CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5475 |
1.5537 |
0.0062 |
0.4% |
1.5552 |
| High |
1.5478 |
1.5537 |
0.0059 |
0.4% |
1.5552 |
| Low |
1.5475 |
1.5472 |
-0.0003 |
0.0% |
1.5400 |
| Close |
1.5478 |
1.5472 |
-0.0006 |
0.0% |
1.5472 |
| Range |
0.0003 |
0.0065 |
0.0062 |
2,066.7% |
0.0152 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
10 |
16 |
6 |
60.0% |
39 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5689 |
1.5645 |
1.5508 |
|
| R3 |
1.5624 |
1.5580 |
1.5490 |
|
| R2 |
1.5559 |
1.5559 |
1.5484 |
|
| R1 |
1.5515 |
1.5515 |
1.5478 |
1.5505 |
| PP |
1.5494 |
1.5494 |
1.5494 |
1.5488 |
| S1 |
1.5450 |
1.5450 |
1.5466 |
1.5440 |
| S2 |
1.5429 |
1.5429 |
1.5460 |
|
| S3 |
1.5364 |
1.5385 |
1.5454 |
|
| S4 |
1.5299 |
1.5320 |
1.5436 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5931 |
1.5853 |
1.5556 |
|
| R3 |
1.5779 |
1.5701 |
1.5514 |
|
| R2 |
1.5627 |
1.5627 |
1.5500 |
|
| R1 |
1.5549 |
1.5549 |
1.5486 |
1.5512 |
| PP |
1.5475 |
1.5475 |
1.5475 |
1.5456 |
| S1 |
1.5397 |
1.5397 |
1.5458 |
1.5360 |
| S2 |
1.5323 |
1.5323 |
1.5444 |
|
| S3 |
1.5171 |
1.5245 |
1.5430 |
|
| S4 |
1.5019 |
1.5093 |
1.5388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5552 |
1.5400 |
0.0152 |
1.0% |
0.0027 |
0.2% |
47% |
False |
False |
7 |
| 10 |
1.5668 |
1.5400 |
0.0268 |
1.7% |
0.0014 |
0.1% |
27% |
False |
False |
3 |
| 20 |
1.5751 |
1.5400 |
0.0351 |
2.3% |
0.0014 |
0.1% |
21% |
False |
False |
5 |
| 40 |
1.6094 |
1.5400 |
0.0694 |
4.5% |
0.0008 |
0.0% |
10% |
False |
False |
3 |
| 60 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0005 |
0.0% |
16% |
False |
False |
2 |
| 80 |
1.6352 |
1.5322 |
0.1030 |
6.7% |
0.0004 |
0.0% |
15% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5813 |
|
2.618 |
1.5707 |
|
1.618 |
1.5642 |
|
1.000 |
1.5602 |
|
0.618 |
1.5577 |
|
HIGH |
1.5537 |
|
0.618 |
1.5512 |
|
0.500 |
1.5505 |
|
0.382 |
1.5497 |
|
LOW |
1.5472 |
|
0.618 |
1.5432 |
|
1.000 |
1.5407 |
|
1.618 |
1.5367 |
|
2.618 |
1.5302 |
|
4.250 |
1.5196 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5505 |
1.5471 |
| PP |
1.5494 |
1.5470 |
| S1 |
1.5483 |
1.5469 |
|