 |
1.5462 |
1.5437 |
| S1 |
1.5300 |
1.5300 |
1.5375 |
1.5251 |
| S2 |
1.5202 |
1.5202 |
1.5351 |
|
| S3 |
1.4942 |
1.5040 |
1.5328 |
|
| S4 |
1.4682 |
1.4780 |
1.5256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5475 |
1.5271 |
0.0204 |
1.3% |
0.0067 |
0.4% |
22% |
False |
True |
23 |
| 10 |
1.5623 |
1.5271 |
0.0352 |
2.3% |
0.0080 |
0.5% |
13% |
False |
True |
24 |
| 20 |
1.5740 |
1.5271 |
0.0469 |
3.1% |
0.0063 |
0.4% |
10% |
False |
True |
22 |
| 40 |
1.5798 |
1.5271 |
0.0527 |
3.4% |
0.0036 |
0.2% |
9% |
False |
True |
12 |
| 60 |
1.6094 |
1.5271 |
0.0823 |
5.4% |
0.0024 |
0.2% |
5% |
False |
True |
8 |
| 80 |
1.6094 |
1.5271 |
0.0823 |
5.4% |
0.0018 |
0.1% |
5% |
False |
True |
7 |
| 100 |
1.6450 |
1.5271 |
0.1179 |
7.7% |
0.0015 |
0.1% |
4% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5591 |
|
2.618 |
1.5492 |
|
1.618 |
1.5431 |
|
1.000 |
1.5393 |
|
0.618 |
1.5370 |
|
HIGH |
1.5332 |
|
0.618 |
1.5309 |
|
0.500 |
1.5302 |
|
0.382 |
1.5294 |
|
LOW |
1.5271 |
|
0.618 |
1.5233 |
|
1.000 |
1.5210 |
|
1.618 |
1.5172 |
|
2.618 |
1.5111 |
|
4.250 |
1.5012 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5311 |
1.5373 |
| PP |
1.5306 |
1.5354 |
| S1 |
1.5302 |
1.5335 |
|