CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5453 |
1.5474 |
0.0021 |
0.1% |
1.5564 |
| High |
1.5492 |
1.5479 |
-0.0013 |
-0.1% |
1.5663 |
| Low |
1.5429 |
1.5300 |
-0.0129 |
-0.8% |
1.5365 |
| Close |
1.5476 |
1.5306 |
-0.0170 |
-1.1% |
1.5414 |
| Range |
0.0063 |
0.0179 |
0.0116 |
184.1% |
0.0298 |
| ATR |
0.0125 |
0.0129 |
0.0004 |
3.1% |
0.0000 |
| Volume |
52,417 |
106,012 |
53,595 |
102.2% |
276,070 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5899 |
1.5781 |
1.5404 |
|
| R3 |
1.5720 |
1.5602 |
1.5355 |
|
| R2 |
1.5541 |
1.5541 |
1.5339 |
|
| R1 |
1.5423 |
1.5423 |
1.5322 |
1.5393 |
| PP |
1.5362 |
1.5362 |
1.5362 |
1.5346 |
| S1 |
1.5244 |
1.5244 |
1.5290 |
1.5214 |
| S2 |
1.5183 |
1.5183 |
1.5273 |
|
| S3 |
1.5004 |
1.5065 |
1.5257 |
|
| S4 |
1.4825 |
1.4886 |
1.5208 |
|
|
| 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 |
1.5619 |
1.5300 |
0.0319 |
2.1% |
0.0126 |
0.8% |
2% |
False |
True |
72,244 |
| 10 |
1.5681 |
1.5300 |
0.0381 |
2.5% |
0.0142 |
0.9% |
2% |
False |
True |
67,052 |
| 20 |
1.5761 |
1.5300 |
0.0461 |
3.0% |
0.0128 |
0.8% |
1% |
False |
True |
63,067 |
| 40 |
1.6000 |
1.5300 |
0.0700 |
4.6% |
0.0127 |
0.8% |
1% |
False |
True |
32,993 |
| 60 |
1.6120 |
1.5300 |
0.0820 |
5.4% |
0.0120 |
0.8% |
1% |
False |
True |
22,009 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.6% |
0.0113 |
0.7% |
5% |
False |
False |
16,516 |
| 100 |
1.6467 |
1.5267 |
0.1200 |
7.8% |
0.0090 |
0.6% |
3% |
False |
False |
13,213 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.1% |
0.0077 |
0.5% |
3% |
False |
False |
11,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6240 |
|
2.618 |
1.5948 |
|
1.618 |
1.5769 |
|
1.000 |
1.5658 |
|
0.618 |
1.5590 |
|
HIGH |
1.5479 |
|
0.618 |
1.5411 |
|
0.500 |
1.5390 |
|
0.382 |
1.5368 |
|
LOW |
1.5300 |
|
0.618 |
1.5189 |
|
1.000 |
1.5121 |
|
1.618 |
1.5010 |
|
2.618 |
1.4831 |
|
4.250 |
1.4539 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5390 |
1.5396 |
| PP |
1.5362 |
1.5366 |
| S1 |
1.5334 |
1.5336 |
|