CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5398 |
1.5564 |
0.0166 |
1.1% |
1.5641 |
| High |
1.5562 |
1.5663 |
0.0101 |
0.6% |
1.5681 |
| Low |
1.5382 |
1.5500 |
0.0118 |
0.8% |
1.5350 |
| Close |
1.5500 |
1.5638 |
0.0138 |
0.9% |
1.5500 |
| Range |
0.0180 |
0.0163 |
-0.0017 |
-9.4% |
0.0331 |
| ATR |
0.0133 |
0.0135 |
0.0002 |
1.6% |
0.0000 |
| Volume |
53,597 |
60,553 |
6,956 |
13.0% |
206,471 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6089 |
1.6027 |
1.5728 |
|
| R3 |
1.5926 |
1.5864 |
1.5683 |
|
| R2 |
1.5763 |
1.5763 |
1.5668 |
|
| R1 |
1.5701 |
1.5701 |
1.5653 |
1.5732 |
| PP |
1.5600 |
1.5600 |
1.5600 |
1.5616 |
| S1 |
1.5538 |
1.5538 |
1.5623 |
1.5569 |
| S2 |
1.5437 |
1.5437 |
1.5608 |
|
| S3 |
1.5274 |
1.5375 |
1.5593 |
|
| S4 |
1.5111 |
1.5212 |
1.5548 |
|
|
| 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 |
1.5681 |
1.5350 |
0.0331 |
2.1% |
0.0152 |
1.0% |
87% |
False |
False |
53,404 |
| 10 |
1.5761 |
1.5350 |
0.0411 |
2.6% |
0.0138 |
0.9% |
70% |
False |
False |
58,218 |
| 20 |
1.5761 |
1.5350 |
0.0411 |
2.6% |
0.0132 |
0.8% |
70% |
False |
False |
43,948 |
| 40 |
1.6101 |
1.5350 |
0.0751 |
4.8% |
0.0123 |
0.8% |
38% |
False |
False |
22,415 |
| 60 |
1.6120 |
1.5350 |
0.0770 |
4.9% |
0.0118 |
0.8% |
37% |
False |
False |
14,958 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0104 |
0.7% |
43% |
False |
False |
11,223 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0084 |
0.5% |
30% |
False |
False |
8,979 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0071 |
0.5% |
30% |
False |
False |
7,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6356 |
|
2.618 |
1.6090 |
|
1.618 |
1.5927 |
|
1.000 |
1.5826 |
|
0.618 |
1.5764 |
|
HIGH |
1.5663 |
|
0.618 |
1.5601 |
|
0.500 |
1.5582 |
|
0.382 |
1.5562 |
|
LOW |
1.5500 |
|
0.618 |
1.5399 |
|
1.000 |
1.5337 |
|
1.618 |
1.5236 |
|
2.618 |
1.5073 |
|
4.250 |
1.4807 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5619 |
1.5594 |
| PP |
1.5600 |
1.5550 |
| S1 |
1.5582 |
1.5507 |
|