CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5329 |
1.5286 |
-0.0043 |
-0.3% |
1.5411 |
| High |
1.5400 |
1.5396 |
-0.0004 |
0.0% |
1.5492 |
| Low |
1.5222 |
1.5273 |
0.0051 |
0.3% |
1.5222 |
| Close |
1.5293 |
1.5318 |
0.0025 |
0.2% |
1.5293 |
| Range |
0.0178 |
0.0123 |
-0.0055 |
-30.9% |
0.0270 |
| ATR |
0.0130 |
0.0129 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
98,093 |
90,092 |
-8,001 |
-8.2% |
400,133 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5698 |
1.5631 |
1.5386 |
|
| R3 |
1.5575 |
1.5508 |
1.5352 |
|
| R2 |
1.5452 |
1.5452 |
1.5341 |
|
| R1 |
1.5385 |
1.5385 |
1.5329 |
1.5419 |
| PP |
1.5329 |
1.5329 |
1.5329 |
1.5346 |
| S1 |
1.5262 |
1.5262 |
1.5307 |
1.5296 |
| S2 |
1.5206 |
1.5206 |
1.5295 |
|
| S3 |
1.5083 |
1.5139 |
1.5284 |
|
| S4 |
1.4960 |
1.5016 |
1.5250 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6146 |
1.5989 |
1.5442 |
|
| R3 |
1.5876 |
1.5719 |
1.5367 |
|
| R2 |
1.5606 |
1.5606 |
1.5343 |
|
| R1 |
1.5449 |
1.5449 |
1.5318 |
1.5393 |
| PP |
1.5336 |
1.5336 |
1.5336 |
1.5307 |
| S1 |
1.5179 |
1.5179 |
1.5268 |
1.5123 |
| S2 |
1.5066 |
1.5066 |
1.5244 |
|
| S3 |
1.4796 |
1.4909 |
1.5219 |
|
| S4 |
1.4526 |
1.4639 |
1.5145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5492 |
1.5222 |
0.0270 |
1.8% |
0.0126 |
0.8% |
36% |
False |
False |
88,148 |
| 10 |
1.5663 |
1.5222 |
0.0441 |
2.9% |
0.0126 |
0.8% |
22% |
False |
False |
76,629 |
| 20 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0128 |
0.8% |
18% |
False |
False |
67,944 |
| 40 |
1.5860 |
1.5222 |
0.0638 |
4.2% |
0.0130 |
0.8% |
15% |
False |
False |
40,048 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.9% |
0.0121 |
0.8% |
11% |
False |
False |
26,714 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.9% |
0.0115 |
0.7% |
11% |
False |
False |
20,044 |
| 100 |
1.6390 |
1.5222 |
0.1168 |
7.6% |
0.0094 |
0.6% |
8% |
False |
False |
16,036 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.4% |
0.0080 |
0.5% |
7% |
False |
False |
13,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5919 |
|
2.618 |
1.5718 |
|
1.618 |
1.5595 |
|
1.000 |
1.5519 |
|
0.618 |
1.5472 |
|
HIGH |
1.5396 |
|
0.618 |
1.5349 |
|
0.500 |
1.5335 |
|
0.382 |
1.5320 |
|
LOW |
1.5273 |
|
0.618 |
1.5197 |
|
1.000 |
1.5150 |
|
1.618 |
1.5074 |
|
2.618 |
1.4951 |
|
4.250 |
1.4750 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5335 |
1.5316 |
| PP |
1.5329 |
1.5313 |
| S1 |
1.5324 |
1.5311 |
|