CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5557 |
1.5613 |
0.0056 |
0.4% |
1.5286 |
| High |
1.5624 |
1.5672 |
0.0048 |
0.3% |
1.5571 |
| Low |
1.5525 |
1.5525 |
0.0000 |
0.0% |
1.5273 |
| Close |
1.5597 |
1.5639 |
0.0042 |
0.3% |
1.5532 |
| Range |
0.0099 |
0.0147 |
0.0048 |
48.5% |
0.0298 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.5% |
0.0000 |
| Volume |
79,563 |
106,429 |
26,866 |
33.8% |
347,522 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6053 |
1.5993 |
1.5720 |
|
| R3 |
1.5906 |
1.5846 |
1.5679 |
|
| R2 |
1.5759 |
1.5759 |
1.5666 |
|
| R1 |
1.5699 |
1.5699 |
1.5652 |
1.5729 |
| PP |
1.5612 |
1.5612 |
1.5612 |
1.5627 |
| S1 |
1.5552 |
1.5552 |
1.5626 |
1.5582 |
| S2 |
1.5465 |
1.5465 |
1.5612 |
|
| S3 |
1.5318 |
1.5405 |
1.5599 |
|
| S4 |
1.5171 |
1.5258 |
1.5558 |
|
|
| 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 |
1.5672 |
1.5407 |
0.0265 |
1.7% |
0.0108 |
0.7% |
88% |
True |
False |
86,322 |
| 10 |
1.5672 |
1.5222 |
0.0450 |
2.9% |
0.0123 |
0.8% |
93% |
True |
False |
90,864 |
| 20 |
1.5681 |
1.5222 |
0.0459 |
2.9% |
0.0126 |
0.8% |
91% |
False |
False |
74,654 |
| 40 |
1.5761 |
1.5222 |
0.0539 |
3.4% |
0.0129 |
0.8% |
77% |
False |
False |
53,041 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0122 |
0.8% |
46% |
False |
False |
35,381 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0117 |
0.7% |
46% |
False |
False |
26,545 |
| 100 |
1.6175 |
1.5222 |
0.0953 |
6.1% |
0.0101 |
0.6% |
44% |
False |
False |
21,239 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.2% |
0.0085 |
0.5% |
33% |
False |
False |
17,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6297 |
|
2.618 |
1.6057 |
|
1.618 |
1.5910 |
|
1.000 |
1.5819 |
|
0.618 |
1.5763 |
|
HIGH |
1.5672 |
|
0.618 |
1.5616 |
|
0.500 |
1.5599 |
|
0.382 |
1.5581 |
|
LOW |
1.5525 |
|
0.618 |
1.5434 |
|
1.000 |
1.5378 |
|
1.618 |
1.5287 |
|
2.618 |
1.5140 |
|
4.250 |
1.4900 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5626 |
1.5623 |
| PP |
1.5612 |
1.5607 |
| S1 |
1.5599 |
1.5591 |
|