CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5683 |
1.5722 |
0.0039 |
0.2% |
1.5535 |
| High |
1.5735 |
1.5723 |
-0.0012 |
-0.1% |
1.5735 |
| Low |
1.5635 |
1.5647 |
0.0012 |
0.1% |
1.5510 |
| Close |
1.5716 |
1.5692 |
-0.0024 |
-0.2% |
1.5716 |
| Range |
0.0100 |
0.0076 |
-0.0024 |
-24.0% |
0.0225 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
96,991 |
63,730 |
-33,261 |
-34.3% |
453,706 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5880 |
1.5734 |
|
| R3 |
1.5839 |
1.5804 |
1.5713 |
|
| R2 |
1.5763 |
1.5763 |
1.5706 |
|
| R1 |
1.5728 |
1.5728 |
1.5699 |
1.5708 |
| PP |
1.5687 |
1.5687 |
1.5687 |
1.5677 |
| S1 |
1.5652 |
1.5652 |
1.5685 |
1.5632 |
| S2 |
1.5611 |
1.5611 |
1.5678 |
|
| S3 |
1.5535 |
1.5576 |
1.5671 |
|
| S4 |
1.5459 |
1.5500 |
1.5650 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6329 |
1.6247 |
1.5840 |
|
| R3 |
1.6104 |
1.6022 |
1.5778 |
|
| R2 |
1.5879 |
1.5879 |
1.5757 |
|
| R1 |
1.5797 |
1.5797 |
1.5737 |
1.5838 |
| PP |
1.5654 |
1.5654 |
1.5654 |
1.5674 |
| S1 |
1.5572 |
1.5572 |
1.5695 |
1.5613 |
| S2 |
1.5429 |
1.5429 |
1.5675 |
|
| S3 |
1.5204 |
1.5347 |
1.5654 |
|
| S4 |
1.4979 |
1.5122 |
1.5592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5735 |
1.5525 |
0.0210 |
1.3% |
0.0102 |
0.6% |
80% |
False |
False |
88,108 |
| 10 |
1.5735 |
1.5273 |
0.0462 |
2.9% |
0.0105 |
0.7% |
91% |
False |
False |
86,495 |
| 20 |
1.5735 |
1.5222 |
0.0513 |
3.3% |
0.0118 |
0.8% |
92% |
False |
False |
79,737 |
| 40 |
1.5761 |
1.5222 |
0.0539 |
3.4% |
0.0123 |
0.8% |
87% |
False |
False |
59,260 |
| 60 |
1.6101 |
1.5222 |
0.0879 |
5.6% |
0.0120 |
0.8% |
53% |
False |
False |
39,621 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0117 |
0.7% |
52% |
False |
False |
29,727 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0104 |
0.7% |
52% |
False |
False |
23,785 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.2% |
0.0087 |
0.6% |
37% |
False |
False |
19,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6046 |
|
2.618 |
1.5922 |
|
1.618 |
1.5846 |
|
1.000 |
1.5799 |
|
0.618 |
1.5770 |
|
HIGH |
1.5723 |
|
0.618 |
1.5694 |
|
0.500 |
1.5685 |
|
0.382 |
1.5676 |
|
LOW |
1.5647 |
|
0.618 |
1.5600 |
|
1.000 |
1.5571 |
|
1.618 |
1.5524 |
|
2.618 |
1.5448 |
|
4.250 |
1.5324 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5690 |
1.5690 |
| PP |
1.5687 |
1.5687 |
| S1 |
1.5685 |
1.5685 |
|