CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5304 |
1.5330 |
0.0026 |
0.2% |
1.5420 |
| High |
1.5332 |
1.5370 |
0.0038 |
0.2% |
1.5475 |
| Low |
1.5271 |
1.5240 |
-0.0031 |
-0.2% |
1.5240 |
| Close |
1.5316 |
1.5279 |
-0.0037 |
-0.2% |
1.5279 |
| Range |
0.0061 |
0.0130 |
0.0069 |
113.1% |
0.0235 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.3% |
0.0000 |
| Volume |
59 |
130 |
71 |
120.3% |
242 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5686 |
1.5613 |
1.5351 |
|
| R3 |
1.5556 |
1.5483 |
1.5315 |
|
| R2 |
1.5426 |
1.5426 |
1.5303 |
|
| R1 |
1.5353 |
1.5353 |
1.5291 |
1.5325 |
| PP |
1.5296 |
1.5296 |
1.5296 |
1.5282 |
| S1 |
1.5223 |
1.5223 |
1.5267 |
1.5195 |
| S2 |
1.5166 |
1.5166 |
1.5255 |
|
| S3 |
1.5036 |
1.5093 |
1.5243 |
|
| S4 |
1.4906 |
1.4963 |
1.5208 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6036 |
1.5893 |
1.5408 |
|
| R3 |
1.5801 |
1.5658 |
1.5344 |
|
| R2 |
1.5566 |
1.5566 |
1.5322 |
|
| R1 |
1.5423 |
1.5423 |
1.5301 |
1.5377 |
| PP |
1.5331 |
1.5331 |
1.5331 |
1.5309 |
| S1 |
1.5188 |
1.5188 |
1.5257 |
1.5142 |
| S2 |
1.5096 |
1.5096 |
1.5236 |
|
| S3 |
1.4861 |
1.4953 |
1.5214 |
|
| S4 |
1.4626 |
1.4718 |
1.5150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5475 |
1.5240 |
0.0235 |
1.5% |
0.0079 |
0.5% |
17% |
False |
True |
48 |
| 10 |
1.5623 |
1.5240 |
0.0383 |
2.5% |
0.0086 |
0.6% |
10% |
False |
True |
36 |
| 20 |
1.5740 |
1.5240 |
0.0500 |
3.3% |
0.0068 |
0.4% |
8% |
False |
True |
28 |
| 40 |
1.5751 |
1.5240 |
0.0511 |
3.3% |
0.0039 |
0.3% |
8% |
False |
True |
15 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.6% |
0.0027 |
0.2% |
5% |
False |
True |
11 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.6% |
0.0020 |
0.1% |
5% |
False |
True |
8 |
| 100 |
1.6450 |
1.5240 |
0.1210 |
7.9% |
0.0016 |
0.1% |
3% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5923 |
|
2.618 |
1.5710 |
|
1.618 |
1.5580 |
|
1.000 |
1.5500 |
|
0.618 |
1.5450 |
|
HIGH |
1.5370 |
|
0.618 |
1.5320 |
|
0.500 |
1.5305 |
|
0.382 |
1.5290 |
|
LOW |
1.5240 |
|
0.618 |
1.5160 |
|
1.000 |
1.5110 |
|
1.618 |
1.5030 |
|
2.618 |
1.4900 |
|
4.250 |
1.4688 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5305 |
1.5350 |
| PP |
1.5296 |
1.5326 |
| S1 |
1.5288 |
1.5303 |
|