CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5535 |
1.5740 |
0.0205 |
1.3% |
1.5552 |
| High |
1.5634 |
1.5740 |
0.0106 |
0.7% |
1.5552 |
| Low |
1.5535 |
1.5640 |
0.0105 |
0.7% |
1.5400 |
| Close |
1.5634 |
1.5640 |
0.0006 |
0.0% |
1.5472 |
| Range |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0152 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.1% |
0.0000 |
| Volume |
24 |
50 |
26 |
108.3% |
39 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5973 |
1.5907 |
1.5695 |
|
| R3 |
1.5873 |
1.5807 |
1.5668 |
|
| R2 |
1.5773 |
1.5773 |
1.5658 |
|
| R1 |
1.5707 |
1.5707 |
1.5649 |
1.5690 |
| PP |
1.5673 |
1.5673 |
1.5673 |
1.5665 |
| S1 |
1.5607 |
1.5607 |
1.5631 |
1.5590 |
| S2 |
1.5573 |
1.5573 |
1.5622 |
|
| S3 |
1.5473 |
1.5507 |
1.5613 |
|
| S4 |
1.5373 |
1.5407 |
1.5585 |
|
|
| 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 |
1.5740 |
1.5435 |
0.0305 |
2.0% |
0.0067 |
0.4% |
67% |
True |
False |
25 |
| 10 |
1.5740 |
1.5400 |
0.0340 |
2.2% |
0.0040 |
0.3% |
71% |
True |
False |
13 |
| 20 |
1.5740 |
1.5400 |
0.0340 |
2.2% |
0.0028 |
0.2% |
71% |
True |
False |
10 |
| 40 |
1.6094 |
1.5400 |
0.0694 |
4.4% |
0.0014 |
0.1% |
35% |
False |
False |
5 |
| 60 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0010 |
0.1% |
39% |
False |
False |
4 |
| 80 |
1.6254 |
1.5322 |
0.0932 |
6.0% |
0.0007 |
0.0% |
34% |
False |
False |
3 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.6% |
0.0006 |
0.0% |
27% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6165 |
|
2.618 |
1.6002 |
|
1.618 |
1.5902 |
|
1.000 |
1.5840 |
|
0.618 |
1.5802 |
|
HIGH |
1.5740 |
|
0.618 |
1.5702 |
|
0.500 |
1.5690 |
|
0.382 |
1.5678 |
|
LOW |
1.5640 |
|
0.618 |
1.5578 |
|
1.000 |
1.5540 |
|
1.618 |
1.5478 |
|
2.618 |
1.5378 |
|
4.250 |
1.5215 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5690 |
1.5623 |
| PP |
1.5673 |
1.5605 |
| S1 |
1.5657 |
1.5588 |
|