CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5493 |
1.5405 |
-0.0088 |
-0.6% |
1.5502 |
| High |
1.5493 |
1.5405 |
-0.0088 |
-0.6% |
1.5740 |
| Low |
1.5413 |
1.5339 |
-0.0074 |
-0.5% |
1.5435 |
| Close |
1.5425 |
1.5368 |
-0.0057 |
-0.4% |
1.5602 |
| Range |
0.0080 |
0.0066 |
-0.0014 |
-17.5% |
0.0305 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
10 |
13 |
3 |
30.0% |
141 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5569 |
1.5534 |
1.5404 |
|
| R3 |
1.5503 |
1.5468 |
1.5386 |
|
| R2 |
1.5437 |
1.5437 |
1.5380 |
|
| R1 |
1.5402 |
1.5402 |
1.5374 |
1.5387 |
| PP |
1.5371 |
1.5371 |
1.5371 |
1.5363 |
| S1 |
1.5336 |
1.5336 |
1.5362 |
1.5321 |
| S2 |
1.5305 |
1.5305 |
1.5356 |
|
| S3 |
1.5239 |
1.5270 |
1.5350 |
|
| S4 |
1.5173 |
1.5204 |
1.5332 |
|
|
| 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 |
1.5657 |
1.5339 |
0.0318 |
2.1% |
0.0032 |
0.2% |
9% |
False |
True |
14 |
| 10 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0050 |
0.3% |
7% |
False |
True |
20 |
| 20 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0028 |
0.2% |
7% |
False |
True |
10 |
| 40 |
1.6077 |
1.5339 |
0.0738 |
4.8% |
0.0018 |
0.1% |
4% |
False |
True |
7 |
| 60 |
1.6094 |
1.5339 |
0.0755 |
4.9% |
0.0012 |
0.1% |
4% |
False |
True |
5 |
| 80 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0009 |
0.1% |
6% |
False |
False |
4 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.8% |
0.0007 |
0.0% |
4% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5686 |
|
2.618 |
1.5578 |
|
1.618 |
1.5512 |
|
1.000 |
1.5471 |
|
0.618 |
1.5446 |
|
HIGH |
1.5405 |
|
0.618 |
1.5380 |
|
0.500 |
1.5372 |
|
0.382 |
1.5364 |
|
LOW |
1.5339 |
|
0.618 |
1.5298 |
|
1.000 |
1.5273 |
|
1.618 |
1.5232 |
|
2.618 |
1.5166 |
|
4.250 |
1.5059 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5372 |
1.5491 |
| PP |
1.5371 |
1.5450 |
| S1 |
1.5369 |
1.5409 |
|