CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5475 |
1.5423 |
-0.0052 |
-0.3% |
1.5548 |
| High |
1.5475 |
1.5459 |
-0.0016 |
-0.1% |
1.5623 |
| Low |
1.5454 |
1.5289 |
-0.0165 |
-1.1% |
1.5363 |
| Close |
1.5461 |
1.5292 |
-0.0169 |
-1.1% |
1.5399 |
| Range |
0.0021 |
0.0170 |
0.0149 |
709.5% |
0.0260 |
| ATR |
0.0085 |
0.0092 |
0.0006 |
7.3% |
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
29 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5857 |
1.5744 |
1.5386 |
|
| R3 |
1.5687 |
1.5574 |
1.5339 |
|
| R2 |
1.5517 |
1.5517 |
1.5323 |
|
| R1 |
1.5404 |
1.5404 |
1.5308 |
1.5376 |
| PP |
1.5347 |
1.5347 |
1.5347 |
1.5332 |
| S1 |
1.5234 |
1.5234 |
1.5276 |
1.5206 |
| S2 |
1.5177 |
1.5177 |
1.5261 |
|
| S3 |
1.5007 |
1.5064 |
1.5245 |
|
| S4 |
1.4837 |
1.4894 |
1.5199 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6242 |
1.6080 |
1.5542 |
|
| R3 |
1.5982 |
1.5820 |
1.5471 |
|
| R2 |
1.5722 |
1.5722 |
1.5447 |
|
| R1 |
1.5560 |
1.5560 |
1.5423 |
1.5511 |
| PP |
1.5462 |
1.5462 |
1.5462 |
1.5437 |
| S1 |
1.5300 |
1.5300 |
1.5375 |
1.5251 |
| S2 |
1.5202 |
1.5202 |
1.5351 |
|
| S3 |
1.4942 |
1.5040 |
1.5328 |
|
| S4 |
1.4682 |
1.4780 |
1.5256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5596 |
1.5289 |
0.0307 |
2.0% |
0.0082 |
0.5% |
1% |
False |
True |
12 |
| 10 |
1.5623 |
1.5289 |
0.0334 |
2.2% |
0.0082 |
0.5% |
1% |
False |
True |
19 |
| 20 |
1.5740 |
1.5289 |
0.0451 |
2.9% |
0.0062 |
0.4% |
1% |
False |
True |
19 |
| 40 |
1.5858 |
1.5289 |
0.0569 |
3.7% |
0.0035 |
0.2% |
1% |
False |
True |
11 |
| 60 |
1.6094 |
1.5289 |
0.0805 |
5.3% |
0.0023 |
0.2% |
0% |
False |
True |
8 |
| 80 |
1.6094 |
1.5289 |
0.0805 |
5.3% |
0.0018 |
0.1% |
0% |
False |
True |
6 |
| 100 |
1.6450 |
1.5289 |
0.1161 |
7.6% |
0.0014 |
0.1% |
0% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6182 |
|
2.618 |
1.5904 |
|
1.618 |
1.5734 |
|
1.000 |
1.5629 |
|
0.618 |
1.5564 |
|
HIGH |
1.5459 |
|
0.618 |
1.5394 |
|
0.500 |
1.5374 |
|
0.382 |
1.5354 |
|
LOW |
1.5289 |
|
0.618 |
1.5184 |
|
1.000 |
1.5119 |
|
1.618 |
1.5014 |
|
2.618 |
1.4844 |
|
4.250 |
1.4567 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5374 |
1.5382 |
| PP |
1.5347 |
1.5352 |
| S1 |
1.5319 |
1.5322 |
|