CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5330 |
1.5290 |
-0.0040 |
-0.3% |
1.5420 |
| High |
1.5370 |
1.5360 |
-0.0010 |
-0.1% |
1.5475 |
| Low |
1.5240 |
1.5290 |
0.0050 |
0.3% |
1.5240 |
| Close |
1.5279 |
1.5303 |
0.0024 |
0.2% |
1.5279 |
| Range |
0.0130 |
0.0070 |
-0.0060 |
-46.2% |
0.0235 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
130 |
66 |
-64 |
-49.2% |
242 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5528 |
1.5485 |
1.5342 |
|
| R3 |
1.5458 |
1.5415 |
1.5322 |
|
| R2 |
1.5388 |
1.5388 |
1.5316 |
|
| R1 |
1.5345 |
1.5345 |
1.5309 |
1.5367 |
| PP |
1.5318 |
1.5318 |
1.5318 |
1.5328 |
| S1 |
1.5275 |
1.5275 |
1.5297 |
1.5297 |
| S2 |
1.5248 |
1.5248 |
1.5290 |
|
| S3 |
1.5178 |
1.5205 |
1.5284 |
|
| S4 |
1.5108 |
1.5135 |
1.5265 |
|
|
| 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% |
0.0090 |
0.6% |
27% |
False |
False |
52 |
| 10 |
1.5623 |
1.5240 |
0.0383 |
2.5% |
0.0081 |
0.5% |
16% |
False |
False |
33 |
| 20 |
1.5740 |
1.5240 |
0.0500 |
3.3% |
0.0071 |
0.5% |
13% |
False |
False |
30 |
| 40 |
1.5751 |
1.5240 |
0.0511 |
3.3% |
0.0041 |
0.3% |
12% |
False |
False |
17 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.6% |
0.0028 |
0.2% |
7% |
False |
False |
12 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.6% |
0.0021 |
0.1% |
7% |
False |
False |
9 |
| 100 |
1.6352 |
1.5240 |
0.1112 |
7.3% |
0.0017 |
0.1% |
6% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5658 |
|
2.618 |
1.5543 |
|
1.618 |
1.5473 |
|
1.000 |
1.5430 |
|
0.618 |
1.5403 |
|
HIGH |
1.5360 |
|
0.618 |
1.5333 |
|
0.500 |
1.5325 |
|
0.382 |
1.5317 |
|
LOW |
1.5290 |
|
0.618 |
1.5247 |
|
1.000 |
1.5220 |
|
1.618 |
1.5177 |
|
2.618 |
1.5107 |
|
4.250 |
1.4993 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5325 |
1.5305 |
| PP |
1.5318 |
1.5304 |
| S1 |
1.5310 |
1.5304 |
|