CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5646 |
1.5664 |
0.0018 |
0.1% |
1.5636 |
| High |
1.5761 |
1.5716 |
-0.0045 |
-0.3% |
1.5647 |
| Low |
1.5634 |
1.5637 |
0.0003 |
0.0% |
1.5394 |
| Close |
1.5656 |
1.5668 |
0.0012 |
0.1% |
1.5485 |
| Range |
0.0127 |
0.0079 |
-0.0048 |
-37.8% |
0.0253 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
78,085 |
48,678 |
-29,407 |
-37.7% |
278,530 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5911 |
1.5868 |
1.5711 |
|
| R3 |
1.5832 |
1.5789 |
1.5690 |
|
| R2 |
1.5753 |
1.5753 |
1.5682 |
|
| R1 |
1.5710 |
1.5710 |
1.5675 |
1.5732 |
| PP |
1.5674 |
1.5674 |
1.5674 |
1.5684 |
| S1 |
1.5631 |
1.5631 |
1.5661 |
1.5653 |
| S2 |
1.5595 |
1.5595 |
1.5654 |
|
| S3 |
1.5516 |
1.5552 |
1.5646 |
|
| S4 |
1.5437 |
1.5473 |
1.5625 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6268 |
1.6129 |
1.5624 |
|
| R3 |
1.6015 |
1.5876 |
1.5555 |
|
| R2 |
1.5762 |
1.5762 |
1.5531 |
|
| R1 |
1.5623 |
1.5623 |
1.5508 |
1.5566 |
| PP |
1.5509 |
1.5509 |
1.5509 |
1.5480 |
| S1 |
1.5370 |
1.5370 |
1.5462 |
1.5313 |
| S2 |
1.5256 |
1.5256 |
1.5439 |
|
| S3 |
1.5003 |
1.5117 |
1.5415 |
|
| S4 |
1.4750 |
1.4864 |
1.5346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5761 |
1.5451 |
0.0310 |
2.0% |
0.0115 |
0.7% |
70% |
False |
False |
69,475 |
| 10 |
1.5761 |
1.5394 |
0.0367 |
2.3% |
0.0124 |
0.8% |
75% |
False |
False |
56,335 |
| 20 |
1.5761 |
1.5394 |
0.0367 |
2.3% |
0.0133 |
0.8% |
75% |
False |
False |
29,498 |
| 40 |
1.6120 |
1.5394 |
0.0726 |
4.6% |
0.0120 |
0.8% |
38% |
False |
False |
14,777 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0113 |
0.7% |
47% |
False |
False |
9,864 |
| 80 |
1.6204 |
1.5267 |
0.0937 |
6.0% |
0.0093 |
0.6% |
43% |
False |
False |
7,401 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0076 |
0.5% |
32% |
False |
False |
5,921 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0063 |
0.4% |
32% |
False |
False |
4,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6052 |
|
2.618 |
1.5923 |
|
1.618 |
1.5844 |
|
1.000 |
1.5795 |
|
0.618 |
1.5765 |
|
HIGH |
1.5716 |
|
0.618 |
1.5686 |
|
0.500 |
1.5677 |
|
0.382 |
1.5667 |
|
LOW |
1.5637 |
|
0.618 |
1.5588 |
|
1.000 |
1.5558 |
|
1.618 |
1.5509 |
|
2.618 |
1.5430 |
|
4.250 |
1.5301 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5677 |
1.5652 |
| PP |
1.5674 |
1.5635 |
| S1 |
1.5671 |
1.5619 |
|