CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5590 |
1.5643 |
0.0053 |
0.3% |
1.5502 |
| High |
1.5602 |
1.5643 |
0.0041 |
0.3% |
1.5740 |
| Low |
1.5590 |
1.5643 |
0.0053 |
0.3% |
1.5435 |
| Close |
1.5602 |
1.5643 |
0.0041 |
0.3% |
1.5602 |
| Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0305 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
141 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5643 |
1.5643 |
1.5643 |
|
| R3 |
1.5643 |
1.5643 |
1.5643 |
|
| R2 |
1.5643 |
1.5643 |
1.5643 |
|
| R1 |
1.5643 |
1.5643 |
1.5643 |
1.5643 |
| PP |
1.5643 |
1.5643 |
1.5643 |
1.5643 |
| S1 |
1.5643 |
1.5643 |
1.5643 |
1.5643 |
| S2 |
1.5643 |
1.5643 |
1.5643 |
|
| S3 |
1.5643 |
1.5643 |
1.5643 |
|
| S4 |
1.5643 |
1.5643 |
1.5643 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6507 |
1.6360 |
1.5770 |
|
| R3 |
1.6202 |
1.6055 |
1.5686 |
|
| R2 |
1.5897 |
1.5897 |
1.5658 |
|
| R1 |
1.5750 |
1.5750 |
1.5630 |
1.5824 |
| PP |
1.5592 |
1.5592 |
1.5592 |
1.5629 |
| S1 |
1.5445 |
1.5445 |
1.5574 |
1.5519 |
| S2 |
1.5287 |
1.5287 |
1.5546 |
|
| S3 |
1.4982 |
1.5140 |
1.5518 |
|
| S4 |
1.4677 |
1.4835 |
1.5434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5740 |
1.5535 |
0.0205 |
1.3% |
0.0043 |
0.3% |
53% |
False |
False |
25 |
| 10 |
1.5740 |
1.5400 |
0.0340 |
2.2% |
0.0042 |
0.3% |
71% |
False |
False |
19 |
| 20 |
1.5740 |
1.5400 |
0.0340 |
2.2% |
0.0021 |
0.1% |
71% |
False |
False |
9 |
| 40 |
1.6094 |
1.5400 |
0.0694 |
4.4% |
0.0015 |
0.1% |
35% |
False |
False |
6 |
| 60 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0010 |
0.1% |
39% |
False |
False |
5 |
| 80 |
1.6153 |
1.5322 |
0.0831 |
5.3% |
0.0007 |
0.0% |
39% |
False |
False |
4 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.6% |
0.0006 |
0.0% |
27% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5643 |
|
2.618 |
1.5643 |
|
1.618 |
1.5643 |
|
1.000 |
1.5643 |
|
0.618 |
1.5643 |
|
HIGH |
1.5643 |
|
0.618 |
1.5643 |
|
0.500 |
1.5643 |
|
0.382 |
1.5643 |
|
LOW |
1.5643 |
|
0.618 |
1.5643 |
|
1.000 |
1.5643 |
|
1.618 |
1.5643 |
|
2.618 |
1.5643 |
|
4.250 |
1.5643 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5643 |
1.5637 |
| PP |
1.5643 |
1.5630 |
| S1 |
1.5643 |
1.5624 |
|