CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5324 |
1.5423 |
0.0099 |
0.6% |
1.5411 |
| High |
1.5436 |
1.5490 |
0.0054 |
0.3% |
1.5492 |
| Low |
1.5318 |
1.5407 |
0.0089 |
0.6% |
1.5222 |
| Close |
1.5417 |
1.5460 |
0.0043 |
0.3% |
1.5293 |
| Range |
0.0118 |
0.0083 |
-0.0035 |
-29.7% |
0.0270 |
| ATR |
0.0129 |
0.0125 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
88,704 |
80,878 |
-7,826 |
-8.8% |
400,133 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5701 |
1.5664 |
1.5506 |
|
| R3 |
1.5618 |
1.5581 |
1.5483 |
|
| R2 |
1.5535 |
1.5535 |
1.5475 |
|
| R1 |
1.5498 |
1.5498 |
1.5468 |
1.5517 |
| PP |
1.5452 |
1.5452 |
1.5452 |
1.5462 |
| S1 |
1.5415 |
1.5415 |
1.5452 |
1.5434 |
| S2 |
1.5369 |
1.5369 |
1.5445 |
|
| S3 |
1.5286 |
1.5332 |
1.5437 |
|
| S4 |
1.5203 |
1.5249 |
1.5414 |
|
|
| 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 |
1.5490 |
1.5222 |
0.0268 |
1.7% |
0.0118 |
0.8% |
89% |
True |
False |
90,379 |
| 10 |
1.5619 |
1.5222 |
0.0397 |
2.6% |
0.0122 |
0.8% |
60% |
False |
False |
81,311 |
| 20 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0130 |
0.8% |
44% |
False |
False |
69,852 |
| 40 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0129 |
0.8% |
44% |
False |
False |
44,284 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0120 |
0.8% |
27% |
False |
False |
29,539 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0116 |
0.7% |
27% |
False |
False |
22,162 |
| 100 |
1.6371 |
1.5222 |
0.1149 |
7.4% |
0.0096 |
0.6% |
21% |
False |
False |
17,732 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.3% |
0.0081 |
0.5% |
19% |
False |
False |
14,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5843 |
|
2.618 |
1.5707 |
|
1.618 |
1.5624 |
|
1.000 |
1.5573 |
|
0.618 |
1.5541 |
|
HIGH |
1.5490 |
|
0.618 |
1.5458 |
|
0.500 |
1.5449 |
|
0.382 |
1.5439 |
|
LOW |
1.5407 |
|
0.618 |
1.5356 |
|
1.000 |
1.5324 |
|
1.618 |
1.5273 |
|
2.618 |
1.5190 |
|
4.250 |
1.5054 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5456 |
1.5434 |
| PP |
1.5452 |
1.5408 |
| S1 |
1.5449 |
1.5382 |
|