CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5450 |
1.5398 |
-0.0052 |
-0.3% |
1.5641 |
| High |
1.5465 |
1.5562 |
0.0097 |
0.6% |
1.5681 |
| Low |
1.5350 |
1.5382 |
0.0032 |
0.2% |
1.5350 |
| Close |
1.5382 |
1.5500 |
0.0118 |
0.8% |
1.5500 |
| Range |
0.0115 |
0.0180 |
0.0065 |
56.5% |
0.0331 |
| ATR |
0.0129 |
0.0133 |
0.0004 |
2.8% |
0.0000 |
| Volume |
54,346 |
53,597 |
-749 |
-1.4% |
206,471 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6021 |
1.5941 |
1.5599 |
|
| R3 |
1.5841 |
1.5761 |
1.5550 |
|
| R2 |
1.5661 |
1.5661 |
1.5533 |
|
| R1 |
1.5581 |
1.5581 |
1.5517 |
1.5621 |
| PP |
1.5481 |
1.5481 |
1.5481 |
1.5502 |
| S1 |
1.5401 |
1.5401 |
1.5484 |
1.5441 |
| S2 |
1.5301 |
1.5301 |
1.5467 |
|
| S3 |
1.5121 |
1.5221 |
1.5451 |
|
| S4 |
1.4941 |
1.5041 |
1.5401 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6503 |
1.6333 |
1.5682 |
|
| R3 |
1.6172 |
1.6002 |
1.5591 |
|
| R2 |
1.5841 |
1.5841 |
1.5561 |
|
| R1 |
1.5671 |
1.5671 |
1.5530 |
1.5591 |
| PP |
1.5510 |
1.5510 |
1.5510 |
1.5470 |
| S1 |
1.5340 |
1.5340 |
1.5470 |
1.5260 |
| S2 |
1.5179 |
1.5179 |
1.5439 |
|
| S3 |
1.4848 |
1.5009 |
1.5409 |
|
| S4 |
1.4517 |
1.4678 |
1.5318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5696 |
1.5350 |
0.0346 |
2.2% |
0.0145 |
0.9% |
43% |
False |
False |
49,042 |
| 10 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0130 |
0.8% |
36% |
False |
False |
59,258 |
| 20 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0131 |
0.8% |
36% |
False |
False |
41,425 |
| 40 |
1.6101 |
1.5350 |
0.0751 |
4.8% |
0.0123 |
0.8% |
20% |
False |
False |
20,902 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0119 |
0.8% |
27% |
False |
False |
13,949 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0102 |
0.7% |
27% |
False |
False |
10,466 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0083 |
0.5% |
19% |
False |
False |
8,373 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0069 |
0.4% |
19% |
False |
False |
6,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6327 |
|
2.618 |
1.6033 |
|
1.618 |
1.5853 |
|
1.000 |
1.5742 |
|
0.618 |
1.5673 |
|
HIGH |
1.5562 |
|
0.618 |
1.5493 |
|
0.500 |
1.5472 |
|
0.382 |
1.5451 |
|
LOW |
1.5382 |
|
0.618 |
1.5271 |
|
1.000 |
1.5202 |
|
1.618 |
1.5091 |
|
2.618 |
1.4911 |
|
4.250 |
1.4617 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5491 |
1.5516 |
| PP |
1.5481 |
1.5510 |
| S1 |
1.5472 |
1.5505 |
|