CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5323 |
1.5329 |
0.0006 |
0.0% |
1.5411 |
| High |
1.5359 |
1.5400 |
0.0041 |
0.3% |
1.5492 |
| Low |
1.5270 |
1.5222 |
-0.0048 |
-0.3% |
1.5222 |
| Close |
1.5331 |
1.5293 |
-0.0038 |
-0.2% |
1.5293 |
| Range |
0.0089 |
0.0178 |
0.0089 |
100.0% |
0.0270 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
2.9% |
0.0000 |
| Volume |
94,130 |
98,093 |
3,963 |
4.2% |
400,133 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5839 |
1.5744 |
1.5391 |
|
| R3 |
1.5661 |
1.5566 |
1.5342 |
|
| R2 |
1.5483 |
1.5483 |
1.5326 |
|
| R1 |
1.5388 |
1.5388 |
1.5309 |
1.5347 |
| PP |
1.5305 |
1.5305 |
1.5305 |
1.5284 |
| S1 |
1.5210 |
1.5210 |
1.5277 |
1.5169 |
| S2 |
1.5127 |
1.5127 |
1.5260 |
|
| S3 |
1.4949 |
1.5032 |
1.5244 |
|
| S4 |
1.4771 |
1.4854 |
1.5195 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6146 |
1.5989 |
1.5442 |
|
| R3 |
1.5876 |
1.5719 |
1.5367 |
|
| R2 |
1.5606 |
1.5606 |
1.5343 |
|
| R1 |
1.5449 |
1.5449 |
1.5318 |
1.5393 |
| PP |
1.5336 |
1.5336 |
1.5336 |
1.5307 |
| S1 |
1.5179 |
1.5179 |
1.5268 |
1.5123 |
| S2 |
1.5066 |
1.5066 |
1.5244 |
|
| S3 |
1.4796 |
1.4909 |
1.5219 |
|
| S4 |
1.4526 |
1.4639 |
1.5145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5492 |
1.5222 |
0.0270 |
1.8% |
0.0117 |
0.8% |
26% |
False |
True |
80,026 |
| 10 |
1.5663 |
1.5222 |
0.0441 |
2.9% |
0.0131 |
0.9% |
16% |
False |
True |
72,980 |
| 20 |
1.5761 |
1.5222 |
0.0539 |
3.5% |
0.0126 |
0.8% |
13% |
False |
True |
67,085 |
| 40 |
1.5860 |
1.5222 |
0.0638 |
4.2% |
0.0128 |
0.8% |
11% |
False |
True |
37,797 |
| 60 |
1.6120 |
1.5222 |
0.0898 |
5.9% |
0.0121 |
0.8% |
8% |
False |
True |
25,213 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.9% |
0.0115 |
0.8% |
8% |
False |
True |
18,918 |
| 100 |
1.6467 |
1.5222 |
0.1245 |
8.1% |
0.0093 |
0.6% |
6% |
False |
True |
15,135 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.4% |
0.0079 |
0.5% |
6% |
False |
True |
12,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6157 |
|
2.618 |
1.5866 |
|
1.618 |
1.5688 |
|
1.000 |
1.5578 |
|
0.618 |
1.5510 |
|
HIGH |
1.5400 |
|
0.618 |
1.5332 |
|
0.500 |
1.5311 |
|
0.382 |
1.5290 |
|
LOW |
1.5222 |
|
0.618 |
1.5112 |
|
1.000 |
1.5044 |
|
1.618 |
1.4934 |
|
2.618 |
1.4756 |
|
4.250 |
1.4466 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5311 |
1.5351 |
| PP |
1.5305 |
1.5331 |
| S1 |
1.5299 |
1.5312 |
|