CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5664 |
1.5666 |
0.0002 |
0.0% |
1.5512 |
| High |
1.5716 |
1.5696 |
-0.0020 |
-0.1% |
1.5761 |
| Low |
1.5637 |
1.5570 |
-0.0067 |
-0.4% |
1.5451 |
| Close |
1.5668 |
1.5616 |
-0.0052 |
-0.3% |
1.5616 |
| Range |
0.0079 |
0.0126 |
0.0047 |
59.5% |
0.0310 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
48,678 |
38,741 |
-9,937 |
-20.4% |
315,160 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5937 |
1.5685 |
|
| R3 |
1.5879 |
1.5811 |
1.5651 |
|
| R2 |
1.5753 |
1.5753 |
1.5639 |
|
| R1 |
1.5685 |
1.5685 |
1.5628 |
1.5656 |
| PP |
1.5627 |
1.5627 |
1.5627 |
1.5613 |
| S1 |
1.5559 |
1.5559 |
1.5604 |
1.5530 |
| S2 |
1.5501 |
1.5501 |
1.5593 |
|
| S3 |
1.5375 |
1.5433 |
1.5581 |
|
| S4 |
1.5249 |
1.5307 |
1.5547 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6539 |
1.6388 |
1.5787 |
|
| R3 |
1.6229 |
1.6078 |
1.5701 |
|
| R2 |
1.5919 |
1.5919 |
1.5673 |
|
| R1 |
1.5768 |
1.5768 |
1.5644 |
1.5844 |
| PP |
1.5609 |
1.5609 |
1.5609 |
1.5647 |
| S1 |
1.5458 |
1.5458 |
1.5588 |
1.5534 |
| S2 |
1.5299 |
1.5299 |
1.5559 |
|
| S3 |
1.4989 |
1.5148 |
1.5531 |
|
| S4 |
1.4679 |
1.4838 |
1.5446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5761 |
1.5451 |
0.0310 |
2.0% |
0.0125 |
0.8% |
53% |
False |
False |
63,032 |
| 10 |
1.5761 |
1.5394 |
0.0367 |
2.4% |
0.0122 |
0.8% |
60% |
False |
False |
59,369 |
| 20 |
1.5761 |
1.5394 |
0.0367 |
2.4% |
0.0133 |
0.9% |
60% |
False |
False |
31,429 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.6% |
0.0120 |
0.8% |
31% |
False |
False |
15,744 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0114 |
0.7% |
41% |
False |
False |
10,509 |
| 80 |
1.6175 |
1.5267 |
0.0908 |
5.8% |
0.0095 |
0.6% |
38% |
False |
False |
7,886 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0077 |
0.5% |
28% |
False |
False |
6,309 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0064 |
0.4% |
28% |
False |
False |
5,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6232 |
|
2.618 |
1.6026 |
|
1.618 |
1.5900 |
|
1.000 |
1.5822 |
|
0.618 |
1.5774 |
|
HIGH |
1.5696 |
|
0.618 |
1.5648 |
|
0.500 |
1.5633 |
|
0.382 |
1.5618 |
|
LOW |
1.5570 |
|
0.618 |
1.5492 |
|
1.000 |
1.5444 |
|
1.618 |
1.5366 |
|
2.618 |
1.5240 |
|
4.250 |
1.5035 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5633 |
1.5666 |
| PP |
1.5627 |
1.5649 |
| S1 |
1.5622 |
1.5633 |
|