CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5818 |
1.5899 |
0.0081 |
0.5% |
1.5722 |
| High |
1.5901 |
1.5924 |
0.0023 |
0.1% |
1.5880 |
| Low |
1.5784 |
1.5792 |
0.0008 |
0.1% |
1.5647 |
| Close |
1.5891 |
1.5812 |
-0.0079 |
-0.5% |
1.5825 |
| Range |
0.0117 |
0.0132 |
0.0015 |
12.8% |
0.0233 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.0% |
0.0000 |
| Volume |
85,573 |
86,783 |
1,210 |
1.4% |
445,446 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6239 |
1.6157 |
1.5885 |
|
| R3 |
1.6107 |
1.6025 |
1.5848 |
|
| R2 |
1.5975 |
1.5975 |
1.5836 |
|
| R1 |
1.5893 |
1.5893 |
1.5824 |
1.5868 |
| PP |
1.5843 |
1.5843 |
1.5843 |
1.5830 |
| S1 |
1.5761 |
1.5761 |
1.5800 |
1.5736 |
| S2 |
1.5711 |
1.5711 |
1.5788 |
|
| S3 |
1.5579 |
1.5629 |
1.5776 |
|
| S4 |
1.5447 |
1.5497 |
1.5739 |
|
|
| 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 |
1.5924 |
1.5725 |
0.0199 |
1.3% |
0.0107 |
0.7% |
44% |
True |
False |
84,130 |
| 10 |
1.5924 |
1.5635 |
0.0289 |
1.8% |
0.0108 |
0.7% |
61% |
True |
False |
88,115 |
| 20 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0115 |
0.7% |
84% |
True |
False |
89,490 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0120 |
0.8% |
84% |
True |
False |
74,198 |
| 60 |
1.6059 |
1.5222 |
0.0837 |
5.3% |
0.0123 |
0.8% |
70% |
False |
False |
50,062 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0117 |
0.7% |
66% |
False |
False |
37,555 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0112 |
0.7% |
66% |
False |
False |
30,050 |
| 120 |
1.6470 |
1.5222 |
0.1248 |
7.9% |
0.0093 |
0.6% |
47% |
False |
False |
25,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6485 |
|
2.618 |
1.6270 |
|
1.618 |
1.6138 |
|
1.000 |
1.6056 |
|
0.618 |
1.6006 |
|
HIGH |
1.5924 |
|
0.618 |
1.5874 |
|
0.500 |
1.5858 |
|
0.382 |
1.5842 |
|
LOW |
1.5792 |
|
0.618 |
1.5710 |
|
1.000 |
1.5660 |
|
1.618 |
1.5578 |
|
2.618 |
1.5446 |
|
4.250 |
1.5231 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5858 |
1.5825 |
| PP |
1.5843 |
1.5820 |
| S1 |
1.5827 |
1.5816 |
|