CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5722 |
1.5701 |
-0.0021 |
-0.1% |
1.5535 |
| High |
1.5723 |
1.5794 |
0.0071 |
0.5% |
1.5735 |
| Low |
1.5647 |
1.5691 |
0.0044 |
0.3% |
1.5510 |
| Close |
1.5692 |
1.5749 |
0.0057 |
0.4% |
1.5716 |
| Range |
0.0076 |
0.0103 |
0.0027 |
35.5% |
0.0225 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
63,730 |
100,664 |
36,934 |
58.0% |
453,706 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6054 |
1.6004 |
1.5806 |
|
| R3 |
1.5951 |
1.5901 |
1.5777 |
|
| R2 |
1.5848 |
1.5848 |
1.5768 |
|
| R1 |
1.5798 |
1.5798 |
1.5758 |
1.5823 |
| PP |
1.5745 |
1.5745 |
1.5745 |
1.5757 |
| S1 |
1.5695 |
1.5695 |
1.5740 |
1.5720 |
| S2 |
1.5642 |
1.5642 |
1.5730 |
|
| S3 |
1.5539 |
1.5592 |
1.5721 |
|
| S4 |
1.5436 |
1.5489 |
1.5692 |
|
|
| 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 |
1.5794 |
1.5525 |
0.0269 |
1.7% |
0.0102 |
0.7% |
83% |
True |
False |
92,328 |
| 10 |
1.5794 |
1.5318 |
0.0476 |
3.0% |
0.0103 |
0.7% |
91% |
True |
False |
87,553 |
| 20 |
1.5794 |
1.5222 |
0.0572 |
3.6% |
0.0114 |
0.7% |
92% |
True |
False |
82,091 |
| 40 |
1.5794 |
1.5222 |
0.0572 |
3.6% |
0.0123 |
0.8% |
92% |
True |
False |
61,758 |
| 60 |
1.6101 |
1.5222 |
0.0879 |
5.6% |
0.0120 |
0.8% |
60% |
False |
False |
41,298 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.7% |
59% |
False |
False |
30,985 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0105 |
0.7% |
59% |
False |
False |
24,791 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.1% |
0.0088 |
0.6% |
41% |
False |
False |
20,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6232 |
|
2.618 |
1.6064 |
|
1.618 |
1.5961 |
|
1.000 |
1.5897 |
|
0.618 |
1.5858 |
|
HIGH |
1.5794 |
|
0.618 |
1.5755 |
|
0.500 |
1.5743 |
|
0.382 |
1.5730 |
|
LOW |
1.5691 |
|
0.618 |
1.5627 |
|
1.000 |
1.5588 |
|
1.618 |
1.5524 |
|
2.618 |
1.5421 |
|
4.250 |
1.5253 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5747 |
1.5738 |
| PP |
1.5745 |
1.5726 |
| S1 |
1.5743 |
1.5715 |
|