CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5389 |
1.5548 |
0.0159 |
1.0% |
1.5643 |
| High |
1.5515 |
1.5623 |
0.0108 |
0.7% |
1.5643 |
| Low |
1.5389 |
1.5546 |
0.0157 |
1.0% |
1.5339 |
| Close |
1.5486 |
1.5623 |
0.0137 |
0.9% |
1.5486 |
| Range |
0.0126 |
0.0077 |
-0.0049 |
-38.9% |
0.0304 |
| ATR |
0.0086 |
0.0089 |
0.0004 |
4.3% |
0.0000 |
| Volume |
90 |
7 |
-83 |
-92.2% |
123 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5828 |
1.5803 |
1.5665 |
|
| R3 |
1.5751 |
1.5726 |
1.5644 |
|
| R2 |
1.5674 |
1.5674 |
1.5637 |
|
| R1 |
1.5649 |
1.5649 |
1.5630 |
1.5662 |
| PP |
1.5597 |
1.5597 |
1.5597 |
1.5604 |
| S1 |
1.5572 |
1.5572 |
1.5616 |
1.5585 |
| S2 |
1.5520 |
1.5520 |
1.5609 |
|
| S3 |
1.5443 |
1.5495 |
1.5602 |
|
| S4 |
1.5366 |
1.5418 |
1.5581 |
|
|
| 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 |
1.9% |
0.0070 |
0.4% |
93% |
False |
False |
26 |
| 10 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0063 |
0.4% |
71% |
False |
False |
27 |
| 20 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0038 |
0.2% |
71% |
False |
False |
15 |
| 40 |
1.6077 |
1.5339 |
0.0738 |
4.7% |
0.0023 |
0.1% |
38% |
False |
False |
9 |
| 60 |
1.6094 |
1.5339 |
0.0755 |
4.8% |
0.0016 |
0.1% |
38% |
False |
False |
6 |
| 80 |
1.6094 |
1.5322 |
0.0772 |
4.9% |
0.0012 |
0.1% |
39% |
False |
False |
5 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.6% |
0.0009 |
0.1% |
25% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5950 |
|
2.618 |
1.5825 |
|
1.618 |
1.5748 |
|
1.000 |
1.5700 |
|
0.618 |
1.5671 |
|
HIGH |
1.5623 |
|
0.618 |
1.5594 |
|
0.500 |
1.5585 |
|
0.382 |
1.5575 |
|
LOW |
1.5546 |
|
0.618 |
1.5498 |
|
1.000 |
1.5469 |
|
1.618 |
1.5421 |
|
2.618 |
1.5344 |
|
4.250 |
1.5219 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5610 |
1.5576 |
| PP |
1.5597 |
1.5528 |
| S1 |
1.5585 |
1.5481 |
|