CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5477 |
1.5448 |
-0.0029 |
-0.2% |
1.5598 |
| High |
1.5517 |
1.5517 |
0.0000 |
0.0% |
1.5753 |
| Low |
1.5394 |
1.5421 |
0.0027 |
0.2% |
1.5547 |
| Close |
1.5453 |
1.5489 |
0.0036 |
0.2% |
1.5647 |
| Range |
0.0123 |
0.0096 |
-0.0027 |
-22.0% |
0.0206 |
| ATR |
0.0134 |
0.0131 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
71,452 |
72,910 |
1,458 |
2.0% |
18,258 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5764 |
1.5722 |
1.5542 |
|
| R3 |
1.5668 |
1.5626 |
1.5515 |
|
| R2 |
1.5572 |
1.5572 |
1.5507 |
|
| R1 |
1.5530 |
1.5530 |
1.5498 |
1.5551 |
| PP |
1.5476 |
1.5476 |
1.5476 |
1.5486 |
| S1 |
1.5434 |
1.5434 |
1.5480 |
1.5455 |
| S2 |
1.5380 |
1.5380 |
1.5471 |
|
| S3 |
1.5284 |
1.5338 |
1.5463 |
|
| S4 |
1.5188 |
1.5242 |
1.5436 |
|
|
| 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 |
1.5720 |
1.5394 |
0.0326 |
2.1% |
0.0134 |
0.9% |
29% |
False |
False |
43,196 |
| 10 |
1.5753 |
1.5394 |
0.0359 |
2.3% |
0.0132 |
0.9% |
26% |
False |
False |
23,592 |
| 20 |
1.5860 |
1.5394 |
0.0466 |
3.0% |
0.0132 |
0.9% |
20% |
False |
False |
12,153 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.7% |
0.0118 |
0.8% |
13% |
False |
False |
6,099 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0110 |
0.7% |
26% |
False |
False |
4,077 |
| 80 |
1.6390 |
1.5267 |
0.1123 |
7.3% |
0.0086 |
0.6% |
20% |
False |
False |
3,059 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0070 |
0.5% |
18% |
False |
False |
2,448 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0059 |
0.4% |
18% |
False |
False |
2,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5925 |
|
2.618 |
1.5768 |
|
1.618 |
1.5672 |
|
1.000 |
1.5613 |
|
0.618 |
1.5576 |
|
HIGH |
1.5517 |
|
0.618 |
1.5480 |
|
0.500 |
1.5469 |
|
0.382 |
1.5458 |
|
LOW |
1.5421 |
|
0.618 |
1.5362 |
|
1.000 |
1.5325 |
|
1.618 |
1.5266 |
|
2.618 |
1.5170 |
|
4.250 |
1.5013 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5482 |
1.5504 |
| PP |
1.5476 |
1.5499 |
| S1 |
1.5469 |
1.5494 |
|