CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5411 |
1.5453 |
0.0042 |
0.3% |
1.5564 |
| High |
1.5461 |
1.5492 |
0.0031 |
0.2% |
1.5663 |
| Low |
1.5386 |
1.5429 |
0.0043 |
0.3% |
1.5365 |
| Close |
1.5429 |
1.5476 |
0.0047 |
0.3% |
1.5414 |
| Range |
0.0075 |
0.0063 |
-0.0012 |
-16.0% |
0.0298 |
| ATR |
0.0130 |
0.0125 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
49,481 |
52,417 |
2,936 |
5.9% |
276,070 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5655 |
1.5628 |
1.5511 |
|
| R3 |
1.5592 |
1.5565 |
1.5493 |
|
| R2 |
1.5529 |
1.5529 |
1.5488 |
|
| R1 |
1.5502 |
1.5502 |
1.5482 |
1.5516 |
| PP |
1.5466 |
1.5466 |
1.5466 |
1.5472 |
| S1 |
1.5439 |
1.5439 |
1.5470 |
1.5453 |
| S2 |
1.5403 |
1.5403 |
1.5464 |
|
| S3 |
1.5340 |
1.5376 |
1.5459 |
|
| S4 |
1.5277 |
1.5313 |
1.5441 |
|
|
| 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 |
1.5643 |
1.5365 |
0.0278 |
1.8% |
0.0105 |
0.7% |
40% |
False |
False |
63,483 |
| 10 |
1.5681 |
1.5350 |
0.0331 |
2.1% |
0.0129 |
0.8% |
38% |
False |
False |
58,443 |
| 20 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0125 |
0.8% |
31% |
False |
False |
58,906 |
| 40 |
1.6059 |
1.5350 |
0.0709 |
4.6% |
0.0126 |
0.8% |
18% |
False |
False |
30,348 |
| 60 |
1.6120 |
1.5350 |
0.0770 |
5.0% |
0.0118 |
0.8% |
16% |
False |
False |
20,243 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0111 |
0.7% |
25% |
False |
False |
15,191 |
| 100 |
1.6470 |
1.5267 |
0.1203 |
7.8% |
0.0089 |
0.6% |
17% |
False |
False |
12,153 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0075 |
0.5% |
17% |
False |
False |
10,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5760 |
|
2.618 |
1.5657 |
|
1.618 |
1.5594 |
|
1.000 |
1.5555 |
|
0.618 |
1.5531 |
|
HIGH |
1.5492 |
|
0.618 |
1.5468 |
|
0.500 |
1.5461 |
|
0.382 |
1.5453 |
|
LOW |
1.5429 |
|
0.618 |
1.5390 |
|
1.000 |
1.5366 |
|
1.618 |
1.5327 |
|
2.618 |
1.5264 |
|
4.250 |
1.5161 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5471 |
1.5464 |
| PP |
1.5466 |
1.5452 |
| S1 |
1.5461 |
1.5440 |
|