CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5597 |
1.5594 |
-0.0003 |
0.0% |
1.5643 |
| High |
1.5610 |
1.5596 |
-0.0014 |
-0.1% |
1.5643 |
| Low |
1.5554 |
1.5460 |
-0.0094 |
-0.6% |
1.5339 |
| Close |
1.5585 |
1.5460 |
-0.0125 |
-0.8% |
1.5486 |
| Range |
0.0056 |
0.0136 |
0.0080 |
142.9% |
0.0304 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.9% |
0.0000 |
| Volume |
12 |
4 |
-8 |
-66.7% |
123 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5913 |
1.5823 |
1.5535 |
|
| R3 |
1.5777 |
1.5687 |
1.5497 |
|
| R2 |
1.5641 |
1.5641 |
1.5485 |
|
| R1 |
1.5551 |
1.5551 |
1.5472 |
1.5528 |
| PP |
1.5505 |
1.5505 |
1.5505 |
1.5494 |
| S1 |
1.5415 |
1.5415 |
1.5448 |
1.5392 |
| S2 |
1.5369 |
1.5369 |
1.5435 |
|
| S3 |
1.5233 |
1.5279 |
1.5423 |
|
| S4 |
1.5097 |
1.5143 |
1.5385 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6401 |
1.6248 |
1.5653 |
|
| R3 |
1.6097 |
1.5944 |
1.5570 |
|
| R2 |
1.5793 |
1.5793 |
1.5542 |
|
| R1 |
1.5640 |
1.5640 |
1.5514 |
1.5565 |
| PP |
1.5489 |
1.5489 |
1.5489 |
1.5452 |
| S1 |
1.5336 |
1.5336 |
1.5458 |
1.5261 |
| S2 |
1.5185 |
1.5185 |
1.5430 |
|
| S3 |
1.4881 |
1.5032 |
1.5402 |
|
| S4 |
1.4577 |
1.4728 |
1.5319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5623 |
1.5339 |
0.0284 |
1.8% |
0.0092 |
0.6% |
43% |
False |
False |
25 |
| 10 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0066 |
0.4% |
30% |
False |
False |
23 |
| 20 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0048 |
0.3% |
30% |
False |
False |
16 |
| 40 |
1.6077 |
1.5339 |
0.0738 |
4.8% |
0.0028 |
0.2% |
16% |
False |
False |
9 |
| 60 |
1.6094 |
1.5339 |
0.0755 |
4.9% |
0.0019 |
0.1% |
16% |
False |
False |
7 |
| 80 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0014 |
0.1% |
18% |
False |
False |
5 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.7% |
0.0011 |
0.1% |
12% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6174 |
|
2.618 |
1.5952 |
|
1.618 |
1.5816 |
|
1.000 |
1.5732 |
|
0.618 |
1.5680 |
|
HIGH |
1.5596 |
|
0.618 |
1.5544 |
|
0.500 |
1.5528 |
|
0.382 |
1.5512 |
|
LOW |
1.5460 |
|
0.618 |
1.5376 |
|
1.000 |
1.5324 |
|
1.618 |
1.5240 |
|
2.618 |
1.5104 |
|
4.250 |
1.4882 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5528 |
1.5542 |
| PP |
1.5505 |
1.5514 |
| S1 |
1.5483 |
1.5487 |
|