CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5834 |
1.5803 |
-0.0031 |
-0.2% |
1.5722 |
| High |
1.5854 |
1.5855 |
0.0001 |
0.0% |
1.5880 |
| Low |
1.5790 |
1.5745 |
-0.0045 |
-0.3% |
1.5647 |
| Close |
1.5797 |
1.5825 |
0.0028 |
0.2% |
1.5825 |
| Range |
0.0064 |
0.0110 |
0.0046 |
71.9% |
0.0233 |
| ATR |
0.0116 |
0.0115 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
76,892 |
98,866 |
21,974 |
28.6% |
445,446 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6138 |
1.6092 |
1.5886 |
|
| R3 |
1.6028 |
1.5982 |
1.5855 |
|
| R2 |
1.5918 |
1.5918 |
1.5845 |
|
| R1 |
1.5872 |
1.5872 |
1.5835 |
1.5895 |
| PP |
1.5808 |
1.5808 |
1.5808 |
1.5820 |
| S1 |
1.5762 |
1.5762 |
1.5815 |
1.5785 |
| S2 |
1.5698 |
1.5698 |
1.5805 |
|
| S3 |
1.5588 |
1.5652 |
1.5795 |
|
| S4 |
1.5478 |
1.5542 |
1.5765 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6483 |
1.6387 |
1.5953 |
|
| R3 |
1.6250 |
1.6154 |
1.5889 |
|
| R2 |
1.6017 |
1.6017 |
1.5868 |
|
| R1 |
1.5921 |
1.5921 |
1.5846 |
1.5969 |
| PP |
1.5784 |
1.5784 |
1.5784 |
1.5808 |
| S1 |
1.5688 |
1.5688 |
1.5804 |
1.5736 |
| S2 |
1.5551 |
1.5551 |
1.5782 |
|
| S3 |
1.5318 |
1.5455 |
1.5761 |
|
| S4 |
1.5085 |
1.5222 |
1.5697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5880 |
1.5647 |
0.0233 |
1.5% |
0.0107 |
0.7% |
76% |
False |
False |
89,089 |
| 10 |
1.5880 |
1.5510 |
0.0370 |
2.3% |
0.0105 |
0.7% |
85% |
False |
False |
89,915 |
| 20 |
1.5880 |
1.5222 |
0.0658 |
4.2% |
0.0112 |
0.7% |
92% |
False |
False |
86,042 |
| 40 |
1.5880 |
1.5222 |
0.0658 |
4.2% |
0.0122 |
0.8% |
92% |
False |
False |
68,468 |
| 60 |
1.6101 |
1.5222 |
0.0879 |
5.6% |
0.0122 |
0.8% |
69% |
False |
False |
45,982 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0115 |
0.7% |
67% |
False |
False |
34,496 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0108 |
0.7% |
67% |
False |
False |
27,602 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.1% |
0.0091 |
0.6% |
47% |
False |
False |
23,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6323 |
|
2.618 |
1.6143 |
|
1.618 |
1.6033 |
|
1.000 |
1.5965 |
|
0.618 |
1.5923 |
|
HIGH |
1.5855 |
|
0.618 |
1.5813 |
|
0.500 |
1.5800 |
|
0.382 |
1.5787 |
|
LOW |
1.5745 |
|
0.618 |
1.5677 |
|
1.000 |
1.5635 |
|
1.618 |
1.5567 |
|
2.618 |
1.5457 |
|
4.250 |
1.5278 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5817 |
1.5813 |
| PP |
1.5808 |
1.5802 |
| S1 |
1.5800 |
1.5790 |
|