CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5636 |
1.5566 |
-0.0070 |
-0.4% |
1.5598 |
| High |
1.5647 |
1.5614 |
-0.0033 |
-0.2% |
1.5753 |
| Low |
1.5524 |
1.5435 |
-0.0089 |
-0.6% |
1.5547 |
| Close |
1.5566 |
1.5478 |
-0.0088 |
-0.6% |
1.5647 |
| Range |
0.0123 |
0.0179 |
0.0056 |
45.5% |
0.0206 |
| ATR |
0.0131 |
0.0135 |
0.0003 |
2.6% |
0.0000 |
| Volume |
22,800 |
40,412 |
17,612 |
77.2% |
18,258 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6046 |
1.5941 |
1.5576 |
|
| R3 |
1.5867 |
1.5762 |
1.5527 |
|
| R2 |
1.5688 |
1.5688 |
1.5511 |
|
| R1 |
1.5583 |
1.5583 |
1.5494 |
1.5546 |
| PP |
1.5509 |
1.5509 |
1.5509 |
1.5491 |
| S1 |
1.5404 |
1.5404 |
1.5462 |
1.5367 |
| S2 |
1.5330 |
1.5330 |
1.5445 |
|
| S3 |
1.5151 |
1.5225 |
1.5429 |
|
| S4 |
1.4972 |
1.5046 |
1.5380 |
|
|
| 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 |
1.5435 |
0.0318 |
2.1% |
0.0147 |
1.0% |
14% |
False |
True |
15,778 |
| 10 |
1.5758 |
1.5435 |
0.0323 |
2.1% |
0.0146 |
0.9% |
13% |
False |
True |
9,596 |
| 20 |
1.5860 |
1.5415 |
0.0445 |
2.9% |
0.0128 |
0.8% |
14% |
False |
False |
4,937 |
| 40 |
1.6120 |
1.5415 |
0.0705 |
4.6% |
0.0120 |
0.8% |
9% |
False |
False |
2,491 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0110 |
0.7% |
25% |
False |
False |
1,672 |
| 80 |
1.6467 |
1.5267 |
0.1200 |
7.8% |
0.0083 |
0.5% |
18% |
False |
False |
1,255 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0068 |
0.4% |
17% |
False |
False |
1,004 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0057 |
0.4% |
17% |
False |
False |
837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6375 |
|
2.618 |
1.6083 |
|
1.618 |
1.5904 |
|
1.000 |
1.5793 |
|
0.618 |
1.5725 |
|
HIGH |
1.5614 |
|
0.618 |
1.5546 |
|
0.500 |
1.5525 |
|
0.382 |
1.5503 |
|
LOW |
1.5435 |
|
0.618 |
1.5324 |
|
1.000 |
1.5256 |
|
1.618 |
1.5145 |
|
2.618 |
1.4966 |
|
4.250 |
1.4674 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5525 |
1.5578 |
| PP |
1.5509 |
1.5544 |
| S1 |
1.5494 |
1.5511 |
|