CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5500 |
1.5512 |
0.0012 |
0.1% |
1.5636 |
| High |
1.5545 |
1.5532 |
-0.0013 |
-0.1% |
1.5647 |
| Low |
1.5469 |
1.5451 |
-0.0018 |
-0.1% |
1.5394 |
| Close |
1.5485 |
1.5507 |
0.0022 |
0.1% |
1.5485 |
| Range |
0.0076 |
0.0081 |
0.0005 |
6.6% |
0.0253 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
70,956 |
60,461 |
-10,495 |
-14.8% |
278,530 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5740 |
1.5704 |
1.5552 |
|
| R3 |
1.5659 |
1.5623 |
1.5529 |
|
| R2 |
1.5578 |
1.5578 |
1.5522 |
|
| R1 |
1.5542 |
1.5542 |
1.5514 |
1.5520 |
| PP |
1.5497 |
1.5497 |
1.5497 |
1.5485 |
| S1 |
1.5461 |
1.5461 |
1.5500 |
1.5439 |
| S2 |
1.5416 |
1.5416 |
1.5492 |
|
| S3 |
1.5335 |
1.5380 |
1.5485 |
|
| S4 |
1.5254 |
1.5299 |
1.5462 |
|
|
| 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 |
1.5614 |
1.5394 |
0.0220 |
1.4% |
0.0111 |
0.7% |
51% |
False |
False |
63,238 |
| 10 |
1.5753 |
1.5394 |
0.0359 |
2.3% |
0.0121 |
0.8% |
31% |
False |
False |
35,632 |
| 20 |
1.5758 |
1.5394 |
0.0364 |
2.3% |
0.0129 |
0.8% |
31% |
False |
False |
18,716 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.7% |
0.0115 |
0.7% |
16% |
False |
False |
9,382 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0111 |
0.7% |
28% |
False |
False |
6,265 |
| 80 |
1.6371 |
1.5267 |
0.1104 |
7.1% |
0.0088 |
0.6% |
22% |
False |
False |
4,702 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0072 |
0.5% |
19% |
False |
False |
3,762 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0060 |
0.4% |
19% |
False |
False |
3,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5876 |
|
2.618 |
1.5744 |
|
1.618 |
1.5663 |
|
1.000 |
1.5613 |
|
0.618 |
1.5582 |
|
HIGH |
1.5532 |
|
0.618 |
1.5501 |
|
0.500 |
1.5492 |
|
0.382 |
1.5482 |
|
LOW |
1.5451 |
|
0.618 |
1.5401 |
|
1.000 |
1.5370 |
|
1.618 |
1.5320 |
|
2.618 |
1.5239 |
|
4.250 |
1.5107 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5502 |
1.5499 |
| PP |
1.5497 |
1.5491 |
| S1 |
1.5492 |
1.5483 |
|