CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5474 |
1.5323 |
-0.0151 |
-1.0% |
1.5564 |
| High |
1.5479 |
1.5359 |
-0.0120 |
-0.8% |
1.5663 |
| Low |
1.5300 |
1.5270 |
-0.0030 |
-0.2% |
1.5365 |
| Close |
1.5306 |
1.5331 |
0.0025 |
0.2% |
1.5414 |
| Range |
0.0179 |
0.0089 |
-0.0090 |
-50.3% |
0.0298 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
106,012 |
94,130 |
-11,882 |
-11.2% |
276,070 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5587 |
1.5548 |
1.5380 |
|
| R3 |
1.5498 |
1.5459 |
1.5355 |
|
| R2 |
1.5409 |
1.5409 |
1.5347 |
|
| R1 |
1.5370 |
1.5370 |
1.5339 |
1.5390 |
| PP |
1.5320 |
1.5320 |
1.5320 |
1.5330 |
| S1 |
1.5281 |
1.5281 |
1.5323 |
1.5301 |
| S2 |
1.5231 |
1.5231 |
1.5315 |
|
| S3 |
1.5142 |
1.5192 |
1.5307 |
|
| S4 |
1.5053 |
1.5103 |
1.5282 |
|
|
| 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 |
1.5515 |
1.5270 |
0.0245 |
1.6% |
0.0111 |
0.7% |
25% |
False |
True |
75,216 |
| 10 |
1.5663 |
1.5270 |
0.0393 |
2.6% |
0.0125 |
0.8% |
16% |
False |
True |
68,605 |
| 20 |
1.5761 |
1.5270 |
0.0491 |
3.2% |
0.0124 |
0.8% |
12% |
False |
True |
65,752 |
| 40 |
1.5860 |
1.5270 |
0.0590 |
3.8% |
0.0126 |
0.8% |
10% |
False |
True |
35,345 |
| 60 |
1.6120 |
1.5270 |
0.0850 |
5.5% |
0.0121 |
0.8% |
7% |
False |
True |
23,578 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.6% |
0.0113 |
0.7% |
8% |
False |
False |
17,692 |
| 100 |
1.6467 |
1.5267 |
0.1200 |
7.8% |
0.0091 |
0.6% |
5% |
False |
False |
14,154 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.1% |
0.0077 |
0.5% |
5% |
False |
False |
11,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5737 |
|
2.618 |
1.5592 |
|
1.618 |
1.5503 |
|
1.000 |
1.5448 |
|
0.618 |
1.5414 |
|
HIGH |
1.5359 |
|
0.618 |
1.5325 |
|
0.500 |
1.5315 |
|
0.382 |
1.5304 |
|
LOW |
1.5270 |
|
0.618 |
1.5215 |
|
1.000 |
1.5181 |
|
1.618 |
1.5126 |
|
2.618 |
1.5037 |
|
4.250 |
1.4892 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5326 |
1.5381 |
| PP |
1.5320 |
1.5364 |
| S1 |
1.5315 |
1.5348 |
|