CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5548 |
1.5597 |
0.0049 |
0.3% |
1.5643 |
| High |
1.5623 |
1.5610 |
-0.0013 |
-0.1% |
1.5643 |
| Low |
1.5546 |
1.5554 |
0.0008 |
0.1% |
1.5339 |
| Close |
1.5623 |
1.5585 |
-0.0038 |
-0.2% |
1.5486 |
| Range |
0.0077 |
0.0056 |
-0.0021 |
-27.3% |
0.0304 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
7 |
12 |
5 |
71.4% |
123 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5751 |
1.5724 |
1.5616 |
|
| R3 |
1.5695 |
1.5668 |
1.5600 |
|
| R2 |
1.5639 |
1.5639 |
1.5595 |
|
| R1 |
1.5612 |
1.5612 |
1.5590 |
1.5598 |
| PP |
1.5583 |
1.5583 |
1.5583 |
1.5576 |
| S1 |
1.5556 |
1.5556 |
1.5580 |
1.5542 |
| S2 |
1.5527 |
1.5527 |
1.5575 |
|
| S3 |
1.5471 |
1.5500 |
1.5570 |
|
| S4 |
1.5415 |
1.5444 |
1.5554 |
|
|
| 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 |
1.5623 |
1.5339 |
0.0284 |
1.8% |
0.0081 |
0.5% |
87% |
False |
False |
26 |
| 10 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0062 |
0.4% |
61% |
False |
False |
25 |
| 20 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0041 |
0.3% |
61% |
False |
False |
16 |
| 40 |
1.6077 |
1.5339 |
0.0738 |
4.7% |
0.0025 |
0.2% |
33% |
False |
False |
9 |
| 60 |
1.6094 |
1.5339 |
0.0755 |
4.8% |
0.0017 |
0.1% |
33% |
False |
False |
7 |
| 80 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0012 |
0.1% |
34% |
False |
False |
5 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.6% |
0.0010 |
0.1% |
22% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5848 |
|
2.618 |
1.5757 |
|
1.618 |
1.5701 |
|
1.000 |
1.5666 |
|
0.618 |
1.5645 |
|
HIGH |
1.5610 |
|
0.618 |
1.5589 |
|
0.500 |
1.5582 |
|
0.382 |
1.5575 |
|
LOW |
1.5554 |
|
0.618 |
1.5519 |
|
1.000 |
1.5498 |
|
1.618 |
1.5463 |
|
2.618 |
1.5407 |
|
4.250 |
1.5316 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5584 |
1.5559 |
| PP |
1.5583 |
1.5532 |
| S1 |
1.5582 |
1.5506 |
|