CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5701 |
1.5762 |
0.0061 |
0.4% |
1.5535 |
| High |
1.5794 |
1.5880 |
0.0086 |
0.5% |
1.5735 |
| Low |
1.5691 |
1.5700 |
0.0009 |
0.1% |
1.5510 |
| Close |
1.5749 |
1.5829 |
0.0080 |
0.5% |
1.5716 |
| Range |
0.0103 |
0.0180 |
0.0077 |
74.8% |
0.0225 |
| ATR |
0.0115 |
0.0120 |
0.0005 |
4.0% |
0.0000 |
| Volume |
100,664 |
105,294 |
4,630 |
4.6% |
453,706 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6343 |
1.6266 |
1.5928 |
|
| R3 |
1.6163 |
1.6086 |
1.5879 |
|
| R2 |
1.5983 |
1.5983 |
1.5862 |
|
| R1 |
1.5906 |
1.5906 |
1.5846 |
1.5945 |
| PP |
1.5803 |
1.5803 |
1.5803 |
1.5822 |
| S1 |
1.5726 |
1.5726 |
1.5813 |
1.5765 |
| S2 |
1.5623 |
1.5623 |
1.5796 |
|
| S3 |
1.5443 |
1.5546 |
1.5780 |
|
| S4 |
1.5263 |
1.5366 |
1.5730 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6329 |
1.6247 |
1.5840 |
|
| R3 |
1.6104 |
1.6022 |
1.5778 |
|
| R2 |
1.5879 |
1.5879 |
1.5757 |
|
| R1 |
1.5797 |
1.5797 |
1.5737 |
1.5838 |
| PP |
1.5654 |
1.5654 |
1.5654 |
1.5674 |
| S1 |
1.5572 |
1.5572 |
1.5695 |
1.5613 |
| S2 |
1.5429 |
1.5429 |
1.5675 |
|
| S3 |
1.5204 |
1.5347 |
1.5654 |
|
| S4 |
1.4979 |
1.5122 |
1.5592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5880 |
1.5635 |
0.0245 |
1.5% |
0.0109 |
0.7% |
79% |
True |
False |
92,101 |
| 10 |
1.5880 |
1.5407 |
0.0473 |
3.0% |
0.0109 |
0.7% |
89% |
True |
False |
89,212 |
| 20 |
1.5880 |
1.5222 |
0.0658 |
4.2% |
0.0115 |
0.7% |
92% |
True |
False |
84,328 |
| 40 |
1.5880 |
1.5222 |
0.0658 |
4.2% |
0.0124 |
0.8% |
92% |
True |
False |
64,138 |
| 60 |
1.6101 |
1.5222 |
0.0879 |
5.6% |
0.0121 |
0.8% |
69% |
False |
False |
43,053 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0117 |
0.7% |
68% |
False |
False |
32,300 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0106 |
0.7% |
68% |
False |
False |
25,844 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.1% |
0.0089 |
0.6% |
47% |
False |
False |
21,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6645 |
|
2.618 |
1.6351 |
|
1.618 |
1.6171 |
|
1.000 |
1.6060 |
|
0.618 |
1.5991 |
|
HIGH |
1.5880 |
|
0.618 |
1.5811 |
|
0.500 |
1.5790 |
|
0.382 |
1.5769 |
|
LOW |
1.5700 |
|
0.618 |
1.5589 |
|
1.000 |
1.5520 |
|
1.618 |
1.5409 |
|
2.618 |
1.5229 |
|
4.250 |
1.4935 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5816 |
1.5807 |
| PP |
1.5803 |
1.5785 |
| S1 |
1.5790 |
1.5764 |
|