CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5648 |
1.5683 |
0.0035 |
0.2% |
1.5535 |
| High |
1.5730 |
1.5735 |
0.0005 |
0.0% |
1.5735 |
| Low |
1.5644 |
1.5635 |
-0.0009 |
-0.1% |
1.5510 |
| Close |
1.5689 |
1.5716 |
0.0027 |
0.2% |
1.5716 |
| Range |
0.0086 |
0.0100 |
0.0014 |
16.3% |
0.0225 |
| ATR |
0.0121 |
0.0119 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
93,829 |
96,991 |
3,162 |
3.4% |
453,706 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5995 |
1.5956 |
1.5771 |
|
| R3 |
1.5895 |
1.5856 |
1.5744 |
|
| R2 |
1.5795 |
1.5795 |
1.5734 |
|
| R1 |
1.5756 |
1.5756 |
1.5725 |
1.5776 |
| PP |
1.5695 |
1.5695 |
1.5695 |
1.5705 |
| S1 |
1.5656 |
1.5656 |
1.5707 |
1.5676 |
| S2 |
1.5595 |
1.5595 |
1.5698 |
|
| S3 |
1.5495 |
1.5556 |
1.5689 |
|
| S4 |
1.5395 |
1.5456 |
1.5661 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6329 |
1.6247 |
1.5840 |
|
| R3 |
1.6104 |
1.6022 |
1.5778 |
|
| R2 |
1.5879 |
1.5879 |
1.5757 |
|
| R1 |
1.5797 |
1.5797 |
1.5737 |
1.5838 |
| PP |
1.5654 |
1.5654 |
1.5654 |
1.5674 |
| S1 |
1.5572 |
1.5572 |
1.5695 |
1.5613 |
| S2 |
1.5429 |
1.5429 |
1.5675 |
|
| S3 |
1.5204 |
1.5347 |
1.5654 |
|
| S4 |
1.4979 |
1.5122 |
1.5592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5735 |
1.5510 |
0.0225 |
1.4% |
0.0103 |
0.7% |
92% |
True |
False |
90,741 |
| 10 |
1.5735 |
1.5222 |
0.0513 |
3.3% |
0.0115 |
0.7% |
96% |
True |
False |
89,932 |
| 20 |
1.5735 |
1.5222 |
0.0513 |
3.3% |
0.0120 |
0.8% |
96% |
True |
False |
79,268 |
| 40 |
1.5761 |
1.5222 |
0.0539 |
3.4% |
0.0127 |
0.8% |
92% |
False |
False |
57,758 |
| 60 |
1.6101 |
1.5222 |
0.0879 |
5.6% |
0.0121 |
0.8% |
56% |
False |
False |
38,560 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.8% |
55% |
False |
False |
28,930 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0103 |
0.7% |
55% |
False |
False |
23,147 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.2% |
0.0086 |
0.5% |
39% |
False |
False |
19,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6160 |
|
2.618 |
1.5997 |
|
1.618 |
1.5897 |
|
1.000 |
1.5835 |
|
0.618 |
1.5797 |
|
HIGH |
1.5735 |
|
0.618 |
1.5697 |
|
0.500 |
1.5685 |
|
0.382 |
1.5673 |
|
LOW |
1.5635 |
|
0.618 |
1.5573 |
|
1.000 |
1.5535 |
|
1.618 |
1.5473 |
|
2.618 |
1.5373 |
|
4.250 |
1.5210 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5706 |
1.5687 |
| PP |
1.5695 |
1.5659 |
| S1 |
1.5685 |
1.5630 |
|