CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5483 |
1.5646 |
0.0163 |
1.1% |
1.5636 |
| High |
1.5688 |
1.5761 |
0.0073 |
0.5% |
1.5647 |
| Low |
1.5477 |
1.5634 |
0.0157 |
1.0% |
1.5394 |
| Close |
1.5648 |
1.5656 |
0.0008 |
0.1% |
1.5485 |
| Range |
0.0211 |
0.0127 |
-0.0084 |
-39.8% |
0.0253 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
89,195 |
78,085 |
-11,110 |
-12.5% |
278,530 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6065 |
1.5987 |
1.5726 |
|
| R3 |
1.5938 |
1.5860 |
1.5691 |
|
| R2 |
1.5811 |
1.5811 |
1.5679 |
|
| R1 |
1.5733 |
1.5733 |
1.5668 |
1.5772 |
| PP |
1.5684 |
1.5684 |
1.5684 |
1.5703 |
| S1 |
1.5606 |
1.5606 |
1.5644 |
1.5645 |
| S2 |
1.5557 |
1.5557 |
1.5633 |
|
| S3 |
1.5430 |
1.5479 |
1.5621 |
|
| S4 |
1.5303 |
1.5352 |
1.5586 |
|
|
| 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 |
1.5761 |
1.5421 |
0.0340 |
2.2% |
0.0118 |
0.8% |
69% |
True |
False |
74,321 |
| 10 |
1.5761 |
1.5394 |
0.0367 |
2.3% |
0.0132 |
0.8% |
71% |
True |
False |
51,872 |
| 20 |
1.5761 |
1.5394 |
0.0367 |
2.3% |
0.0134 |
0.9% |
71% |
True |
False |
27,074 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.6% |
0.0121 |
0.8% |
36% |
False |
False |
13,563 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0113 |
0.7% |
46% |
False |
False |
9,053 |
| 80 |
1.6272 |
1.5267 |
0.1005 |
6.4% |
0.0092 |
0.6% |
39% |
False |
False |
6,793 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0075 |
0.5% |
31% |
False |
False |
5,435 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0063 |
0.4% |
31% |
False |
False |
4,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6301 |
|
2.618 |
1.6093 |
|
1.618 |
1.5966 |
|
1.000 |
1.5888 |
|
0.618 |
1.5839 |
|
HIGH |
1.5761 |
|
0.618 |
1.5712 |
|
0.500 |
1.5698 |
|
0.382 |
1.5683 |
|
LOW |
1.5634 |
|
0.618 |
1.5556 |
|
1.000 |
1.5507 |
|
1.618 |
1.5429 |
|
2.618 |
1.5302 |
|
4.250 |
1.5094 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5698 |
1.5639 |
| PP |
1.5684 |
1.5623 |
| S1 |
1.5670 |
1.5606 |
|