CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5439 |
1.5521 |
0.0082 |
0.5% |
1.5290 |
| High |
1.5551 |
1.5549 |
-0.0002 |
0.0% |
1.5551 |
| Low |
1.5439 |
1.5505 |
0.0066 |
0.4% |
1.5290 |
| Close |
1.5518 |
1.5540 |
0.0022 |
0.1% |
1.5518 |
| Range |
0.0112 |
0.0044 |
-0.0068 |
-60.7% |
0.0261 |
| ATR |
0.0093 |
0.0089 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
11 |
7 |
-4 |
-36.4% |
117 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5663 |
1.5646 |
1.5564 |
|
| R3 |
1.5619 |
1.5602 |
1.5552 |
|
| R2 |
1.5575 |
1.5575 |
1.5548 |
|
| R1 |
1.5558 |
1.5558 |
1.5544 |
1.5567 |
| PP |
1.5531 |
1.5531 |
1.5531 |
1.5536 |
| S1 |
1.5514 |
1.5514 |
1.5536 |
1.5523 |
| S2 |
1.5487 |
1.5487 |
1.5532 |
|
| S3 |
1.5443 |
1.5470 |
1.5528 |
|
| S4 |
1.5399 |
1.5426 |
1.5516 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6236 |
1.6138 |
1.5662 |
|
| R3 |
1.5975 |
1.5877 |
1.5590 |
|
| R2 |
1.5714 |
1.5714 |
1.5566 |
|
| R1 |
1.5616 |
1.5616 |
1.5542 |
1.5665 |
| PP |
1.5453 |
1.5453 |
1.5453 |
1.5478 |
| S1 |
1.5355 |
1.5355 |
1.5494 |
1.5404 |
| S2 |
1.5192 |
1.5192 |
1.5470 |
|
| S3 |
1.4931 |
1.5094 |
1.5446 |
|
| S4 |
1.4670 |
1.4833 |
1.5374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5551 |
1.5290 |
0.0261 |
1.7% |
0.0074 |
0.5% |
96% |
False |
False |
24 |
| 10 |
1.5551 |
1.5240 |
0.0311 |
2.0% |
0.0076 |
0.5% |
96% |
False |
False |
36 |
| 20 |
1.5657 |
1.5240 |
0.0417 |
2.7% |
0.0070 |
0.4% |
72% |
False |
False |
27 |
| 40 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0049 |
0.3% |
60% |
False |
False |
18 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0033 |
0.2% |
35% |
False |
False |
12 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0025 |
0.2% |
35% |
False |
False |
10 |
| 100 |
1.6254 |
1.5240 |
0.1014 |
6.5% |
0.0020 |
0.1% |
30% |
False |
False |
8 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.2% |
0.0016 |
0.1% |
24% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5736 |
|
2.618 |
1.5664 |
|
1.618 |
1.5620 |
|
1.000 |
1.5593 |
|
0.618 |
1.5576 |
|
HIGH |
1.5549 |
|
0.618 |
1.5532 |
|
0.500 |
1.5527 |
|
0.382 |
1.5522 |
|
LOW |
1.5505 |
|
0.618 |
1.5478 |
|
1.000 |
1.5461 |
|
1.618 |
1.5434 |
|
2.618 |
1.5390 |
|
4.250 |
1.5318 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5536 |
1.5521 |
| PP |
1.5531 |
1.5503 |
| S1 |
1.5527 |
1.5484 |
|