CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5647 |
1.5450 |
-0.0197 |
-1.3% |
1.5512 |
| High |
1.5681 |
1.5465 |
-0.0216 |
-1.4% |
1.5761 |
| Low |
1.5427 |
1.5350 |
-0.0077 |
-0.5% |
1.5451 |
| Close |
1.5440 |
1.5382 |
-0.0058 |
-0.4% |
1.5616 |
| Range |
0.0254 |
0.0115 |
-0.0139 |
-54.7% |
0.0310 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
78,599 |
54,346 |
-24,253 |
-30.9% |
315,160 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5744 |
1.5678 |
1.5445 |
|
| R3 |
1.5629 |
1.5563 |
1.5414 |
|
| R2 |
1.5514 |
1.5514 |
1.5403 |
|
| R1 |
1.5448 |
1.5448 |
1.5393 |
1.5424 |
| PP |
1.5399 |
1.5399 |
1.5399 |
1.5387 |
| S1 |
1.5333 |
1.5333 |
1.5371 |
1.5309 |
| S2 |
1.5284 |
1.5284 |
1.5361 |
|
| S3 |
1.5169 |
1.5218 |
1.5350 |
|
| S4 |
1.5054 |
1.5103 |
1.5319 |
|
|
| 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 |
1.5716 |
1.5350 |
0.0366 |
2.4% |
0.0124 |
0.8% |
9% |
False |
True |
48,058 |
| 10 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0121 |
0.8% |
8% |
False |
True |
61,190 |
| 20 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0128 |
0.8% |
8% |
False |
True |
38,783 |
| 40 |
1.6101 |
1.5350 |
0.0751 |
4.9% |
0.0121 |
0.8% |
4% |
False |
True |
19,563 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0117 |
0.8% |
13% |
False |
False |
13,057 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0100 |
0.6% |
13% |
False |
False |
9,796 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0081 |
0.5% |
9% |
False |
False |
7,837 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0068 |
0.4% |
9% |
False |
False |
6,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5954 |
|
2.618 |
1.5766 |
|
1.618 |
1.5651 |
|
1.000 |
1.5580 |
|
0.618 |
1.5536 |
|
HIGH |
1.5465 |
|
0.618 |
1.5421 |
|
0.500 |
1.5408 |
|
0.382 |
1.5394 |
|
LOW |
1.5350 |
|
0.618 |
1.5279 |
|
1.000 |
1.5235 |
|
1.618 |
1.5164 |
|
2.618 |
1.5049 |
|
4.250 |
1.4861 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5408 |
1.5516 |
| PP |
1.5399 |
1.5471 |
| S1 |
1.5391 |
1.5427 |
|