CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5564 |
1.5539 |
-0.0025 |
-0.2% |
1.5290 |
| High |
1.5584 |
1.5625 |
0.0041 |
0.3% |
1.5551 |
| Low |
1.5564 |
1.5525 |
-0.0039 |
-0.3% |
1.5290 |
| Close |
1.5584 |
1.5625 |
0.0041 |
0.3% |
1.5518 |
| Range |
0.0020 |
0.0100 |
0.0080 |
400.0% |
0.0261 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0000 |
| Volume |
9 |
15 |
6 |
66.7% |
117 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5892 |
1.5858 |
1.5680 |
|
| R3 |
1.5792 |
1.5758 |
1.5653 |
|
| R2 |
1.5692 |
1.5692 |
1.5643 |
|
| R1 |
1.5658 |
1.5658 |
1.5634 |
1.5675 |
| PP |
1.5592 |
1.5592 |
1.5592 |
1.5600 |
| S1 |
1.5558 |
1.5558 |
1.5616 |
1.5575 |
| S2 |
1.5492 |
1.5492 |
1.5607 |
|
| S3 |
1.5392 |
1.5458 |
1.5598 |
|
| S4 |
1.5292 |
1.5358 |
1.5570 |
|
|
| 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 |
1.5625 |
1.5417 |
0.0208 |
1.3% |
0.0062 |
0.4% |
100% |
True |
False |
13 |
| 10 |
1.5625 |
1.5240 |
0.0385 |
2.5% |
0.0085 |
0.5% |
100% |
True |
False |
34 |
| 20 |
1.5643 |
1.5240 |
0.0403 |
2.6% |
0.0075 |
0.5% |
96% |
False |
False |
27 |
| 40 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0049 |
0.3% |
77% |
False |
False |
19 |
| 60 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0035 |
0.2% |
45% |
False |
False |
13 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0026 |
0.2% |
45% |
False |
False |
10 |
| 100 |
1.6153 |
1.5240 |
0.0913 |
5.8% |
0.0021 |
0.1% |
42% |
False |
False |
8 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.2% |
0.0017 |
0.1% |
30% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6050 |
|
2.618 |
1.5887 |
|
1.618 |
1.5787 |
|
1.000 |
1.5725 |
|
0.618 |
1.5687 |
|
HIGH |
1.5625 |
|
0.618 |
1.5587 |
|
0.500 |
1.5575 |
|
0.382 |
1.5563 |
|
LOW |
1.5525 |
|
0.618 |
1.5463 |
|
1.000 |
1.5425 |
|
1.618 |
1.5363 |
|
2.618 |
1.5263 |
|
4.250 |
1.5100 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5608 |
1.5605 |
| PP |
1.5592 |
1.5585 |
| S1 |
1.5575 |
1.5565 |
|