CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5634 |
1.5600 |
-0.0034 |
-0.2% |
1.5641 |
| High |
1.5643 |
1.5619 |
-0.0024 |
-0.2% |
1.5681 |
| Low |
1.5568 |
1.5457 |
-0.0111 |
-0.7% |
1.5350 |
| Close |
1.5600 |
1.5475 |
-0.0125 |
-0.8% |
1.5500 |
| Range |
0.0075 |
0.0162 |
0.0087 |
116.0% |
0.0331 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.7% |
0.0000 |
| Volume |
62,206 |
79,270 |
17,064 |
27.4% |
206,471 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6003 |
1.5901 |
1.5564 |
|
| R3 |
1.5841 |
1.5739 |
1.5520 |
|
| R2 |
1.5679 |
1.5679 |
1.5505 |
|
| R1 |
1.5577 |
1.5577 |
1.5490 |
1.5547 |
| PP |
1.5517 |
1.5517 |
1.5517 |
1.5502 |
| S1 |
1.5415 |
1.5415 |
1.5460 |
1.5385 |
| S2 |
1.5355 |
1.5355 |
1.5445 |
|
| S3 |
1.5193 |
1.5253 |
1.5430 |
|
| S4 |
1.5031 |
1.5091 |
1.5386 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6503 |
1.6333 |
1.5682 |
|
| R3 |
1.6172 |
1.6002 |
1.5591 |
|
| R2 |
1.5841 |
1.5841 |
1.5561 |
|
| R1 |
1.5671 |
1.5671 |
1.5530 |
1.5591 |
| PP |
1.5510 |
1.5510 |
1.5510 |
1.5470 |
| S1 |
1.5340 |
1.5340 |
1.5470 |
1.5260 |
| S2 |
1.5179 |
1.5179 |
1.5439 |
|
| S3 |
1.4848 |
1.5009 |
1.5409 |
|
| S4 |
1.4517 |
1.4678 |
1.5318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5663 |
1.5350 |
0.0313 |
2.0% |
0.0139 |
0.9% |
40% |
False |
False |
61,994 |
| 10 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0133 |
0.9% |
30% |
False |
False |
57,400 |
| 20 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0133 |
0.9% |
30% |
False |
False |
50,893 |
| 40 |
1.6101 |
1.5350 |
0.0751 |
4.9% |
0.0127 |
0.8% |
17% |
False |
False |
25,951 |
| 60 |
1.6120 |
1.5350 |
0.0770 |
5.0% |
0.0117 |
0.8% |
16% |
False |
False |
17,314 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0107 |
0.7% |
24% |
False |
False |
12,991 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0087 |
0.6% |
17% |
False |
False |
10,394 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0073 |
0.5% |
17% |
False |
False |
8,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6308 |
|
2.618 |
1.6043 |
|
1.618 |
1.5881 |
|
1.000 |
1.5781 |
|
0.618 |
1.5719 |
|
HIGH |
1.5619 |
|
0.618 |
1.5557 |
|
0.500 |
1.5538 |
|
0.382 |
1.5519 |
|
LOW |
1.5457 |
|
0.618 |
1.5357 |
|
1.000 |
1.5295 |
|
1.618 |
1.5195 |
|
2.618 |
1.5033 |
|
4.250 |
1.4769 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5538 |
1.5560 |
| PP |
1.5517 |
1.5532 |
| S1 |
1.5496 |
1.5503 |
|