CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5613 |
1.5648 |
0.0035 |
0.2% |
1.5286 |
| High |
1.5672 |
1.5730 |
0.0058 |
0.4% |
1.5571 |
| Low |
1.5525 |
1.5644 |
0.0119 |
0.8% |
1.5273 |
| Close |
1.5639 |
1.5689 |
0.0050 |
0.3% |
1.5532 |
| Range |
0.0147 |
0.0086 |
-0.0061 |
-41.5% |
0.0298 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
106,429 |
93,829 |
-12,600 |
-11.8% |
347,522 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5946 |
1.5903 |
1.5736 |
|
| R3 |
1.5860 |
1.5817 |
1.5713 |
|
| R2 |
1.5774 |
1.5774 |
1.5705 |
|
| R1 |
1.5731 |
1.5731 |
1.5697 |
1.5753 |
| PP |
1.5688 |
1.5688 |
1.5688 |
1.5698 |
| S1 |
1.5645 |
1.5645 |
1.5681 |
1.5667 |
| S2 |
1.5602 |
1.5602 |
1.5673 |
|
| S3 |
1.5516 |
1.5559 |
1.5665 |
|
| S4 |
1.5430 |
1.5473 |
1.5642 |
|
|
| 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 |
1.5730 |
1.5443 |
0.0287 |
1.8% |
0.0109 |
0.7% |
86% |
True |
False |
88,912 |
| 10 |
1.5730 |
1.5222 |
0.0508 |
3.2% |
0.0114 |
0.7% |
92% |
True |
False |
89,646 |
| 20 |
1.5730 |
1.5222 |
0.0508 |
3.2% |
0.0128 |
0.8% |
92% |
True |
False |
78,349 |
| 40 |
1.5761 |
1.5222 |
0.0539 |
3.4% |
0.0129 |
0.8% |
87% |
False |
False |
55,377 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0123 |
0.8% |
52% |
False |
False |
36,943 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.8% |
52% |
False |
False |
27,718 |
| 100 |
1.6175 |
1.5222 |
0.0953 |
6.1% |
0.0102 |
0.6% |
49% |
False |
False |
22,177 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.2% |
0.0086 |
0.5% |
36% |
False |
False |
18,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6096 |
|
2.618 |
1.5955 |
|
1.618 |
1.5869 |
|
1.000 |
1.5816 |
|
0.618 |
1.5783 |
|
HIGH |
1.5730 |
|
0.618 |
1.5697 |
|
0.500 |
1.5687 |
|
0.382 |
1.5677 |
|
LOW |
1.5644 |
|
0.618 |
1.5591 |
|
1.000 |
1.5558 |
|
1.618 |
1.5505 |
|
2.618 |
1.5419 |
|
4.250 |
1.5279 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5688 |
1.5669 |
| PP |
1.5688 |
1.5648 |
| S1 |
1.5687 |
1.5628 |
|