CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5512 |
1.5483 |
-0.0029 |
-0.2% |
1.5636 |
| High |
1.5532 |
1.5688 |
0.0156 |
1.0% |
1.5647 |
| Low |
1.5451 |
1.5477 |
0.0026 |
0.2% |
1.5394 |
| Close |
1.5507 |
1.5648 |
0.0141 |
0.9% |
1.5485 |
| Range |
0.0081 |
0.0211 |
0.0130 |
160.5% |
0.0253 |
| ATR |
0.0124 |
0.0130 |
0.0006 |
5.0% |
0.0000 |
| Volume |
60,461 |
89,195 |
28,734 |
47.5% |
278,530 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6237 |
1.6154 |
1.5764 |
|
| R3 |
1.6026 |
1.5943 |
1.5706 |
|
| R2 |
1.5815 |
1.5815 |
1.5687 |
|
| R1 |
1.5732 |
1.5732 |
1.5667 |
1.5774 |
| PP |
1.5604 |
1.5604 |
1.5604 |
1.5625 |
| S1 |
1.5521 |
1.5521 |
1.5629 |
1.5563 |
| S2 |
1.5393 |
1.5393 |
1.5609 |
|
| S3 |
1.5182 |
1.5310 |
1.5590 |
|
| S4 |
1.4971 |
1.5099 |
1.5532 |
|
|
| 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 |
1.5688 |
1.5394 |
0.0294 |
1.9% |
0.0117 |
0.8% |
86% |
True |
False |
72,994 |
| 10 |
1.5753 |
1.5394 |
0.0359 |
2.3% |
0.0132 |
0.8% |
71% |
False |
False |
44,386 |
| 20 |
1.5758 |
1.5394 |
0.0364 |
2.3% |
0.0132 |
0.8% |
70% |
False |
False |
23,172 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.6% |
0.0119 |
0.8% |
35% |
False |
False |
11,612 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0113 |
0.7% |
45% |
False |
False |
7,752 |
| 80 |
1.6371 |
1.5267 |
0.1104 |
7.1% |
0.0091 |
0.6% |
35% |
False |
False |
5,817 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0074 |
0.5% |
31% |
False |
False |
4,654 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0062 |
0.4% |
31% |
False |
False |
3,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6585 |
|
2.618 |
1.6240 |
|
1.618 |
1.6029 |
|
1.000 |
1.5899 |
|
0.618 |
1.5818 |
|
HIGH |
1.5688 |
|
0.618 |
1.5607 |
|
0.500 |
1.5583 |
|
0.382 |
1.5558 |
|
LOW |
1.5477 |
|
0.618 |
1.5347 |
|
1.000 |
1.5266 |
|
1.618 |
1.5136 |
|
2.618 |
1.4925 |
|
4.250 |
1.4580 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5626 |
1.5622 |
| PP |
1.5604 |
1.5596 |
| S1 |
1.5583 |
1.5570 |
|