CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5814 |
1.5818 |
0.0004 |
0.0% |
1.5722 |
| High |
1.5837 |
1.5901 |
0.0064 |
0.4% |
1.5880 |
| Low |
1.5725 |
1.5784 |
0.0059 |
0.4% |
1.5647 |
| Close |
1.5821 |
1.5891 |
0.0070 |
0.4% |
1.5825 |
| Range |
0.0112 |
0.0117 |
0.0005 |
4.5% |
0.0233 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.1% |
0.0000 |
| Volume |
72,536 |
85,573 |
13,037 |
18.0% |
445,446 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6210 |
1.6167 |
1.5955 |
|
| R3 |
1.6093 |
1.6050 |
1.5923 |
|
| R2 |
1.5976 |
1.5976 |
1.5912 |
|
| R1 |
1.5933 |
1.5933 |
1.5902 |
1.5955 |
| PP |
1.5859 |
1.5859 |
1.5859 |
1.5869 |
| S1 |
1.5816 |
1.5816 |
1.5880 |
1.5838 |
| S2 |
1.5742 |
1.5742 |
1.5870 |
|
| S3 |
1.5625 |
1.5699 |
1.5859 |
|
| S4 |
1.5508 |
1.5582 |
1.5827 |
|
|
| 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 |
1.5901 |
1.5700 |
0.0201 |
1.3% |
0.0117 |
0.7% |
95% |
True |
False |
87,832 |
| 10 |
1.5901 |
1.5525 |
0.0376 |
2.4% |
0.0110 |
0.7% |
97% |
True |
False |
90,080 |
| 20 |
1.5901 |
1.5222 |
0.0679 |
4.3% |
0.0112 |
0.7% |
99% |
True |
False |
87,771 |
| 40 |
1.5901 |
1.5222 |
0.0679 |
4.3% |
0.0121 |
0.8% |
99% |
True |
False |
72,238 |
| 60 |
1.6059 |
1.5222 |
0.0837 |
5.3% |
0.0121 |
0.8% |
80% |
False |
False |
48,616 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0116 |
0.7% |
74% |
False |
False |
36,471 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0110 |
0.7% |
74% |
False |
False |
29,183 |
| 120 |
1.6503 |
1.5222 |
0.1281 |
8.1% |
0.0092 |
0.6% |
52% |
False |
False |
24,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6398 |
|
2.618 |
1.6207 |
|
1.618 |
1.6090 |
|
1.000 |
1.6018 |
|
0.618 |
1.5973 |
|
HIGH |
1.5901 |
|
0.618 |
1.5856 |
|
0.500 |
1.5843 |
|
0.382 |
1.5829 |
|
LOW |
1.5784 |
|
0.618 |
1.5712 |
|
1.000 |
1.5667 |
|
1.618 |
1.5595 |
|
2.618 |
1.5478 |
|
4.250 |
1.5287 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5875 |
1.5865 |
| PP |
1.5859 |
1.5839 |
| S1 |
1.5843 |
1.5813 |
|