CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5629 |
1.5666 |
0.0037 |
0.2% |
1.5521 |
| High |
1.5695 |
1.5715 |
0.0020 |
0.1% |
1.5715 |
| Low |
1.5629 |
1.5626 |
-0.0003 |
0.0% |
1.5505 |
| Close |
1.5675 |
1.5702 |
0.0027 |
0.2% |
1.5702 |
| Range |
0.0066 |
0.0089 |
0.0023 |
34.8% |
0.0210 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.3% |
0.0000 |
| Volume |
16 |
27 |
11 |
68.8% |
74 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5948 |
1.5914 |
1.5751 |
|
| R3 |
1.5859 |
1.5825 |
1.5726 |
|
| R2 |
1.5770 |
1.5770 |
1.5718 |
|
| R1 |
1.5736 |
1.5736 |
1.5710 |
1.5753 |
| PP |
1.5681 |
1.5681 |
1.5681 |
1.5690 |
| S1 |
1.5647 |
1.5647 |
1.5694 |
1.5664 |
| S2 |
1.5592 |
1.5592 |
1.5686 |
|
| S3 |
1.5503 |
1.5558 |
1.5678 |
|
| S4 |
1.5414 |
1.5469 |
1.5653 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6271 |
1.6196 |
1.5818 |
|
| R3 |
1.6061 |
1.5986 |
1.5760 |
|
| R2 |
1.5851 |
1.5851 |
1.5741 |
|
| R1 |
1.5776 |
1.5776 |
1.5721 |
1.5814 |
| PP |
1.5641 |
1.5641 |
1.5641 |
1.5659 |
| S1 |
1.5566 |
1.5566 |
1.5683 |
1.5604 |
| S2 |
1.5431 |
1.5431 |
1.5664 |
|
| S3 |
1.5221 |
1.5356 |
1.5644 |
|
| S4 |
1.5011 |
1.5146 |
1.5587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5715 |
1.5505 |
0.0210 |
1.3% |
0.0064 |
0.4% |
94% |
True |
False |
14 |
| 10 |
1.5715 |
1.5240 |
0.0475 |
3.0% |
0.0077 |
0.5% |
97% |
True |
False |
32 |
| 20 |
1.5715 |
1.5240 |
0.0475 |
3.0% |
0.0079 |
0.5% |
97% |
True |
False |
28 |
| 40 |
1.5740 |
1.5240 |
0.0500 |
3.2% |
0.0052 |
0.3% |
92% |
False |
False |
19 |
| 60 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0037 |
0.2% |
55% |
False |
False |
13 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0028 |
0.2% |
54% |
False |
False |
10 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0022 |
0.1% |
54% |
False |
False |
9 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.1% |
0.0019 |
0.1% |
36% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6093 |
|
2.618 |
1.5948 |
|
1.618 |
1.5859 |
|
1.000 |
1.5804 |
|
0.618 |
1.5770 |
|
HIGH |
1.5715 |
|
0.618 |
1.5681 |
|
0.500 |
1.5671 |
|
0.382 |
1.5660 |
|
LOW |
1.5626 |
|
0.618 |
1.5571 |
|
1.000 |
1.5537 |
|
1.618 |
1.5482 |
|
2.618 |
1.5393 |
|
4.250 |
1.5248 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5692 |
1.5675 |
| PP |
1.5681 |
1.5647 |
| S1 |
1.5671 |
1.5620 |
|