CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5740 |
1.5657 |
-0.0083 |
-0.5% |
1.5552 |
| High |
1.5740 |
1.5657 |
-0.0083 |
-0.5% |
1.5552 |
| Low |
1.5640 |
1.5654 |
0.0014 |
0.1% |
1.5400 |
| Close |
1.5640 |
1.5654 |
0.0014 |
0.1% |
1.5472 |
| Range |
0.0100 |
0.0003 |
-0.0097 |
-97.0% |
0.0152 |
| ATR |
0.0076 |
0.0072 |
-0.0004 |
-5.5% |
0.0000 |
| Volume |
50 |
40 |
-10 |
-20.0% |
39 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5664 |
1.5662 |
1.5656 |
|
| R3 |
1.5661 |
1.5659 |
1.5655 |
|
| R2 |
1.5658 |
1.5658 |
1.5655 |
|
| R1 |
1.5656 |
1.5656 |
1.5654 |
1.5656 |
| PP |
1.5655 |
1.5655 |
1.5655 |
1.5655 |
| S1 |
1.5653 |
1.5653 |
1.5654 |
1.5653 |
| S2 |
1.5652 |
1.5652 |
1.5653 |
|
| S3 |
1.5649 |
1.5650 |
1.5653 |
|
| S4 |
1.5646 |
1.5647 |
1.5652 |
|
|
| 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 |
1.9% |
0.0067 |
0.4% |
72% |
False |
False |
31 |
| 10 |
1.5740 |
1.5400 |
0.0340 |
2.2% |
0.0040 |
0.3% |
75% |
False |
False |
17 |
| 20 |
1.5740 |
1.5400 |
0.0340 |
2.2% |
0.0028 |
0.2% |
75% |
False |
False |
12 |
| 40 |
1.6094 |
1.5400 |
0.0694 |
4.4% |
0.0014 |
0.1% |
37% |
False |
False |
6 |
| 60 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0010 |
0.1% |
41% |
False |
False |
4 |
| 80 |
1.6186 |
1.5322 |
0.0864 |
5.5% |
0.0007 |
0.0% |
38% |
False |
False |
4 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.6% |
0.0006 |
0.0% |
28% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5670 |
|
2.618 |
1.5665 |
|
1.618 |
1.5662 |
|
1.000 |
1.5660 |
|
0.618 |
1.5659 |
|
HIGH |
1.5657 |
|
0.618 |
1.5656 |
|
0.500 |
1.5656 |
|
0.382 |
1.5655 |
|
LOW |
1.5654 |
|
0.618 |
1.5652 |
|
1.000 |
1.5651 |
|
1.618 |
1.5649 |
|
2.618 |
1.5646 |
|
4.250 |
1.5641 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5656 |
1.5649 |
| PP |
1.5655 |
1.5643 |
| S1 |
1.5655 |
1.5638 |
|