CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5537 |
1.5502 |
-0.0035 |
-0.2% |
1.5552 |
| High |
1.5537 |
1.5502 |
-0.0035 |
-0.2% |
1.5552 |
| Low |
1.5472 |
1.5435 |
-0.0037 |
-0.2% |
1.5400 |
| Close |
1.5472 |
1.5492 |
0.0020 |
0.1% |
1.5472 |
| Range |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0152 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
16 |
26 |
10 |
62.5% |
39 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5677 |
1.5652 |
1.5529 |
|
| R3 |
1.5610 |
1.5585 |
1.5510 |
|
| R2 |
1.5543 |
1.5543 |
1.5504 |
|
| R1 |
1.5518 |
1.5518 |
1.5498 |
1.5497 |
| PP |
1.5476 |
1.5476 |
1.5476 |
1.5466 |
| S1 |
1.5451 |
1.5451 |
1.5486 |
1.5430 |
| S2 |
1.5409 |
1.5409 |
1.5480 |
|
| S3 |
1.5342 |
1.5384 |
1.5474 |
|
| S4 |
1.5275 |
1.5317 |
1.5455 |
|
|
| 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 |
1.5537 |
1.5400 |
0.0137 |
0.9% |
0.0040 |
0.3% |
67% |
False |
False |
13 |
| 10 |
1.5668 |
1.5400 |
0.0268 |
1.7% |
0.0020 |
0.1% |
34% |
False |
False |
6 |
| 20 |
1.5671 |
1.5400 |
0.0271 |
1.7% |
0.0018 |
0.1% |
34% |
False |
False |
6 |
| 40 |
1.6094 |
1.5400 |
0.0694 |
4.5% |
0.0009 |
0.1% |
13% |
False |
False |
3 |
| 60 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0006 |
0.0% |
19% |
False |
False |
3 |
| 80 |
1.6352 |
1.5322 |
0.1030 |
6.6% |
0.0005 |
0.0% |
17% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5787 |
|
2.618 |
1.5677 |
|
1.618 |
1.5610 |
|
1.000 |
1.5569 |
|
0.618 |
1.5543 |
|
HIGH |
1.5502 |
|
0.618 |
1.5476 |
|
0.500 |
1.5469 |
|
0.382 |
1.5461 |
|
LOW |
1.5435 |
|
0.618 |
1.5394 |
|
1.000 |
1.5368 |
|
1.618 |
1.5327 |
|
2.618 |
1.5260 |
|
4.250 |
1.5150 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5484 |
1.5490 |
| PP |
1.5476 |
1.5488 |
| S1 |
1.5469 |
1.5486 |
|