CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5748 |
1.5691 |
-0.0057 |
-0.4% |
1.5814 |
| High |
1.5770 |
1.5732 |
-0.0038 |
-0.2% |
1.5924 |
| Low |
1.5641 |
1.5653 |
0.0012 |
0.1% |
1.5725 |
| Close |
1.5653 |
1.5687 |
0.0034 |
0.2% |
1.5735 |
| Range |
0.0129 |
0.0079 |
-0.0050 |
-38.8% |
0.0199 |
| ATR |
0.0114 |
0.0112 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
108,334 |
92,274 |
-16,060 |
-14.8% |
409,088 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5886 |
1.5730 |
|
| R3 |
1.5849 |
1.5807 |
1.5709 |
|
| R2 |
1.5770 |
1.5770 |
1.5701 |
|
| R1 |
1.5728 |
1.5728 |
1.5694 |
1.5710 |
| PP |
1.5691 |
1.5691 |
1.5691 |
1.5681 |
| S1 |
1.5649 |
1.5649 |
1.5680 |
1.5631 |
| S2 |
1.5612 |
1.5612 |
1.5673 |
|
| S3 |
1.5533 |
1.5570 |
1.5665 |
|
| S4 |
1.5454 |
1.5491 |
1.5644 |
|
|
| 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 |
1.5882 |
1.5641 |
0.0241 |
1.5% |
0.0102 |
0.7% |
19% |
False |
False |
87,173 |
| 10 |
1.5924 |
1.5641 |
0.0283 |
1.8% |
0.0105 |
0.7% |
16% |
False |
False |
85,651 |
| 20 |
1.5924 |
1.5407 |
0.0517 |
3.3% |
0.0107 |
0.7% |
54% |
False |
False |
87,431 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0118 |
0.8% |
66% |
False |
False |
78,131 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0122 |
0.8% |
66% |
False |
False |
57,320 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.8% |
52% |
False |
False |
43,001 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0114 |
0.7% |
52% |
False |
False |
34,408 |
| 120 |
1.6371 |
1.5222 |
0.1149 |
7.3% |
0.0097 |
0.6% |
40% |
False |
False |
28,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6068 |
|
2.618 |
1.5939 |
|
1.618 |
1.5860 |
|
1.000 |
1.5811 |
|
0.618 |
1.5781 |
|
HIGH |
1.5732 |
|
0.618 |
1.5702 |
|
0.500 |
1.5693 |
|
0.382 |
1.5683 |
|
LOW |
1.5653 |
|
0.618 |
1.5604 |
|
1.000 |
1.5574 |
|
1.618 |
1.5525 |
|
2.618 |
1.5446 |
|
4.250 |
1.5317 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5693 |
1.5733 |
| PP |
1.5691 |
1.5717 |
| S1 |
1.5689 |
1.5702 |
|