CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5552 |
1.5475 |
-0.0077 |
-0.5% |
1.5616 |
| High |
1.5552 |
1.5475 |
-0.0077 |
-0.5% |
1.5668 |
| Low |
1.5552 |
1.5450 |
-0.0102 |
-0.7% |
1.5577 |
| Close |
1.5552 |
1.5466 |
-0.0086 |
-0.6% |
1.5633 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0091 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5539 |
1.5527 |
1.5480 |
|
| R3 |
1.5514 |
1.5502 |
1.5473 |
|
| R2 |
1.5489 |
1.5489 |
1.5471 |
|
| R1 |
1.5477 |
1.5477 |
1.5468 |
1.5471 |
| PP |
1.5464 |
1.5464 |
1.5464 |
1.5460 |
| S1 |
1.5452 |
1.5452 |
1.5464 |
1.5446 |
| S2 |
1.5439 |
1.5439 |
1.5461 |
|
| S3 |
1.5414 |
1.5427 |
1.5459 |
|
| S4 |
1.5389 |
1.5402 |
1.5452 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5899 |
1.5857 |
1.5683 |
|
| R3 |
1.5808 |
1.5766 |
1.5658 |
|
| R2 |
1.5717 |
1.5717 |
1.5650 |
|
| R1 |
1.5675 |
1.5675 |
1.5641 |
1.5696 |
| PP |
1.5626 |
1.5626 |
1.5626 |
1.5637 |
| S1 |
1.5584 |
1.5584 |
1.5625 |
1.5605 |
| S2 |
1.5535 |
1.5535 |
1.5616 |
|
| S3 |
1.5444 |
1.5493 |
1.5608 |
|
| S4 |
1.5353 |
1.5402 |
1.5583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5668 |
1.5450 |
0.0218 |
1.4% |
0.0005 |
0.0% |
7% |
False |
True |
|
| 10 |
1.5671 |
1.5450 |
0.0221 |
1.4% |
0.0003 |
0.0% |
7% |
False |
True |
|
| 20 |
1.5798 |
1.5409 |
0.0389 |
2.5% |
0.0009 |
0.1% |
15% |
False |
False |
3 |
| 40 |
1.6094 |
1.5409 |
0.0685 |
4.4% |
0.0005 |
0.0% |
8% |
False |
False |
2 |
| 60 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0003 |
0.0% |
19% |
False |
False |
2 |
| 80 |
1.6450 |
1.5322 |
0.1128 |
7.3% |
0.0002 |
0.0% |
13% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5581 |
|
2.618 |
1.5540 |
|
1.618 |
1.5515 |
|
1.000 |
1.5500 |
|
0.618 |
1.5490 |
|
HIGH |
1.5475 |
|
0.618 |
1.5465 |
|
0.500 |
1.5463 |
|
0.382 |
1.5460 |
|
LOW |
1.5450 |
|
0.618 |
1.5435 |
|
1.000 |
1.5425 |
|
1.618 |
1.5410 |
|
2.618 |
1.5385 |
|
4.250 |
1.5344 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5465 |
1.5542 |
| PP |
1.5464 |
1.5516 |
| S1 |
1.5463 |
1.5491 |
|