CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5426 |
1.5420 |
-0.0006 |
0.0% |
1.5548 |
| High |
1.5434 |
1.5427 |
-0.0007 |
0.0% |
1.5623 |
| Low |
1.5363 |
1.5414 |
0.0051 |
0.3% |
1.5363 |
| Close |
1.5399 |
1.5414 |
0.0015 |
0.1% |
1.5399 |
| Range |
0.0071 |
0.0013 |
-0.0058 |
-81.7% |
0.0260 |
| ATR |
0.0092 |
0.0087 |
-0.0005 |
-5.0% |
0.0000 |
| Volume |
6 |
44 |
38 |
633.3% |
29 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5457 |
1.5449 |
1.5421 |
|
| R3 |
1.5444 |
1.5436 |
1.5418 |
|
| R2 |
1.5431 |
1.5431 |
1.5416 |
|
| R1 |
1.5423 |
1.5423 |
1.5415 |
1.5421 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5417 |
| S1 |
1.5410 |
1.5410 |
1.5413 |
1.5408 |
| S2 |
1.5405 |
1.5405 |
1.5412 |
|
| S3 |
1.5392 |
1.5397 |
1.5410 |
|
| S4 |
1.5379 |
1.5384 |
1.5407 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6242 |
1.6080 |
1.5542 |
|
| R3 |
1.5982 |
1.5820 |
1.5471 |
|
| R2 |
1.5722 |
1.5722 |
1.5447 |
|
| R1 |
1.5560 |
1.5560 |
1.5423 |
1.5511 |
| PP |
1.5462 |
1.5462 |
1.5462 |
1.5437 |
| S1 |
1.5300 |
1.5300 |
1.5375 |
1.5251 |
| S2 |
1.5202 |
1.5202 |
1.5351 |
|
| S3 |
1.4942 |
1.5040 |
1.5328 |
|
| S4 |
1.4682 |
1.4780 |
1.5256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5623 |
1.5363 |
0.0260 |
1.7% |
0.0071 |
0.5% |
20% |
False |
False |
14 |
| 10 |
1.5643 |
1.5339 |
0.0304 |
2.0% |
0.0064 |
0.4% |
25% |
False |
False |
19 |
| 20 |
1.5740 |
1.5339 |
0.0401 |
2.6% |
0.0052 |
0.3% |
19% |
False |
False |
18 |
| 40 |
1.6025 |
1.5339 |
0.0686 |
4.5% |
0.0030 |
0.2% |
11% |
False |
False |
11 |
| 60 |
1.6094 |
1.5339 |
0.0755 |
4.9% |
0.0020 |
0.1% |
10% |
False |
False |
7 |
| 80 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0015 |
0.1% |
12% |
False |
False |
6 |
| 100 |
1.6514 |
1.5322 |
0.1192 |
7.7% |
0.0012 |
0.1% |
8% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5482 |
|
2.618 |
1.5461 |
|
1.618 |
1.5448 |
|
1.000 |
1.5440 |
|
0.618 |
1.5435 |
|
HIGH |
1.5427 |
|
0.618 |
1.5422 |
|
0.500 |
1.5421 |
|
0.382 |
1.5419 |
|
LOW |
1.5414 |
|
0.618 |
1.5406 |
|
1.000 |
1.5401 |
|
1.618 |
1.5393 |
|
2.618 |
1.5380 |
|
4.250 |
1.5359 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5421 |
1.5480 |
| PP |
1.5418 |
1.5458 |
| S1 |
1.5416 |
1.5436 |
|