CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5813 |
1.5814 |
0.0001 |
0.0% |
1.5814 |
| High |
1.5882 |
1.5845 |
-0.0037 |
-0.2% |
1.5924 |
| Low |
1.5789 |
1.5725 |
-0.0064 |
-0.4% |
1.5725 |
| Close |
1.5822 |
1.5735 |
-0.0087 |
-0.5% |
1.5735 |
| Range |
0.0093 |
0.0120 |
0.0027 |
29.0% |
0.0199 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.3% |
0.0000 |
| Volume |
86,168 |
78,028 |
-8,140 |
-9.4% |
409,088 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6128 |
1.6052 |
1.5801 |
|
| R3 |
1.6008 |
1.5932 |
1.5768 |
|
| R2 |
1.5888 |
1.5888 |
1.5757 |
|
| R1 |
1.5812 |
1.5812 |
1.5746 |
1.5790 |
| PP |
1.5768 |
1.5768 |
1.5768 |
1.5758 |
| S1 |
1.5692 |
1.5692 |
1.5724 |
1.5670 |
| S2 |
1.5648 |
1.5648 |
1.5713 |
|
| S3 |
1.5528 |
1.5572 |
1.5702 |
|
| S4 |
1.5408 |
1.5452 |
1.5669 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6392 |
1.6262 |
1.5844 |
|
| R3 |
1.6193 |
1.6063 |
1.5790 |
|
| R2 |
1.5994 |
1.5994 |
1.5771 |
|
| R1 |
1.5864 |
1.5864 |
1.5753 |
1.5830 |
| PP |
1.5795 |
1.5795 |
1.5795 |
1.5777 |
| S1 |
1.5665 |
1.5665 |
1.5717 |
1.5631 |
| S2 |
1.5596 |
1.5596 |
1.5699 |
|
| S3 |
1.5397 |
1.5466 |
1.5680 |
|
| S4 |
1.5198 |
1.5267 |
1.5626 |
|
|
| 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% |
0.0115 |
0.7% |
5% |
False |
True |
81,817 |
| 10 |
1.5924 |
1.5647 |
0.0277 |
1.8% |
0.0111 |
0.7% |
32% |
False |
False |
85,453 |
| 20 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0113 |
0.7% |
73% |
False |
False |
87,692 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0118 |
0.8% |
73% |
False |
False |
76,722 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0121 |
0.8% |
73% |
False |
False |
52,794 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0119 |
0.8% |
57% |
False |
False |
39,607 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0113 |
0.7% |
57% |
False |
False |
31,692 |
| 120 |
1.6467 |
1.5222 |
0.1245 |
7.9% |
0.0095 |
0.6% |
41% |
False |
False |
26,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6355 |
|
2.618 |
1.6159 |
|
1.618 |
1.6039 |
|
1.000 |
1.5965 |
|
0.618 |
1.5919 |
|
HIGH |
1.5845 |
|
0.618 |
1.5799 |
|
0.500 |
1.5785 |
|
0.382 |
1.5771 |
|
LOW |
1.5725 |
|
0.618 |
1.5651 |
|
1.000 |
1.5605 |
|
1.618 |
1.5531 |
|
2.618 |
1.5411 |
|
4.250 |
1.5215 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5785 |
1.5825 |
| PP |
1.5768 |
1.5795 |
| S1 |
1.5752 |
1.5765 |
|