CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5790 |
1.5748 |
-0.0042 |
-0.3% |
1.5814 |
| High |
1.5824 |
1.5770 |
-0.0054 |
-0.3% |
1.5924 |
| Low |
1.5735 |
1.5641 |
-0.0094 |
-0.6% |
1.5725 |
| Close |
1.5770 |
1.5653 |
-0.0117 |
-0.7% |
1.5735 |
| Range |
0.0089 |
0.0129 |
0.0040 |
44.9% |
0.0199 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
1.0% |
0.0000 |
| Volume |
71,061 |
108,334 |
37,273 |
52.5% |
409,088 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6075 |
1.5993 |
1.5724 |
|
| R3 |
1.5946 |
1.5864 |
1.5688 |
|
| R2 |
1.5817 |
1.5817 |
1.5677 |
|
| R1 |
1.5735 |
1.5735 |
1.5665 |
1.5712 |
| PP |
1.5688 |
1.5688 |
1.5688 |
1.5676 |
| S1 |
1.5606 |
1.5606 |
1.5641 |
1.5583 |
| S2 |
1.5559 |
1.5559 |
1.5629 |
|
| S3 |
1.5430 |
1.5477 |
1.5618 |
|
| S4 |
1.5301 |
1.5348 |
1.5582 |
|
|
| 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 |
1.5641 |
0.0283 |
1.8% |
0.0113 |
0.7% |
4% |
False |
True |
86,074 |
| 10 |
1.5924 |
1.5641 |
0.0283 |
1.8% |
0.0115 |
0.7% |
4% |
False |
True |
86,953 |
| 20 |
1.5924 |
1.5318 |
0.0606 |
3.9% |
0.0109 |
0.7% |
55% |
False |
False |
87,253 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0118 |
0.8% |
61% |
False |
False |
77,598 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0123 |
0.8% |
61% |
False |
False |
55,783 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.8% |
48% |
False |
False |
41,849 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0114 |
0.7% |
48% |
False |
False |
33,486 |
| 120 |
1.6390 |
1.5222 |
0.1168 |
7.5% |
0.0097 |
0.6% |
37% |
False |
False |
27,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6318 |
|
2.618 |
1.6108 |
|
1.618 |
1.5979 |
|
1.000 |
1.5899 |
|
0.618 |
1.5850 |
|
HIGH |
1.5770 |
|
0.618 |
1.5721 |
|
0.500 |
1.5706 |
|
0.382 |
1.5690 |
|
LOW |
1.5641 |
|
0.618 |
1.5561 |
|
1.000 |
1.5512 |
|
1.618 |
1.5432 |
|
2.618 |
1.5303 |
|
4.250 |
1.5093 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5706 |
1.5743 |
| PP |
1.5688 |
1.5713 |
| S1 |
1.5671 |
1.5683 |
|