CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5622 |
1.5636 |
0.0014 |
0.1% |
1.5598 |
| High |
1.5720 |
1.5647 |
-0.0073 |
-0.5% |
1.5753 |
| Low |
1.5572 |
1.5524 |
-0.0048 |
-0.3% |
1.5547 |
| Close |
1.5647 |
1.5566 |
-0.0081 |
-0.5% |
1.5647 |
| Range |
0.0148 |
0.0123 |
-0.0025 |
-16.9% |
0.0206 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
8,409 |
22,800 |
14,391 |
171.1% |
18,258 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5948 |
1.5880 |
1.5634 |
|
| R3 |
1.5825 |
1.5757 |
1.5600 |
|
| R2 |
1.5702 |
1.5702 |
1.5589 |
|
| R1 |
1.5634 |
1.5634 |
1.5577 |
1.5607 |
| PP |
1.5579 |
1.5579 |
1.5579 |
1.5565 |
| S1 |
1.5511 |
1.5511 |
1.5555 |
1.5484 |
| S2 |
1.5456 |
1.5456 |
1.5543 |
|
| S3 |
1.5333 |
1.5388 |
1.5532 |
|
| S4 |
1.5210 |
1.5265 |
1.5498 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6267 |
1.6163 |
1.5760 |
|
| R3 |
1.6061 |
1.5957 |
1.5704 |
|
| R2 |
1.5855 |
1.5855 |
1.5685 |
|
| R1 |
1.5751 |
1.5751 |
1.5666 |
1.5803 |
| PP |
1.5649 |
1.5649 |
1.5649 |
1.5675 |
| S1 |
1.5545 |
1.5545 |
1.5628 |
1.5597 |
| S2 |
1.5443 |
1.5443 |
1.5609 |
|
| S3 |
1.5237 |
1.5339 |
1.5590 |
|
| S4 |
1.5031 |
1.5133 |
1.5534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5753 |
1.5524 |
0.0229 |
1.5% |
0.0131 |
0.8% |
18% |
False |
True |
8,026 |
| 10 |
1.5758 |
1.5452 |
0.0306 |
2.0% |
0.0146 |
0.9% |
37% |
False |
False |
5,731 |
| 20 |
1.6000 |
1.5415 |
0.0585 |
3.8% |
0.0125 |
0.8% |
26% |
False |
False |
2,919 |
| 40 |
1.6120 |
1.5415 |
0.0705 |
4.5% |
0.0116 |
0.7% |
21% |
False |
False |
1,481 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0108 |
0.7% |
35% |
False |
False |
999 |
| 80 |
1.6467 |
1.5267 |
0.1200 |
7.7% |
0.0081 |
0.5% |
25% |
False |
False |
750 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0066 |
0.4% |
24% |
False |
False |
600 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0055 |
0.4% |
24% |
False |
False |
500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6170 |
|
2.618 |
1.5969 |
|
1.618 |
1.5846 |
|
1.000 |
1.5770 |
|
0.618 |
1.5723 |
|
HIGH |
1.5647 |
|
0.618 |
1.5600 |
|
0.500 |
1.5586 |
|
0.382 |
1.5571 |
|
LOW |
1.5524 |
|
0.618 |
1.5448 |
|
1.000 |
1.5401 |
|
1.618 |
1.5325 |
|
2.618 |
1.5202 |
|
4.250 |
1.5001 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5586 |
1.5639 |
| PP |
1.5579 |
1.5614 |
| S1 |
1.5573 |
1.5590 |
|