CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5417 |
1.5439 |
0.0022 |
0.1% |
1.5290 |
| High |
1.5452 |
1.5551 |
0.0099 |
0.6% |
1.5551 |
| Low |
1.5417 |
1.5439 |
0.0022 |
0.1% |
1.5290 |
| Close |
1.5445 |
1.5518 |
0.0073 |
0.5% |
1.5518 |
| Range |
0.0035 |
0.0112 |
0.0077 |
220.0% |
0.0261 |
| ATR |
0.0091 |
0.0093 |
0.0001 |
1.6% |
0.0000 |
| Volume |
25 |
11 |
-14 |
-56.0% |
117 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5839 |
1.5790 |
1.5580 |
|
| R3 |
1.5727 |
1.5678 |
1.5549 |
|
| R2 |
1.5615 |
1.5615 |
1.5539 |
|
| R1 |
1.5566 |
1.5566 |
1.5528 |
1.5591 |
| PP |
1.5503 |
1.5503 |
1.5503 |
1.5515 |
| S1 |
1.5454 |
1.5454 |
1.5508 |
1.5479 |
| S2 |
1.5391 |
1.5391 |
1.5497 |
|
| S3 |
1.5279 |
1.5342 |
1.5487 |
|
| S4 |
1.5167 |
1.5230 |
1.5456 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6236 |
1.6138 |
1.5662 |
|
| R3 |
1.5975 |
1.5877 |
1.5590 |
|
| R2 |
1.5714 |
1.5714 |
1.5566 |
|
| R1 |
1.5616 |
1.5616 |
1.5542 |
1.5665 |
| PP |
1.5453 |
1.5453 |
1.5453 |
1.5478 |
| S1 |
1.5355 |
1.5355 |
1.5494 |
1.5404 |
| S2 |
1.5192 |
1.5192 |
1.5470 |
|
| S3 |
1.4931 |
1.5094 |
1.5446 |
|
| S4 |
1.4670 |
1.4833 |
1.5374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5551 |
1.5240 |
0.0311 |
2.0% |
0.0091 |
0.6% |
89% |
True |
False |
49 |
| 10 |
1.5551 |
1.5240 |
0.0311 |
2.0% |
0.0079 |
0.5% |
89% |
True |
False |
36 |
| 20 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0072 |
0.5% |
56% |
False |
False |
30 |
| 40 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0047 |
0.3% |
56% |
False |
False |
18 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0032 |
0.2% |
33% |
False |
False |
12 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0024 |
0.2% |
33% |
False |
False |
10 |
| 100 |
1.6352 |
1.5240 |
0.1112 |
7.2% |
0.0019 |
0.1% |
25% |
False |
False |
8 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.2% |
0.0016 |
0.1% |
22% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6027 |
|
2.618 |
1.5844 |
|
1.618 |
1.5732 |
|
1.000 |
1.5663 |
|
0.618 |
1.5620 |
|
HIGH |
1.5551 |
|
0.618 |
1.5508 |
|
0.500 |
1.5495 |
|
0.382 |
1.5482 |
|
LOW |
1.5439 |
|
0.618 |
1.5370 |
|
1.000 |
1.5327 |
|
1.618 |
1.5258 |
|
2.618 |
1.5146 |
|
4.250 |
1.4963 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5510 |
1.5492 |
| PP |
1.5503 |
1.5466 |
| S1 |
1.5495 |
1.5440 |
|