CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5539 |
1.5629 |
0.0090 |
0.6% |
1.5290 |
| High |
1.5625 |
1.5695 |
0.0070 |
0.4% |
1.5551 |
| Low |
1.5525 |
1.5629 |
0.0104 |
0.7% |
1.5290 |
| Close |
1.5625 |
1.5675 |
0.0050 |
0.3% |
1.5518 |
| Range |
0.0100 |
0.0066 |
-0.0034 |
-34.0% |
0.0261 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
15 |
16 |
1 |
6.7% |
117 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5864 |
1.5836 |
1.5711 |
|
| R3 |
1.5798 |
1.5770 |
1.5693 |
|
| R2 |
1.5732 |
1.5732 |
1.5687 |
|
| R1 |
1.5704 |
1.5704 |
1.5681 |
1.5718 |
| PP |
1.5666 |
1.5666 |
1.5666 |
1.5674 |
| S1 |
1.5638 |
1.5638 |
1.5669 |
1.5652 |
| S2 |
1.5600 |
1.5600 |
1.5663 |
|
| S3 |
1.5534 |
1.5572 |
1.5657 |
|
| S4 |
1.5468 |
1.5506 |
1.5639 |
|
|
| 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 |
1.5695 |
1.5439 |
0.0256 |
1.6% |
0.0068 |
0.4% |
92% |
True |
False |
11 |
| 10 |
1.5695 |
1.5240 |
0.0455 |
2.9% |
0.0075 |
0.5% |
96% |
True |
False |
35 |
| 20 |
1.5695 |
1.5240 |
0.0455 |
2.9% |
0.0078 |
0.5% |
96% |
True |
False |
27 |
| 40 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0049 |
0.3% |
87% |
False |
False |
18 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0036 |
0.2% |
51% |
False |
False |
13 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0027 |
0.2% |
51% |
False |
False |
10 |
| 100 |
1.6153 |
1.5240 |
0.0913 |
5.8% |
0.0021 |
0.1% |
48% |
False |
False |
8 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.1% |
0.0018 |
0.1% |
34% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5976 |
|
2.618 |
1.5868 |
|
1.618 |
1.5802 |
|
1.000 |
1.5761 |
|
0.618 |
1.5736 |
|
HIGH |
1.5695 |
|
0.618 |
1.5670 |
|
0.500 |
1.5662 |
|
0.382 |
1.5654 |
|
LOW |
1.5629 |
|
0.618 |
1.5588 |
|
1.000 |
1.5563 |
|
1.618 |
1.5522 |
|
2.618 |
1.5456 |
|
4.250 |
1.5349 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5671 |
1.5653 |
| PP |
1.5666 |
1.5632 |
| S1 |
1.5662 |
1.5610 |
|