CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5290 |
1.5329 |
0.0039 |
0.3% |
1.5420 |
| High |
1.5360 |
1.5436 |
0.0076 |
0.5% |
1.5475 |
| Low |
1.5290 |
1.5329 |
0.0039 |
0.3% |
1.5240 |
| Close |
1.5303 |
1.5402 |
0.0099 |
0.6% |
1.5279 |
| Range |
0.0070 |
0.0107 |
0.0037 |
52.9% |
0.0235 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.2% |
0.0000 |
| Volume |
66 |
15 |
-51 |
-77.3% |
242 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5710 |
1.5663 |
1.5461 |
|
| R3 |
1.5603 |
1.5556 |
1.5431 |
|
| R2 |
1.5496 |
1.5496 |
1.5422 |
|
| R1 |
1.5449 |
1.5449 |
1.5412 |
1.5473 |
| PP |
1.5389 |
1.5389 |
1.5389 |
1.5401 |
| S1 |
1.5342 |
1.5342 |
1.5392 |
1.5366 |
| S2 |
1.5282 |
1.5282 |
1.5382 |
|
| S3 |
1.5175 |
1.5235 |
1.5373 |
|
| S4 |
1.5068 |
1.5128 |
1.5343 |
|
|
| 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 |
1.5459 |
1.5240 |
0.0219 |
1.4% |
0.0108 |
0.7% |
74% |
False |
False |
54 |
| 10 |
1.5610 |
1.5240 |
0.0370 |
2.4% |
0.0084 |
0.5% |
44% |
False |
False |
34 |
| 20 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0073 |
0.5% |
32% |
False |
False |
30 |
| 40 |
1.5751 |
1.5240 |
0.0511 |
3.3% |
0.0044 |
0.3% |
32% |
False |
False |
17 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0029 |
0.2% |
19% |
False |
False |
12 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0022 |
0.1% |
19% |
False |
False |
9 |
| 100 |
1.6352 |
1.5240 |
0.1112 |
7.2% |
0.0018 |
0.1% |
15% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5891 |
|
2.618 |
1.5716 |
|
1.618 |
1.5609 |
|
1.000 |
1.5543 |
|
0.618 |
1.5502 |
|
HIGH |
1.5436 |
|
0.618 |
1.5395 |
|
0.500 |
1.5383 |
|
0.382 |
1.5370 |
|
LOW |
1.5329 |
|
0.618 |
1.5263 |
|
1.000 |
1.5222 |
|
1.618 |
1.5156 |
|
2.618 |
1.5049 |
|
4.250 |
1.4874 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5396 |
1.5381 |
| PP |
1.5389 |
1.5359 |
| S1 |
1.5383 |
1.5338 |
|