CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5448 |
1.5500 |
0.0052 |
0.3% |
1.5636 |
| High |
1.5517 |
1.5545 |
0.0028 |
0.2% |
1.5647 |
| Low |
1.5421 |
1.5469 |
0.0048 |
0.3% |
1.5394 |
| Close |
1.5489 |
1.5485 |
-0.0004 |
0.0% |
1.5485 |
| Range |
0.0096 |
0.0076 |
-0.0020 |
-20.8% |
0.0253 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
72,910 |
70,956 |
-1,954 |
-2.7% |
278,530 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5728 |
1.5682 |
1.5527 |
|
| R3 |
1.5652 |
1.5606 |
1.5506 |
|
| R2 |
1.5576 |
1.5576 |
1.5499 |
|
| R1 |
1.5530 |
1.5530 |
1.5492 |
1.5515 |
| PP |
1.5500 |
1.5500 |
1.5500 |
1.5492 |
| S1 |
1.5454 |
1.5454 |
1.5478 |
1.5439 |
| S2 |
1.5424 |
1.5424 |
1.5471 |
|
| S3 |
1.5348 |
1.5378 |
1.5464 |
|
| S4 |
1.5272 |
1.5302 |
1.5443 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6268 |
1.6129 |
1.5624 |
|
| R3 |
1.6015 |
1.5876 |
1.5555 |
|
| R2 |
1.5762 |
1.5762 |
1.5531 |
|
| R1 |
1.5623 |
1.5623 |
1.5508 |
1.5566 |
| PP |
1.5509 |
1.5509 |
1.5509 |
1.5480 |
| S1 |
1.5370 |
1.5370 |
1.5462 |
1.5313 |
| S2 |
1.5256 |
1.5256 |
1.5439 |
|
| S3 |
1.5003 |
1.5117 |
1.5415 |
|
| S4 |
1.4750 |
1.4864 |
1.5346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5647 |
1.5394 |
0.0253 |
1.6% |
0.0119 |
0.8% |
36% |
False |
False |
55,706 |
| 10 |
1.5753 |
1.5394 |
0.0359 |
2.3% |
0.0126 |
0.8% |
25% |
False |
False |
29,678 |
| 20 |
1.5860 |
1.5394 |
0.0466 |
3.0% |
0.0131 |
0.8% |
20% |
False |
False |
15,699 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.7% |
0.0117 |
0.8% |
13% |
False |
False |
7,872 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0111 |
0.7% |
26% |
False |
False |
5,259 |
| 80 |
1.6371 |
1.5267 |
0.1104 |
7.1% |
0.0087 |
0.6% |
20% |
False |
False |
3,946 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0071 |
0.5% |
18% |
False |
False |
3,157 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0059 |
0.4% |
18% |
False |
False |
2,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5868 |
|
2.618 |
1.5744 |
|
1.618 |
1.5668 |
|
1.000 |
1.5621 |
|
0.618 |
1.5592 |
|
HIGH |
1.5545 |
|
0.618 |
1.5516 |
|
0.500 |
1.5507 |
|
0.382 |
1.5498 |
|
LOW |
1.5469 |
|
0.618 |
1.5422 |
|
1.000 |
1.5393 |
|
1.618 |
1.5346 |
|
2.618 |
1.5270 |
|
4.250 |
1.5146 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5507 |
1.5480 |
| PP |
1.5500 |
1.5475 |
| S1 |
1.5492 |
1.5470 |
|