CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5329 |
1.5417 |
0.0088 |
0.6% |
1.5420 |
| High |
1.5436 |
1.5452 |
0.0016 |
0.1% |
1.5475 |
| Low |
1.5329 |
1.5417 |
0.0088 |
0.6% |
1.5240 |
| Close |
1.5402 |
1.5445 |
0.0043 |
0.3% |
1.5279 |
| Range |
0.0107 |
0.0035 |
-0.0072 |
-67.3% |
0.0235 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
15 |
25 |
10 |
66.7% |
242 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5543 |
1.5529 |
1.5464 |
|
| R3 |
1.5508 |
1.5494 |
1.5455 |
|
| R2 |
1.5473 |
1.5473 |
1.5451 |
|
| R1 |
1.5459 |
1.5459 |
1.5448 |
1.5466 |
| PP |
1.5438 |
1.5438 |
1.5438 |
1.5442 |
| S1 |
1.5424 |
1.5424 |
1.5442 |
1.5431 |
| S2 |
1.5403 |
1.5403 |
1.5439 |
|
| S3 |
1.5368 |
1.5389 |
1.5435 |
|
| S4 |
1.5333 |
1.5354 |
1.5426 |
|
|
| 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 |
1.5452 |
1.5240 |
0.0212 |
1.4% |
0.0081 |
0.5% |
97% |
True |
False |
59 |
| 10 |
1.5596 |
1.5240 |
0.0356 |
2.3% |
0.0081 |
0.5% |
58% |
False |
False |
35 |
| 20 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0072 |
0.5% |
41% |
False |
False |
30 |
| 40 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0045 |
0.3% |
41% |
False |
False |
18 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0030 |
0.2% |
24% |
False |
False |
12 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0023 |
0.1% |
24% |
False |
False |
10 |
| 100 |
1.6352 |
1.5240 |
0.1112 |
7.2% |
0.0018 |
0.1% |
18% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5601 |
|
2.618 |
1.5544 |
|
1.618 |
1.5509 |
|
1.000 |
1.5487 |
|
0.618 |
1.5474 |
|
HIGH |
1.5452 |
|
0.618 |
1.5439 |
|
0.500 |
1.5435 |
|
0.382 |
1.5430 |
|
LOW |
1.5417 |
|
0.618 |
1.5395 |
|
1.000 |
1.5382 |
|
1.618 |
1.5360 |
|
2.618 |
1.5325 |
|
4.250 |
1.5268 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5442 |
1.5420 |
| PP |
1.5438 |
1.5396 |
| S1 |
1.5435 |
1.5371 |
|