CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5521 |
1.5564 |
0.0043 |
0.3% |
1.5290 |
| High |
1.5549 |
1.5584 |
0.0035 |
0.2% |
1.5551 |
| Low |
1.5505 |
1.5564 |
0.0059 |
0.4% |
1.5290 |
| Close |
1.5540 |
1.5584 |
0.0044 |
0.3% |
1.5518 |
| Range |
0.0044 |
0.0020 |
-0.0024 |
-54.5% |
0.0261 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
7 |
9 |
2 |
28.6% |
117 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5637 |
1.5631 |
1.5595 |
|
| R3 |
1.5617 |
1.5611 |
1.5590 |
|
| R2 |
1.5597 |
1.5597 |
1.5588 |
|
| R1 |
1.5591 |
1.5591 |
1.5586 |
1.5594 |
| PP |
1.5577 |
1.5577 |
1.5577 |
1.5579 |
| S1 |
1.5571 |
1.5571 |
1.5582 |
1.5574 |
| S2 |
1.5557 |
1.5557 |
1.5580 |
|
| S3 |
1.5537 |
1.5551 |
1.5579 |
|
| S4 |
1.5517 |
1.5531 |
1.5573 |
|
|
| 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 |
1.5584 |
1.5329 |
0.0255 |
1.6% |
0.0064 |
0.4% |
100% |
True |
False |
13 |
| 10 |
1.5584 |
1.5240 |
0.0344 |
2.2% |
0.0077 |
0.5% |
100% |
True |
False |
33 |
| 20 |
1.5643 |
1.5240 |
0.0403 |
2.6% |
0.0070 |
0.5% |
85% |
False |
False |
26 |
| 40 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0049 |
0.3% |
69% |
False |
False |
19 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0033 |
0.2% |
40% |
False |
False |
13 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0025 |
0.2% |
40% |
False |
False |
10 |
| 100 |
1.6186 |
1.5240 |
0.0946 |
6.1% |
0.0020 |
0.1% |
36% |
False |
False |
8 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.2% |
0.0017 |
0.1% |
27% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5669 |
|
2.618 |
1.5636 |
|
1.618 |
1.5616 |
|
1.000 |
1.5604 |
|
0.618 |
1.5596 |
|
HIGH |
1.5584 |
|
0.618 |
1.5576 |
|
0.500 |
1.5574 |
|
0.382 |
1.5572 |
|
LOW |
1.5564 |
|
0.618 |
1.5552 |
|
1.000 |
1.5544 |
|
1.618 |
1.5532 |
|
2.618 |
1.5512 |
|
4.250 |
1.5479 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5581 |
1.5560 |
| PP |
1.5577 |
1.5536 |
| S1 |
1.5574 |
1.5512 |
|