CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5899 |
1.5813 |
-0.0086 |
-0.5% |
1.5722 |
| High |
1.5924 |
1.5882 |
-0.0042 |
-0.3% |
1.5880 |
| Low |
1.5792 |
1.5789 |
-0.0003 |
0.0% |
1.5647 |
| Close |
1.5812 |
1.5822 |
0.0010 |
0.1% |
1.5825 |
| Range |
0.0132 |
0.0093 |
-0.0039 |
-29.5% |
0.0233 |
| ATR |
0.0116 |
0.0115 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
86,783 |
86,168 |
-615 |
-0.7% |
445,446 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6110 |
1.6059 |
1.5873 |
|
| R3 |
1.6017 |
1.5966 |
1.5848 |
|
| R2 |
1.5924 |
1.5924 |
1.5839 |
|
| R1 |
1.5873 |
1.5873 |
1.5831 |
1.5899 |
| PP |
1.5831 |
1.5831 |
1.5831 |
1.5844 |
| S1 |
1.5780 |
1.5780 |
1.5813 |
1.5806 |
| S2 |
1.5738 |
1.5738 |
1.5805 |
|
| S3 |
1.5645 |
1.5687 |
1.5796 |
|
| S4 |
1.5552 |
1.5594 |
1.5771 |
|
|
| 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% |
0.0113 |
0.7% |
49% |
False |
False |
85,985 |
| 10 |
1.5924 |
1.5635 |
0.0289 |
1.8% |
0.0109 |
0.7% |
65% |
False |
False |
87,349 |
| 20 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0111 |
0.7% |
85% |
False |
False |
88,497 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0120 |
0.8% |
85% |
False |
False |
75,782 |
| 60 |
1.6000 |
1.5222 |
0.0778 |
4.9% |
0.0122 |
0.8% |
77% |
False |
False |
51,494 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.7% |
67% |
False |
False |
38,631 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0113 |
0.7% |
67% |
False |
False |
30,912 |
| 120 |
1.6467 |
1.5222 |
0.1245 |
7.9% |
0.0094 |
0.6% |
48% |
False |
False |
25,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6277 |
|
2.618 |
1.6125 |
|
1.618 |
1.6032 |
|
1.000 |
1.5975 |
|
0.618 |
1.5939 |
|
HIGH |
1.5882 |
|
0.618 |
1.5846 |
|
0.500 |
1.5836 |
|
0.382 |
1.5825 |
|
LOW |
1.5789 |
|
0.618 |
1.5732 |
|
1.000 |
1.5696 |
|
1.618 |
1.5639 |
|
2.618 |
1.5546 |
|
4.250 |
1.5394 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5836 |
1.5854 |
| PP |
1.5831 |
1.5843 |
| S1 |
1.5827 |
1.5833 |
|