CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5775 |
1.5703 |
-0.0072 |
-0.5% |
1.5785 |
| High |
1.5809 |
1.5739 |
-0.0070 |
-0.4% |
1.5895 |
| Low |
1.5752 |
1.5632 |
-0.0120 |
-0.8% |
1.5719 |
| Close |
1.5757 |
1.5641 |
-0.0116 |
-0.7% |
1.5722 |
| Range |
0.0057 |
0.0107 |
0.0050 |
87.7% |
0.0176 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.3% |
0.0000 |
| Volume |
119 |
53 |
-66 |
-55.5% |
235 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5992 |
1.5923 |
1.5700 |
|
| R3 |
1.5885 |
1.5816 |
1.5670 |
|
| R2 |
1.5778 |
1.5778 |
1.5661 |
|
| R1 |
1.5709 |
1.5709 |
1.5651 |
1.5690 |
| PP |
1.5671 |
1.5671 |
1.5671 |
1.5661 |
| S1 |
1.5602 |
1.5602 |
1.5631 |
1.5583 |
| S2 |
1.5564 |
1.5564 |
1.5621 |
|
| S3 |
1.5457 |
1.5495 |
1.5612 |
|
| S4 |
1.5350 |
1.5388 |
1.5582 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6307 |
1.6190 |
1.5819 |
|
| R3 |
1.6131 |
1.6014 |
1.5770 |
|
| R2 |
1.5955 |
1.5955 |
1.5754 |
|
| R1 |
1.5838 |
1.5838 |
1.5738 |
1.5809 |
| PP |
1.5779 |
1.5779 |
1.5779 |
1.5764 |
| S1 |
1.5662 |
1.5662 |
1.5706 |
1.5633 |
| S2 |
1.5603 |
1.5603 |
1.5690 |
|
| S3 |
1.5427 |
1.5486 |
1.5674 |
|
| S4 |
1.5251 |
1.5310 |
1.5625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5895 |
1.5632 |
0.0263 |
1.7% |
0.0083 |
0.5% |
3% |
False |
True |
62 |
| 10 |
1.5895 |
1.5632 |
0.0263 |
1.7% |
0.0087 |
0.6% |
3% |
False |
True |
49 |
| 20 |
1.5895 |
1.5329 |
0.0566 |
3.6% |
0.0075 |
0.5% |
55% |
False |
False |
34 |
| 40 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0073 |
0.5% |
61% |
False |
False |
32 |
| 60 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0052 |
0.3% |
61% |
False |
False |
23 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0040 |
0.3% |
47% |
False |
False |
17 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0032 |
0.2% |
47% |
False |
False |
14 |
| 120 |
1.6352 |
1.5240 |
0.1112 |
7.1% |
0.0026 |
0.2% |
36% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6194 |
|
2.618 |
1.6019 |
|
1.618 |
1.5912 |
|
1.000 |
1.5846 |
|
0.618 |
1.5805 |
|
HIGH |
1.5739 |
|
0.618 |
1.5698 |
|
0.500 |
1.5686 |
|
0.382 |
1.5673 |
|
LOW |
1.5632 |
|
0.618 |
1.5566 |
|
1.000 |
1.5525 |
|
1.618 |
1.5459 |
|
2.618 |
1.5352 |
|
4.250 |
1.5177 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5686 |
1.5725 |
| PP |
1.5671 |
1.5697 |
| S1 |
1.5656 |
1.5669 |
|