CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5535 |
1.5557 |
0.0022 |
0.1% |
1.5286 |
| High |
1.5595 |
1.5624 |
0.0029 |
0.2% |
1.5571 |
| Low |
1.5510 |
1.5525 |
0.0015 |
0.1% |
1.5273 |
| Close |
1.5555 |
1.5597 |
0.0042 |
0.3% |
1.5532 |
| Range |
0.0085 |
0.0099 |
0.0014 |
16.5% |
0.0298 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
76,894 |
79,563 |
2,669 |
3.5% |
347,522 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5879 |
1.5837 |
1.5651 |
|
| R3 |
1.5780 |
1.5738 |
1.5624 |
|
| R2 |
1.5681 |
1.5681 |
1.5615 |
|
| R1 |
1.5639 |
1.5639 |
1.5606 |
1.5660 |
| PP |
1.5582 |
1.5582 |
1.5582 |
1.5593 |
| S1 |
1.5540 |
1.5540 |
1.5588 |
1.5561 |
| S2 |
1.5483 |
1.5483 |
1.5579 |
|
| S3 |
1.5384 |
1.5441 |
1.5570 |
|
| S4 |
1.5285 |
1.5342 |
1.5543 |
|
|
| 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 |
1.5624 |
1.5318 |
0.0306 |
2.0% |
0.0103 |
0.7% |
91% |
True |
False |
82,777 |
| 10 |
1.5624 |
1.5222 |
0.0402 |
2.6% |
0.0115 |
0.7% |
93% |
True |
False |
85,463 |
| 20 |
1.5696 |
1.5222 |
0.0474 |
3.0% |
0.0125 |
0.8% |
79% |
False |
False |
71,269 |
| 40 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0129 |
0.8% |
70% |
False |
False |
50,383 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0122 |
0.8% |
42% |
False |
False |
33,608 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.8% |
0.0116 |
0.7% |
42% |
False |
False |
25,215 |
| 100 |
1.6204 |
1.5222 |
0.0982 |
6.3% |
0.0099 |
0.6% |
38% |
False |
False |
20,175 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.2% |
0.0084 |
0.5% |
29% |
False |
False |
16,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6045 |
|
2.618 |
1.5883 |
|
1.618 |
1.5784 |
|
1.000 |
1.5723 |
|
0.618 |
1.5685 |
|
HIGH |
1.5624 |
|
0.618 |
1.5586 |
|
0.500 |
1.5575 |
|
0.382 |
1.5563 |
|
LOW |
1.5525 |
|
0.618 |
1.5464 |
|
1.000 |
1.5426 |
|
1.618 |
1.5365 |
|
2.618 |
1.5266 |
|
4.250 |
1.5104 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5590 |
1.5576 |
| PP |
1.5582 |
1.5555 |
| S1 |
1.5575 |
1.5534 |
|