CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5600 |
1.5485 |
-0.0115 |
-0.7% |
1.5564 |
| High |
1.5619 |
1.5515 |
-0.0104 |
-0.7% |
1.5663 |
| Low |
1.5457 |
1.5365 |
-0.0092 |
-0.6% |
1.5365 |
| Close |
1.5475 |
1.5414 |
-0.0061 |
-0.4% |
1.5414 |
| Range |
0.0162 |
0.0150 |
-0.0012 |
-7.4% |
0.0298 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.9% |
0.0000 |
| Volume |
79,270 |
74,041 |
-5,229 |
-6.6% |
276,070 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5881 |
1.5798 |
1.5497 |
|
| R3 |
1.5731 |
1.5648 |
1.5455 |
|
| R2 |
1.5581 |
1.5581 |
1.5442 |
|
| R1 |
1.5498 |
1.5498 |
1.5428 |
1.5465 |
| PP |
1.5431 |
1.5431 |
1.5431 |
1.5415 |
| S1 |
1.5348 |
1.5348 |
1.5400 |
1.5315 |
| S2 |
1.5281 |
1.5281 |
1.5387 |
|
| S3 |
1.5131 |
1.5198 |
1.5373 |
|
| S4 |
1.4981 |
1.5048 |
1.5332 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6375 |
1.6192 |
1.5578 |
|
| R3 |
1.6077 |
1.5894 |
1.5496 |
|
| R2 |
1.5779 |
1.5779 |
1.5469 |
|
| R1 |
1.5596 |
1.5596 |
1.5441 |
1.5539 |
| PP |
1.5481 |
1.5481 |
1.5481 |
1.5452 |
| S1 |
1.5298 |
1.5298 |
1.5387 |
1.5241 |
| S2 |
1.5183 |
1.5183 |
1.5359 |
|
| S3 |
1.4885 |
1.5000 |
1.5332 |
|
| S4 |
1.4587 |
1.4702 |
1.5250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5663 |
1.5365 |
0.0298 |
1.9% |
0.0146 |
0.9% |
16% |
False |
True |
65,933 |
| 10 |
1.5716 |
1.5350 |
0.0366 |
2.4% |
0.0135 |
0.9% |
17% |
False |
False |
56,996 |
| 20 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0134 |
0.9% |
16% |
False |
False |
54,434 |
| 40 |
1.6077 |
1.5350 |
0.0727 |
4.7% |
0.0129 |
0.8% |
9% |
False |
False |
27,802 |
| 60 |
1.6120 |
1.5350 |
0.0770 |
5.0% |
0.0119 |
0.8% |
8% |
False |
False |
18,547 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0109 |
0.7% |
17% |
False |
False |
13,917 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0088 |
0.6% |
12% |
False |
False |
11,134 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0074 |
0.5% |
12% |
False |
False |
9,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6153 |
|
2.618 |
1.5908 |
|
1.618 |
1.5758 |
|
1.000 |
1.5665 |
|
0.618 |
1.5608 |
|
HIGH |
1.5515 |
|
0.618 |
1.5458 |
|
0.500 |
1.5440 |
|
0.382 |
1.5422 |
|
LOW |
1.5365 |
|
0.618 |
1.5272 |
|
1.000 |
1.5215 |
|
1.618 |
1.5122 |
|
2.618 |
1.4972 |
|
4.250 |
1.4728 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5440 |
1.5504 |
| PP |
1.5431 |
1.5474 |
| S1 |
1.5423 |
1.5444 |
|