CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5762 |
1.5834 |
0.0072 |
0.5% |
1.5535 |
| High |
1.5880 |
1.5854 |
-0.0026 |
-0.2% |
1.5735 |
| Low |
1.5700 |
1.5790 |
0.0090 |
0.6% |
1.5510 |
| Close |
1.5829 |
1.5797 |
-0.0032 |
-0.2% |
1.5716 |
| Range |
0.0180 |
0.0064 |
-0.0116 |
-64.4% |
0.0225 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
105,294 |
76,892 |
-28,402 |
-27.0% |
453,706 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6006 |
1.5965 |
1.5832 |
|
| R3 |
1.5942 |
1.5901 |
1.5815 |
|
| R2 |
1.5878 |
1.5878 |
1.5809 |
|
| R1 |
1.5837 |
1.5837 |
1.5803 |
1.5826 |
| PP |
1.5814 |
1.5814 |
1.5814 |
1.5808 |
| S1 |
1.5773 |
1.5773 |
1.5791 |
1.5762 |
| S2 |
1.5750 |
1.5750 |
1.5785 |
|
| S3 |
1.5686 |
1.5709 |
1.5779 |
|
| S4 |
1.5622 |
1.5645 |
1.5762 |
|
|
| 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 |
1.6% |
0.0105 |
0.7% |
66% |
False |
False |
88,714 |
| 10 |
1.5880 |
1.5443 |
0.0437 |
2.8% |
0.0107 |
0.7% |
81% |
False |
False |
88,813 |
| 20 |
1.5880 |
1.5222 |
0.0658 |
4.2% |
0.0114 |
0.7% |
87% |
False |
False |
85,062 |
| 40 |
1.5880 |
1.5222 |
0.0658 |
4.2% |
0.0122 |
0.8% |
87% |
False |
False |
66,037 |
| 60 |
1.6101 |
1.5222 |
0.0879 |
5.6% |
0.0121 |
0.8% |
65% |
False |
False |
44,334 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0116 |
0.7% |
64% |
False |
False |
33,261 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0107 |
0.7% |
64% |
False |
False |
26,613 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.1% |
0.0090 |
0.6% |
45% |
False |
False |
22,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6126 |
|
2.618 |
1.6022 |
|
1.618 |
1.5958 |
|
1.000 |
1.5918 |
|
0.618 |
1.5894 |
|
HIGH |
1.5854 |
|
0.618 |
1.5830 |
|
0.500 |
1.5822 |
|
0.382 |
1.5814 |
|
LOW |
1.5790 |
|
0.618 |
1.5750 |
|
1.000 |
1.5726 |
|
1.618 |
1.5686 |
|
2.618 |
1.5622 |
|
4.250 |
1.5518 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5822 |
1.5793 |
| PP |
1.5814 |
1.5789 |
| S1 |
1.5805 |
1.5786 |
|