CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5482 |
1.5535 |
0.0053 |
0.3% |
1.5286 |
| High |
1.5571 |
1.5595 |
0.0024 |
0.2% |
1.5571 |
| Low |
1.5443 |
1.5510 |
0.0067 |
0.4% |
1.5273 |
| Close |
1.5532 |
1.5555 |
0.0023 |
0.1% |
1.5532 |
| Range |
0.0128 |
0.0085 |
-0.0043 |
-33.6% |
0.0298 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
87,848 |
76,894 |
-10,954 |
-12.5% |
347,522 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5808 |
1.5767 |
1.5602 |
|
| R3 |
1.5723 |
1.5682 |
1.5578 |
|
| R2 |
1.5638 |
1.5638 |
1.5571 |
|
| R1 |
1.5597 |
1.5597 |
1.5563 |
1.5618 |
| PP |
1.5553 |
1.5553 |
1.5553 |
1.5564 |
| S1 |
1.5512 |
1.5512 |
1.5547 |
1.5533 |
| S2 |
1.5468 |
1.5468 |
1.5539 |
|
| S3 |
1.5383 |
1.5427 |
1.5532 |
|
| S4 |
1.5298 |
1.5342 |
1.5508 |
|
|
| 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 |
1.5595 |
1.5273 |
0.0322 |
2.1% |
0.0107 |
0.7% |
88% |
True |
False |
84,883 |
| 10 |
1.5595 |
1.5222 |
0.0373 |
2.4% |
0.0112 |
0.7% |
89% |
True |
False |
82,454 |
| 20 |
1.5716 |
1.5222 |
0.0494 |
3.2% |
0.0124 |
0.8% |
67% |
False |
False |
69,725 |
| 40 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0129 |
0.8% |
62% |
False |
False |
48,400 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0122 |
0.8% |
37% |
False |
False |
32,284 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0116 |
0.7% |
37% |
False |
False |
24,221 |
| 100 |
1.6272 |
1.5222 |
0.1050 |
6.8% |
0.0098 |
0.6% |
32% |
False |
False |
19,379 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.2% |
0.0083 |
0.5% |
26% |
False |
False |
16,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5956 |
|
2.618 |
1.5818 |
|
1.618 |
1.5733 |
|
1.000 |
1.5680 |
|
0.618 |
1.5648 |
|
HIGH |
1.5595 |
|
0.618 |
1.5563 |
|
0.500 |
1.5553 |
|
0.382 |
1.5542 |
|
LOW |
1.5510 |
|
0.618 |
1.5457 |
|
1.000 |
1.5425 |
|
1.618 |
1.5372 |
|
2.618 |
1.5287 |
|
4.250 |
1.5149 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5554 |
1.5537 |
| PP |
1.5553 |
1.5519 |
| S1 |
1.5553 |
1.5501 |
|