CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5485 |
1.5411 |
-0.0074 |
-0.5% |
1.5564 |
| High |
1.5515 |
1.5461 |
-0.0054 |
-0.3% |
1.5663 |
| Low |
1.5365 |
1.5386 |
0.0021 |
0.1% |
1.5365 |
| Close |
1.5414 |
1.5429 |
0.0015 |
0.1% |
1.5414 |
| Range |
0.0150 |
0.0075 |
-0.0075 |
-50.0% |
0.0298 |
| ATR |
0.0134 |
0.0130 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
74,041 |
49,481 |
-24,560 |
-33.2% |
276,070 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5650 |
1.5615 |
1.5470 |
|
| R3 |
1.5575 |
1.5540 |
1.5450 |
|
| R2 |
1.5500 |
1.5500 |
1.5443 |
|
| R1 |
1.5465 |
1.5465 |
1.5436 |
1.5483 |
| PP |
1.5425 |
1.5425 |
1.5425 |
1.5434 |
| S1 |
1.5390 |
1.5390 |
1.5422 |
1.5408 |
| S2 |
1.5350 |
1.5350 |
1.5415 |
|
| S3 |
1.5275 |
1.5315 |
1.5408 |
|
| S4 |
1.5200 |
1.5240 |
1.5388 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6375 |
1.6192 |
1.5578 |
|
| R3 |
1.6077 |
1.5894 |
1.5496 |
|
| R2 |
1.5779 |
1.5779 |
1.5469 |
|
| R1 |
1.5596 |
1.5596 |
1.5441 |
1.5539 |
| PP |
1.5481 |
1.5481 |
1.5481 |
1.5452 |
| S1 |
1.5298 |
1.5298 |
1.5387 |
1.5241 |
| S2 |
1.5183 |
1.5183 |
1.5359 |
|
| S3 |
1.4885 |
1.5000 |
1.5332 |
|
| S4 |
1.4587 |
1.4702 |
1.5250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5663 |
1.5365 |
0.0298 |
1.9% |
0.0125 |
0.8% |
21% |
False |
False |
65,110 |
| 10 |
1.5696 |
1.5350 |
0.0346 |
2.2% |
0.0135 |
0.9% |
23% |
False |
False |
57,076 |
| 20 |
1.5761 |
1.5350 |
0.0411 |
2.7% |
0.0130 |
0.8% |
19% |
False |
False |
56,706 |
| 40 |
1.6059 |
1.5350 |
0.0709 |
4.6% |
0.0126 |
0.8% |
11% |
False |
False |
29,039 |
| 60 |
1.6120 |
1.5350 |
0.0770 |
5.0% |
0.0118 |
0.8% |
10% |
False |
False |
19,371 |
| 80 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0110 |
0.7% |
19% |
False |
False |
14,535 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0088 |
0.6% |
13% |
False |
False |
11,629 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0075 |
0.5% |
13% |
False |
False |
9,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5780 |
|
2.618 |
1.5657 |
|
1.618 |
1.5582 |
|
1.000 |
1.5536 |
|
0.618 |
1.5507 |
|
HIGH |
1.5461 |
|
0.618 |
1.5432 |
|
0.500 |
1.5424 |
|
0.382 |
1.5415 |
|
LOW |
1.5386 |
|
0.618 |
1.5340 |
|
1.000 |
1.5311 |
|
1.618 |
1.5265 |
|
2.618 |
1.5190 |
|
4.250 |
1.5067 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5427 |
1.5492 |
| PP |
1.5425 |
1.5471 |
| S1 |
1.5424 |
1.5450 |
|