CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5649 |
1.5759 |
0.0110 |
0.7% |
1.5521 |
| High |
1.5678 |
1.5768 |
0.0090 |
0.6% |
1.5715 |
| Low |
1.5648 |
1.5735 |
0.0087 |
0.6% |
1.5505 |
| Close |
1.5678 |
1.5735 |
0.0057 |
0.4% |
1.5702 |
| Range |
0.0030 |
0.0033 |
0.0003 |
10.0% |
0.0210 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.5% |
0.0000 |
| Volume |
54 |
11 |
-43 |
-79.6% |
74 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5845 |
1.5823 |
1.5753 |
|
| R3 |
1.5812 |
1.5790 |
1.5744 |
|
| R2 |
1.5779 |
1.5779 |
1.5741 |
|
| R1 |
1.5757 |
1.5757 |
1.5738 |
1.5752 |
| PP |
1.5746 |
1.5746 |
1.5746 |
1.5743 |
| S1 |
1.5724 |
1.5724 |
1.5732 |
1.5719 |
| S2 |
1.5713 |
1.5713 |
1.5729 |
|
| S3 |
1.5680 |
1.5691 |
1.5726 |
|
| S4 |
1.5647 |
1.5658 |
1.5717 |
|
|
| 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 |
1.5768 |
1.5525 |
0.0243 |
1.5% |
0.0064 |
0.4% |
86% |
True |
False |
24 |
| 10 |
1.5768 |
1.5329 |
0.0439 |
2.8% |
0.0064 |
0.4% |
92% |
True |
False |
19 |
| 20 |
1.5768 |
1.5240 |
0.0528 |
3.4% |
0.0072 |
0.5% |
94% |
True |
False |
26 |
| 40 |
1.5768 |
1.5240 |
0.0528 |
3.4% |
0.0053 |
0.3% |
94% |
True |
False |
20 |
| 60 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0038 |
0.2% |
59% |
False |
False |
15 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0029 |
0.2% |
58% |
False |
False |
11 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0023 |
0.1% |
58% |
False |
False |
9 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.1% |
0.0019 |
0.1% |
39% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5908 |
|
2.618 |
1.5854 |
|
1.618 |
1.5821 |
|
1.000 |
1.5801 |
|
0.618 |
1.5788 |
|
HIGH |
1.5768 |
|
0.618 |
1.5755 |
|
0.500 |
1.5752 |
|
0.382 |
1.5748 |
|
LOW |
1.5735 |
|
0.618 |
1.5715 |
|
1.000 |
1.5702 |
|
1.618 |
1.5682 |
|
2.618 |
1.5649 |
|
4.250 |
1.5595 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5752 |
1.5722 |
| PP |
1.5746 |
1.5710 |
| S1 |
1.5741 |
1.5697 |
|