CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5666 |
1.5649 |
-0.0017 |
-0.1% |
1.5521 |
| High |
1.5715 |
1.5678 |
-0.0037 |
-0.2% |
1.5715 |
| Low |
1.5626 |
1.5648 |
0.0022 |
0.1% |
1.5505 |
| Close |
1.5702 |
1.5678 |
-0.0024 |
-0.2% |
1.5702 |
| Range |
0.0089 |
0.0030 |
-0.0059 |
-66.3% |
0.0210 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
27 |
54 |
27 |
100.0% |
74 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5758 |
1.5748 |
1.5695 |
|
| R3 |
1.5728 |
1.5718 |
1.5686 |
|
| R2 |
1.5698 |
1.5698 |
1.5684 |
|
| R1 |
1.5688 |
1.5688 |
1.5681 |
1.5693 |
| PP |
1.5668 |
1.5668 |
1.5668 |
1.5671 |
| S1 |
1.5658 |
1.5658 |
1.5675 |
1.5663 |
| S2 |
1.5638 |
1.5638 |
1.5673 |
|
| S3 |
1.5608 |
1.5628 |
1.5670 |
|
| S4 |
1.5578 |
1.5598 |
1.5662 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6271 |
1.6196 |
1.5818 |
|
| R3 |
1.6061 |
1.5986 |
1.5760 |
|
| R2 |
1.5851 |
1.5851 |
1.5741 |
|
| R1 |
1.5776 |
1.5776 |
1.5721 |
1.5814 |
| PP |
1.5641 |
1.5641 |
1.5641 |
1.5659 |
| S1 |
1.5566 |
1.5566 |
1.5683 |
1.5604 |
| S2 |
1.5431 |
1.5431 |
1.5664 |
|
| S3 |
1.5221 |
1.5356 |
1.5644 |
|
| S4 |
1.5011 |
1.5146 |
1.5587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5715 |
1.5525 |
0.0190 |
1.2% |
0.0061 |
0.4% |
81% |
False |
False |
24 |
| 10 |
1.5715 |
1.5290 |
0.0425 |
2.7% |
0.0067 |
0.4% |
91% |
False |
False |
24 |
| 20 |
1.5715 |
1.5240 |
0.0475 |
3.0% |
0.0077 |
0.5% |
92% |
False |
False |
30 |
| 40 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0052 |
0.3% |
88% |
False |
False |
20 |
| 60 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0038 |
0.2% |
52% |
False |
False |
14 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0028 |
0.2% |
51% |
False |
False |
11 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0023 |
0.1% |
51% |
False |
False |
9 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.1% |
0.0019 |
0.1% |
34% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5806 |
|
2.618 |
1.5757 |
|
1.618 |
1.5727 |
|
1.000 |
1.5708 |
|
0.618 |
1.5697 |
|
HIGH |
1.5678 |
|
0.618 |
1.5667 |
|
0.500 |
1.5663 |
|
0.382 |
1.5659 |
|
LOW |
1.5648 |
|
0.618 |
1.5629 |
|
1.000 |
1.5618 |
|
1.618 |
1.5599 |
|
2.618 |
1.5569 |
|
4.250 |
1.5521 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5673 |
1.5676 |
| PP |
1.5668 |
1.5673 |
| S1 |
1.5663 |
1.5671 |
|