CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5564 |
1.5634 |
0.0070 |
0.4% |
1.5641 |
| High |
1.5663 |
1.5643 |
-0.0020 |
-0.1% |
1.5681 |
| Low |
1.5500 |
1.5568 |
0.0068 |
0.4% |
1.5350 |
| Close |
1.5638 |
1.5600 |
-0.0038 |
-0.2% |
1.5500 |
| Range |
0.0163 |
0.0075 |
-0.0088 |
-54.0% |
0.0331 |
| ATR |
0.0135 |
0.0131 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
60,553 |
62,206 |
1,653 |
2.7% |
206,471 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5829 |
1.5789 |
1.5641 |
|
| R3 |
1.5754 |
1.5714 |
1.5621 |
|
| R2 |
1.5679 |
1.5679 |
1.5614 |
|
| R1 |
1.5639 |
1.5639 |
1.5607 |
1.5622 |
| PP |
1.5604 |
1.5604 |
1.5604 |
1.5595 |
| S1 |
1.5564 |
1.5564 |
1.5593 |
1.5547 |
| S2 |
1.5529 |
1.5529 |
1.5586 |
|
| S3 |
1.5454 |
1.5489 |
1.5579 |
|
| S4 |
1.5379 |
1.5414 |
1.5559 |
|
|
| 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% |
0.0157 |
1.0% |
76% |
False |
False |
61,860 |
| 10 |
1.5761 |
1.5350 |
0.0411 |
2.6% |
0.0138 |
0.9% |
61% |
False |
False |
58,392 |
| 20 |
1.5761 |
1.5350 |
0.0411 |
2.6% |
0.0130 |
0.8% |
61% |
False |
False |
47,012 |
| 40 |
1.6101 |
1.5350 |
0.0751 |
4.8% |
0.0125 |
0.8% |
33% |
False |
False |
23,970 |
| 60 |
1.6120 |
1.5350 |
0.0770 |
4.9% |
0.0117 |
0.7% |
32% |
False |
False |
15,994 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0105 |
0.7% |
39% |
False |
False |
12,001 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0085 |
0.5% |
27% |
False |
False |
9,601 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0071 |
0.5% |
27% |
False |
False |
8,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5962 |
|
2.618 |
1.5839 |
|
1.618 |
1.5764 |
|
1.000 |
1.5718 |
|
0.618 |
1.5689 |
|
HIGH |
1.5643 |
|
0.618 |
1.5614 |
|
0.500 |
1.5606 |
|
0.382 |
1.5597 |
|
LOW |
1.5568 |
|
0.618 |
1.5522 |
|
1.000 |
1.5493 |
|
1.618 |
1.5447 |
|
2.618 |
1.5372 |
|
4.250 |
1.5249 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5606 |
1.5574 |
| PP |
1.5604 |
1.5548 |
| S1 |
1.5602 |
1.5523 |
|