CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5643 |
1.5493 |
-0.0150 |
-1.0% |
1.5502 |
| High |
1.5643 |
1.5493 |
-0.0150 |
-1.0% |
1.5740 |
| Low |
1.5643 |
1.5413 |
-0.0230 |
-1.5% |
1.5435 |
| Close |
1.5643 |
1.5425 |
-0.0218 |
-1.4% |
1.5602 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0305 |
| ATR |
0.0069 |
0.0081 |
0.0011 |
16.6% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
141 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5684 |
1.5634 |
1.5469 |
|
| R3 |
1.5604 |
1.5554 |
1.5447 |
|
| R2 |
1.5524 |
1.5524 |
1.5440 |
|
| R1 |
1.5474 |
1.5474 |
1.5432 |
1.5459 |
| PP |
1.5444 |
1.5444 |
1.5444 |
1.5436 |
| S1 |
1.5394 |
1.5394 |
1.5418 |
1.5379 |
| S2 |
1.5364 |
1.5364 |
1.5410 |
|
| S3 |
1.5284 |
1.5314 |
1.5403 |
|
| S4 |
1.5204 |
1.5234 |
1.5381 |
|
|
| 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 |
1.5413 |
0.0327 |
2.1% |
0.0039 |
0.3% |
4% |
False |
True |
22 |
| 10 |
1.5740 |
1.5400 |
0.0340 |
2.2% |
0.0047 |
0.3% |
7% |
False |
False |
20 |
| 20 |
1.5740 |
1.5400 |
0.0340 |
2.2% |
0.0025 |
0.2% |
7% |
False |
False |
10 |
| 40 |
1.6077 |
1.5400 |
0.0677 |
4.4% |
0.0017 |
0.1% |
4% |
False |
False |
6 |
| 60 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0011 |
0.1% |
10% |
False |
False |
5 |
| 80 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0008 |
0.1% |
13% |
False |
False |
4 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.7% |
0.0007 |
0.0% |
9% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5833 |
|
2.618 |
1.5702 |
|
1.618 |
1.5622 |
|
1.000 |
1.5573 |
|
0.618 |
1.5542 |
|
HIGH |
1.5493 |
|
0.618 |
1.5462 |
|
0.500 |
1.5453 |
|
0.382 |
1.5444 |
|
LOW |
1.5413 |
|
0.618 |
1.5364 |
|
1.000 |
1.5333 |
|
1.618 |
1.5284 |
|
2.618 |
1.5204 |
|
4.250 |
1.5073 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5453 |
1.5528 |
| PP |
1.5444 |
1.5494 |
| S1 |
1.5434 |
1.5459 |
|