CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5475 |
1.5400 |
-0.0075 |
-0.5% |
1.5616 |
| High |
1.5475 |
1.5442 |
-0.0033 |
-0.2% |
1.5668 |
| Low |
1.5450 |
1.5400 |
-0.0050 |
-0.3% |
1.5577 |
| Close |
1.5466 |
1.5442 |
-0.0024 |
-0.2% |
1.5633 |
| Range |
0.0025 |
0.0042 |
0.0017 |
68.0% |
0.0091 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
0 |
13 |
13 |
|
0 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5554 |
1.5540 |
1.5465 |
|
| R3 |
1.5512 |
1.5498 |
1.5454 |
|
| R2 |
1.5470 |
1.5470 |
1.5450 |
|
| R1 |
1.5456 |
1.5456 |
1.5446 |
1.5463 |
| PP |
1.5428 |
1.5428 |
1.5428 |
1.5432 |
| S1 |
1.5414 |
1.5414 |
1.5438 |
1.5421 |
| S2 |
1.5386 |
1.5386 |
1.5434 |
|
| S3 |
1.5344 |
1.5372 |
1.5430 |
|
| S4 |
1.5302 |
1.5330 |
1.5419 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5899 |
1.5857 |
1.5683 |
|
| R3 |
1.5808 |
1.5766 |
1.5658 |
|
| R2 |
1.5717 |
1.5717 |
1.5650 |
|
| R1 |
1.5675 |
1.5675 |
1.5641 |
1.5696 |
| PP |
1.5626 |
1.5626 |
1.5626 |
1.5637 |
| S1 |
1.5584 |
1.5584 |
1.5625 |
1.5605 |
| S2 |
1.5535 |
1.5535 |
1.5616 |
|
| S3 |
1.5444 |
1.5493 |
1.5608 |
|
| S4 |
1.5353 |
1.5402 |
1.5583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5633 |
1.5400 |
0.0233 |
1.5% |
0.0013 |
0.1% |
18% |
False |
True |
2 |
| 10 |
1.5668 |
1.5400 |
0.0268 |
1.7% |
0.0007 |
0.0% |
16% |
False |
True |
1 |
| 20 |
1.5751 |
1.5400 |
0.0351 |
2.3% |
0.0011 |
0.1% |
12% |
False |
True |
3 |
| 40 |
1.6094 |
1.5400 |
0.0694 |
4.5% |
0.0006 |
0.0% |
6% |
False |
True |
2 |
| 60 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0004 |
0.0% |
16% |
False |
False |
2 |
| 80 |
1.6450 |
1.5322 |
0.1128 |
7.3% |
0.0003 |
0.0% |
11% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5621 |
|
2.618 |
1.5552 |
|
1.618 |
1.5510 |
|
1.000 |
1.5484 |
|
0.618 |
1.5468 |
|
HIGH |
1.5442 |
|
0.618 |
1.5426 |
|
0.500 |
1.5421 |
|
0.382 |
1.5416 |
|
LOW |
1.5400 |
|
0.618 |
1.5374 |
|
1.000 |
1.5358 |
|
1.618 |
1.5332 |
|
2.618 |
1.5290 |
|
4.250 |
1.5222 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5435 |
1.5476 |
| PP |
1.5428 |
1.5465 |
| S1 |
1.5421 |
1.5453 |
|