CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5286 |
1.5324 |
0.0038 |
0.2% |
1.5411 |
| High |
1.5396 |
1.5436 |
0.0040 |
0.3% |
1.5492 |
| Low |
1.5273 |
1.5318 |
0.0045 |
0.3% |
1.5222 |
| Close |
1.5318 |
1.5417 |
0.0099 |
0.6% |
1.5293 |
| Range |
0.0123 |
0.0118 |
-0.0005 |
-4.1% |
0.0270 |
| ATR |
0.0129 |
0.0129 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
90,092 |
88,704 |
-1,388 |
-1.5% |
400,133 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5744 |
1.5699 |
1.5482 |
|
| R3 |
1.5626 |
1.5581 |
1.5449 |
|
| R2 |
1.5508 |
1.5508 |
1.5439 |
|
| R1 |
1.5463 |
1.5463 |
1.5428 |
1.5486 |
| PP |
1.5390 |
1.5390 |
1.5390 |
1.5402 |
| S1 |
1.5345 |
1.5345 |
1.5406 |
1.5368 |
| S2 |
1.5272 |
1.5272 |
1.5395 |
|
| S3 |
1.5154 |
1.5227 |
1.5385 |
|
| S4 |
1.5036 |
1.5109 |
1.5352 |
|
|
| 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 |
1.5479 |
1.5222 |
0.0257 |
1.7% |
0.0137 |
0.9% |
76% |
False |
False |
95,406 |
| 10 |
1.5643 |
1.5222 |
0.0421 |
2.7% |
0.0121 |
0.8% |
46% |
False |
False |
79,444 |
| 20 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0130 |
0.8% |
36% |
False |
False |
68,831 |
| 40 |
1.5860 |
1.5222 |
0.0638 |
4.1% |
0.0130 |
0.8% |
31% |
False |
False |
42,265 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0121 |
0.8% |
22% |
False |
False |
28,192 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0115 |
0.7% |
22% |
False |
False |
21,152 |
| 100 |
1.6371 |
1.5222 |
0.1149 |
7.5% |
0.0096 |
0.6% |
17% |
False |
False |
16,923 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.3% |
0.0081 |
0.5% |
15% |
False |
False |
14,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5938 |
|
2.618 |
1.5745 |
|
1.618 |
1.5627 |
|
1.000 |
1.5554 |
|
0.618 |
1.5509 |
|
HIGH |
1.5436 |
|
0.618 |
1.5391 |
|
0.500 |
1.5377 |
|
0.382 |
1.5363 |
|
LOW |
1.5318 |
|
0.618 |
1.5245 |
|
1.000 |
1.5200 |
|
1.618 |
1.5127 |
|
2.618 |
1.5009 |
|
4.250 |
1.4817 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5404 |
1.5388 |
| PP |
1.5390 |
1.5358 |
| S1 |
1.5377 |
1.5329 |
|