CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5641 |
1.5647 |
0.0006 |
0.0% |
1.5512 |
| High |
1.5668 |
1.5681 |
0.0013 |
0.1% |
1.5761 |
| Low |
1.5620 |
1.5427 |
-0.0193 |
-1.2% |
1.5451 |
| Close |
1.5657 |
1.5440 |
-0.0217 |
-1.4% |
1.5616 |
| Range |
0.0048 |
0.0254 |
0.0206 |
429.2% |
0.0310 |
| ATR |
0.0121 |
0.0130 |
0.0010 |
7.9% |
0.0000 |
| Volume |
19,929 |
78,599 |
58,670 |
294.4% |
315,160 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6278 |
1.6113 |
1.5580 |
|
| R3 |
1.6024 |
1.5859 |
1.5510 |
|
| R2 |
1.5770 |
1.5770 |
1.5487 |
|
| R1 |
1.5605 |
1.5605 |
1.5463 |
1.5561 |
| PP |
1.5516 |
1.5516 |
1.5516 |
1.5494 |
| S1 |
1.5351 |
1.5351 |
1.5417 |
1.5307 |
| S2 |
1.5262 |
1.5262 |
1.5393 |
|
| S3 |
1.5008 |
1.5097 |
1.5370 |
|
| S4 |
1.4754 |
1.4843 |
1.5300 |
|
|
| 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 |
1.5427 |
0.0334 |
2.2% |
0.0127 |
0.8% |
4% |
False |
True |
52,806 |
| 10 |
1.5761 |
1.5394 |
0.0367 |
2.4% |
0.0122 |
0.8% |
13% |
False |
False |
62,900 |
| 20 |
1.5761 |
1.5394 |
0.0367 |
2.4% |
0.0134 |
0.9% |
13% |
False |
False |
36,248 |
| 40 |
1.6101 |
1.5394 |
0.0707 |
4.6% |
0.0122 |
0.8% |
7% |
False |
False |
18,205 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0118 |
0.8% |
20% |
False |
False |
12,151 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0099 |
0.6% |
20% |
False |
False |
9,117 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0080 |
0.5% |
14% |
False |
False |
7,294 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0067 |
0.4% |
14% |
False |
False |
6,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6761 |
|
2.618 |
1.6346 |
|
1.618 |
1.6092 |
|
1.000 |
1.5935 |
|
0.618 |
1.5838 |
|
HIGH |
1.5681 |
|
0.618 |
1.5584 |
|
0.500 |
1.5554 |
|
0.382 |
1.5524 |
|
LOW |
1.5427 |
|
0.618 |
1.5270 |
|
1.000 |
1.5173 |
|
1.618 |
1.5016 |
|
2.618 |
1.4762 |
|
4.250 |
1.4348 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5554 |
1.5562 |
| PP |
1.5516 |
1.5521 |
| S1 |
1.5478 |
1.5481 |
|