CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5405 |
1.5389 |
-0.0016 |
-0.1% |
1.5643 |
| High |
1.5405 |
1.5515 |
0.0110 |
0.7% |
1.5643 |
| Low |
1.5339 |
1.5389 |
0.0050 |
0.3% |
1.5339 |
| Close |
1.5368 |
1.5486 |
0.0118 |
0.8% |
1.5486 |
| Range |
0.0066 |
0.0126 |
0.0060 |
90.9% |
0.0304 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
5.8% |
0.0000 |
| Volume |
13 |
90 |
77 |
592.3% |
123 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5841 |
1.5790 |
1.5555 |
|
| R3 |
1.5715 |
1.5664 |
1.5521 |
|
| R2 |
1.5589 |
1.5589 |
1.5509 |
|
| R1 |
1.5538 |
1.5538 |
1.5498 |
1.5564 |
| PP |
1.5463 |
1.5463 |
1.5463 |
1.5476 |
| S1 |
1.5412 |
1.5412 |
1.5474 |
1.5438 |
| S2 |
1.5337 |
1.5337 |
1.5463 |
|
| S3 |
1.5211 |
1.5286 |
1.5451 |
|
| S4 |
1.5085 |
1.5160 |
1.5417 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6401 |
1.6248 |
1.5653 |
|
| R3 |
1.6097 |
1.5944 |
1.5570 |
|
| R2 |
1.5793 |
1.5793 |
1.5542 |
|
| R1 |
1.5640 |
1.5640 |
1.5514 |
1.5565 |
| PP |
1.5489 |
1.5489 |
1.5489 |
1.5452 |
| S1 |
1.5336 |
1.5336 |
1.5458 |
1.5261 |
| S2 |
1.5185 |
1.5185 |
1.5430 |
|
| S3 |
1.4881 |
1.5032 |
1.5402 |
|
| S4 |
1.4577 |
1.4728 |
1.5319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5643 |
1.5339 |
0.0304 |
2.0% |
0.0057 |
0.4% |
48% |
False |
False |
24 |
| 10 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0062 |
0.4% |
37% |
False |
False |
28 |
| 20 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0034 |
0.2% |
37% |
False |
False |
15 |
| 40 |
1.6077 |
1.5339 |
0.0738 |
4.8% |
0.0021 |
0.1% |
20% |
False |
False |
9 |
| 60 |
1.6094 |
1.5339 |
0.0755 |
4.9% |
0.0014 |
0.1% |
19% |
False |
False |
6 |
| 80 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0011 |
0.1% |
21% |
False |
False |
5 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.7% |
0.0009 |
0.1% |
14% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6051 |
|
2.618 |
1.5845 |
|
1.618 |
1.5719 |
|
1.000 |
1.5641 |
|
0.618 |
1.5593 |
|
HIGH |
1.5515 |
|
0.618 |
1.5467 |
|
0.500 |
1.5452 |
|
0.382 |
1.5437 |
|
LOW |
1.5389 |
|
0.618 |
1.5311 |
|
1.000 |
1.5263 |
|
1.618 |
1.5185 |
|
2.618 |
1.5059 |
|
4.250 |
1.4854 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5475 |
1.5466 |
| PP |
1.5463 |
1.5447 |
| S1 |
1.5452 |
1.5427 |
|