CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5502 |
1.5535 |
0.0033 |
0.2% |
1.5552 |
| High |
1.5502 |
1.5634 |
0.0132 |
0.9% |
1.5552 |
| Low |
1.5435 |
1.5535 |
0.0100 |
0.6% |
1.5400 |
| Close |
1.5492 |
1.5634 |
0.0142 |
0.9% |
1.5472 |
| Range |
0.0067 |
0.0099 |
0.0032 |
47.8% |
0.0152 |
| ATR |
0.0068 |
0.0074 |
0.0005 |
7.7% |
0.0000 |
| Volume |
26 |
24 |
-2 |
-7.7% |
39 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5898 |
1.5865 |
1.5688 |
|
| R3 |
1.5799 |
1.5766 |
1.5661 |
|
| R2 |
1.5700 |
1.5700 |
1.5652 |
|
| R1 |
1.5667 |
1.5667 |
1.5643 |
1.5684 |
| PP |
1.5601 |
1.5601 |
1.5601 |
1.5609 |
| S1 |
1.5568 |
1.5568 |
1.5625 |
1.5585 |
| S2 |
1.5502 |
1.5502 |
1.5616 |
|
| S3 |
1.5403 |
1.5469 |
1.5607 |
|
| S4 |
1.5304 |
1.5370 |
1.5580 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5931 |
1.5853 |
1.5556 |
|
| R3 |
1.5779 |
1.5701 |
1.5514 |
|
| R2 |
1.5627 |
1.5627 |
1.5500 |
|
| R1 |
1.5549 |
1.5549 |
1.5486 |
1.5512 |
| PP |
1.5475 |
1.5475 |
1.5475 |
1.5456 |
| S1 |
1.5397 |
1.5397 |
1.5458 |
1.5360 |
| S2 |
1.5323 |
1.5323 |
1.5444 |
|
| S3 |
1.5171 |
1.5245 |
1.5430 |
|
| S4 |
1.5019 |
1.5093 |
1.5388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5634 |
1.5400 |
0.0234 |
1.5% |
0.0055 |
0.4% |
100% |
True |
False |
17 |
| 10 |
1.5668 |
1.5400 |
0.0268 |
1.7% |
0.0030 |
0.2% |
87% |
False |
False |
8 |
| 20 |
1.5671 |
1.5400 |
0.0271 |
1.7% |
0.0023 |
0.1% |
86% |
False |
False |
7 |
| 40 |
1.6094 |
1.5400 |
0.0694 |
4.4% |
0.0012 |
0.1% |
34% |
False |
False |
4 |
| 60 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0008 |
0.1% |
38% |
False |
False |
3 |
| 80 |
1.6352 |
1.5322 |
0.1030 |
6.6% |
0.0006 |
0.0% |
30% |
False |
False |
3 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.6% |
0.0005 |
0.0% |
26% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6055 |
|
2.618 |
1.5893 |
|
1.618 |
1.5794 |
|
1.000 |
1.5733 |
|
0.618 |
1.5695 |
|
HIGH |
1.5634 |
|
0.618 |
1.5596 |
|
0.500 |
1.5585 |
|
0.382 |
1.5573 |
|
LOW |
1.5535 |
|
0.618 |
1.5474 |
|
1.000 |
1.5436 |
|
1.618 |
1.5375 |
|
2.618 |
1.5276 |
|
4.250 |
1.5114 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5618 |
1.5601 |
| PP |
1.5601 |
1.5568 |
| S1 |
1.5585 |
1.5535 |
|