CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5566 |
1.5477 |
-0.0089 |
-0.6% |
1.5598 |
| High |
1.5614 |
1.5517 |
-0.0097 |
-0.6% |
1.5753 |
| Low |
1.5435 |
1.5394 |
-0.0041 |
-0.3% |
1.5547 |
| Close |
1.5478 |
1.5453 |
-0.0025 |
-0.2% |
1.5647 |
| Range |
0.0179 |
0.0123 |
-0.0056 |
-31.3% |
0.0206 |
| ATR |
0.0135 |
0.0134 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
40,412 |
71,452 |
31,040 |
76.8% |
18,258 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5824 |
1.5761 |
1.5521 |
|
| R3 |
1.5701 |
1.5638 |
1.5487 |
|
| R2 |
1.5578 |
1.5578 |
1.5476 |
|
| R1 |
1.5515 |
1.5515 |
1.5464 |
1.5485 |
| PP |
1.5455 |
1.5455 |
1.5455 |
1.5440 |
| S1 |
1.5392 |
1.5392 |
1.5442 |
1.5362 |
| S2 |
1.5332 |
1.5332 |
1.5430 |
|
| S3 |
1.5209 |
1.5269 |
1.5419 |
|
| S4 |
1.5086 |
1.5146 |
1.5385 |
|
|
| 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 |
1.5394 |
0.0359 |
2.3% |
0.0146 |
0.9% |
16% |
False |
True |
29,423 |
| 10 |
1.5753 |
1.5394 |
0.0359 |
2.3% |
0.0134 |
0.9% |
16% |
False |
True |
16,377 |
| 20 |
1.5860 |
1.5394 |
0.0466 |
3.0% |
0.0130 |
0.8% |
13% |
False |
True |
8,509 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.7% |
0.0119 |
0.8% |
8% |
False |
True |
4,277 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0112 |
0.7% |
22% |
False |
False |
2,863 |
| 80 |
1.6467 |
1.5267 |
0.1200 |
7.8% |
0.0085 |
0.5% |
16% |
False |
False |
2,148 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0069 |
0.4% |
15% |
False |
False |
1,719 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0058 |
0.4% |
15% |
False |
False |
1,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6040 |
|
2.618 |
1.5839 |
|
1.618 |
1.5716 |
|
1.000 |
1.5640 |
|
0.618 |
1.5593 |
|
HIGH |
1.5517 |
|
0.618 |
1.5470 |
|
0.500 |
1.5456 |
|
0.382 |
1.5441 |
|
LOW |
1.5394 |
|
0.618 |
1.5318 |
|
1.000 |
1.5271 |
|
1.618 |
1.5195 |
|
2.618 |
1.5072 |
|
4.250 |
1.4871 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5456 |
1.5521 |
| PP |
1.5455 |
1.5498 |
| S1 |
1.5454 |
1.5476 |
|