CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5423 |
1.5482 |
0.0059 |
0.4% |
1.5286 |
| High |
1.5490 |
1.5571 |
0.0081 |
0.5% |
1.5571 |
| Low |
1.5407 |
1.5443 |
0.0036 |
0.2% |
1.5273 |
| Close |
1.5460 |
1.5532 |
0.0072 |
0.5% |
1.5532 |
| Range |
0.0083 |
0.0128 |
0.0045 |
54.2% |
0.0298 |
| ATR |
0.0125 |
0.0126 |
0.0000 |
0.2% |
0.0000 |
| Volume |
80,878 |
87,848 |
6,970 |
8.6% |
347,522 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5899 |
1.5844 |
1.5602 |
|
| R3 |
1.5771 |
1.5716 |
1.5567 |
|
| R2 |
1.5643 |
1.5643 |
1.5555 |
|
| R1 |
1.5588 |
1.5588 |
1.5544 |
1.5616 |
| PP |
1.5515 |
1.5515 |
1.5515 |
1.5529 |
| S1 |
1.5460 |
1.5460 |
1.5520 |
1.5488 |
| S2 |
1.5387 |
1.5387 |
1.5509 |
|
| S3 |
1.5259 |
1.5332 |
1.5497 |
|
| S4 |
1.5131 |
1.5204 |
1.5462 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6353 |
1.6240 |
1.5696 |
|
| R3 |
1.6055 |
1.5942 |
1.5614 |
|
| R2 |
1.5757 |
1.5757 |
1.5587 |
|
| R1 |
1.5644 |
1.5644 |
1.5559 |
1.5701 |
| PP |
1.5459 |
1.5459 |
1.5459 |
1.5487 |
| S1 |
1.5346 |
1.5346 |
1.5505 |
1.5403 |
| S2 |
1.5161 |
1.5161 |
1.5477 |
|
| S3 |
1.4863 |
1.5048 |
1.5450 |
|
| S4 |
1.4565 |
1.4750 |
1.5368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5571 |
1.5222 |
0.0349 |
2.2% |
0.0126 |
0.8% |
89% |
True |
False |
89,123 |
| 10 |
1.5571 |
1.5222 |
0.0349 |
2.2% |
0.0119 |
0.8% |
89% |
True |
False |
82,169 |
| 20 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0126 |
0.8% |
58% |
False |
False |
69,785 |
| 40 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0129 |
0.8% |
58% |
False |
False |
46,478 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0121 |
0.8% |
35% |
False |
False |
31,003 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0116 |
0.7% |
35% |
False |
False |
23,260 |
| 100 |
1.6371 |
1.5222 |
0.1149 |
7.4% |
0.0098 |
0.6% |
27% |
False |
False |
18,610 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.2% |
0.0083 |
0.5% |
24% |
False |
False |
15,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6115 |
|
2.618 |
1.5906 |
|
1.618 |
1.5778 |
|
1.000 |
1.5699 |
|
0.618 |
1.5650 |
|
HIGH |
1.5571 |
|
0.618 |
1.5522 |
|
0.500 |
1.5507 |
|
0.382 |
1.5492 |
|
LOW |
1.5443 |
|
0.618 |
1.5364 |
|
1.000 |
1.5315 |
|
1.618 |
1.5236 |
|
2.618 |
1.5108 |
|
4.250 |
1.4899 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5524 |
1.5503 |
| PP |
1.5515 |
1.5474 |
| S1 |
1.5507 |
1.5445 |
|