CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5666 |
1.5641 |
-0.0025 |
-0.2% |
1.5512 |
| High |
1.5696 |
1.5668 |
-0.0028 |
-0.2% |
1.5761 |
| Low |
1.5570 |
1.5620 |
0.0050 |
0.3% |
1.5451 |
| Close |
1.5616 |
1.5657 |
0.0041 |
0.3% |
1.5616 |
| Range |
0.0126 |
0.0048 |
-0.0078 |
-61.9% |
0.0310 |
| ATR |
0.0126 |
0.0121 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
38,741 |
19,929 |
-18,812 |
-48.6% |
315,160 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5792 |
1.5773 |
1.5683 |
|
| R3 |
1.5744 |
1.5725 |
1.5670 |
|
| R2 |
1.5696 |
1.5696 |
1.5666 |
|
| R1 |
1.5677 |
1.5677 |
1.5661 |
1.5687 |
| PP |
1.5648 |
1.5648 |
1.5648 |
1.5653 |
| S1 |
1.5629 |
1.5629 |
1.5653 |
1.5639 |
| S2 |
1.5600 |
1.5600 |
1.5648 |
|
| S3 |
1.5552 |
1.5581 |
1.5644 |
|
| S4 |
1.5504 |
1.5533 |
1.5631 |
|
|
| 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 |
1.5477 |
0.0284 |
1.8% |
0.0118 |
0.8% |
63% |
False |
False |
54,925 |
| 10 |
1.5761 |
1.5394 |
0.0367 |
2.3% |
0.0115 |
0.7% |
72% |
False |
False |
59,081 |
| 20 |
1.5761 |
1.5394 |
0.0367 |
2.3% |
0.0131 |
0.8% |
72% |
False |
False |
32,406 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.6% |
0.0120 |
0.8% |
36% |
False |
False |
16,241 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0115 |
0.7% |
46% |
False |
False |
10,841 |
| 80 |
1.6175 |
1.5267 |
0.0908 |
5.8% |
0.0095 |
0.6% |
43% |
False |
False |
8,135 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0078 |
0.5% |
32% |
False |
False |
6,508 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0065 |
0.4% |
32% |
False |
False |
5,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5872 |
|
2.618 |
1.5794 |
|
1.618 |
1.5746 |
|
1.000 |
1.5716 |
|
0.618 |
1.5698 |
|
HIGH |
1.5668 |
|
0.618 |
1.5650 |
|
0.500 |
1.5644 |
|
0.382 |
1.5638 |
|
LOW |
1.5620 |
|
0.618 |
1.5590 |
|
1.000 |
1.5572 |
|
1.618 |
1.5542 |
|
2.618 |
1.5494 |
|
4.250 |
1.5416 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5653 |
1.5652 |
| PP |
1.5648 |
1.5648 |
| S1 |
1.5644 |
1.5643 |
|