CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5803 |
1.5814 |
0.0011 |
0.1% |
1.5722 |
| High |
1.5855 |
1.5837 |
-0.0018 |
-0.1% |
1.5880 |
| Low |
1.5745 |
1.5725 |
-0.0020 |
-0.1% |
1.5647 |
| Close |
1.5825 |
1.5821 |
-0.0004 |
0.0% |
1.5825 |
| Range |
0.0110 |
0.0112 |
0.0002 |
1.8% |
0.0233 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
98,866 |
72,536 |
-26,330 |
-26.6% |
445,446 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6130 |
1.6088 |
1.5883 |
|
| R3 |
1.6018 |
1.5976 |
1.5852 |
|
| R2 |
1.5906 |
1.5906 |
1.5842 |
|
| R1 |
1.5864 |
1.5864 |
1.5831 |
1.5885 |
| PP |
1.5794 |
1.5794 |
1.5794 |
1.5805 |
| S1 |
1.5752 |
1.5752 |
1.5811 |
1.5773 |
| S2 |
1.5682 |
1.5682 |
1.5800 |
|
| S3 |
1.5570 |
1.5640 |
1.5790 |
|
| S4 |
1.5458 |
1.5528 |
1.5759 |
|
|
| 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 |
1.5691 |
0.0189 |
1.2% |
0.0114 |
0.7% |
69% |
False |
False |
90,850 |
| 10 |
1.5880 |
1.5525 |
0.0355 |
2.2% |
0.0108 |
0.7% |
83% |
False |
False |
89,479 |
| 20 |
1.5880 |
1.5222 |
0.0658 |
4.2% |
0.0110 |
0.7% |
91% |
False |
False |
85,967 |
| 40 |
1.5880 |
1.5222 |
0.0658 |
4.2% |
0.0122 |
0.8% |
91% |
False |
False |
70,200 |
| 60 |
1.6077 |
1.5222 |
0.0855 |
5.4% |
0.0123 |
0.8% |
70% |
False |
False |
47,190 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0117 |
0.7% |
67% |
False |
False |
35,402 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0109 |
0.7% |
67% |
False |
False |
28,327 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.1% |
0.0092 |
0.6% |
47% |
False |
False |
23,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6313 |
|
2.618 |
1.6130 |
|
1.618 |
1.6018 |
|
1.000 |
1.5949 |
|
0.618 |
1.5906 |
|
HIGH |
1.5837 |
|
0.618 |
1.5794 |
|
0.500 |
1.5781 |
|
0.382 |
1.5768 |
|
LOW |
1.5725 |
|
0.618 |
1.5656 |
|
1.000 |
1.5613 |
|
1.618 |
1.5544 |
|
2.618 |
1.5432 |
|
4.250 |
1.5249 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5808 |
1.5811 |
| PP |
1.5794 |
1.5800 |
| S1 |
1.5781 |
1.5790 |
|