CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5814 |
1.5790 |
-0.0024 |
-0.2% |
1.5814 |
| High |
1.5845 |
1.5824 |
-0.0021 |
-0.1% |
1.5924 |
| Low |
1.5725 |
1.5735 |
0.0010 |
0.1% |
1.5725 |
| Close |
1.5735 |
1.5770 |
0.0035 |
0.2% |
1.5735 |
| Range |
0.0120 |
0.0089 |
-0.0031 |
-25.8% |
0.0199 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
78,028 |
71,061 |
-6,967 |
-8.9% |
409,088 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6043 |
1.5996 |
1.5819 |
|
| R3 |
1.5954 |
1.5907 |
1.5794 |
|
| R2 |
1.5865 |
1.5865 |
1.5786 |
|
| R1 |
1.5818 |
1.5818 |
1.5778 |
1.5797 |
| PP |
1.5776 |
1.5776 |
1.5776 |
1.5766 |
| S1 |
1.5729 |
1.5729 |
1.5762 |
1.5708 |
| S2 |
1.5687 |
1.5687 |
1.5754 |
|
| S3 |
1.5598 |
1.5640 |
1.5746 |
|
| S4 |
1.5509 |
1.5551 |
1.5721 |
|
|
| 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% |
0.0110 |
0.7% |
23% |
False |
False |
81,522 |
| 10 |
1.5924 |
1.5691 |
0.0233 |
1.5% |
0.0112 |
0.7% |
34% |
False |
False |
86,186 |
| 20 |
1.5924 |
1.5273 |
0.0651 |
4.1% |
0.0108 |
0.7% |
76% |
False |
False |
86,341 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0117 |
0.7% |
78% |
False |
False |
76,713 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0122 |
0.8% |
78% |
False |
False |
53,978 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.7% |
61% |
False |
False |
40,495 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0114 |
0.7% |
61% |
False |
False |
32,403 |
| 120 |
1.6467 |
1.5222 |
0.1245 |
7.9% |
0.0096 |
0.6% |
44% |
False |
False |
27,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6202 |
|
2.618 |
1.6057 |
|
1.618 |
1.5968 |
|
1.000 |
1.5913 |
|
0.618 |
1.5879 |
|
HIGH |
1.5824 |
|
0.618 |
1.5790 |
|
0.500 |
1.5780 |
|
0.382 |
1.5769 |
|
LOW |
1.5735 |
|
0.618 |
1.5680 |
|
1.000 |
1.5646 |
|
1.618 |
1.5591 |
|
2.618 |
1.5502 |
|
4.250 |
1.5357 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5780 |
1.5804 |
| PP |
1.5776 |
1.5792 |
| S1 |
1.5773 |
1.5781 |
|