CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5691 |
1.5682 |
-0.0009 |
-0.1% |
1.5814 |
| High |
1.5732 |
1.5813 |
0.0081 |
0.5% |
1.5924 |
| Low |
1.5653 |
1.5652 |
-0.0001 |
0.0% |
1.5725 |
| Close |
1.5687 |
1.5798 |
0.0111 |
0.7% |
1.5735 |
| Range |
0.0079 |
0.0161 |
0.0082 |
103.8% |
0.0199 |
| ATR |
0.0112 |
0.0115 |
0.0004 |
3.1% |
0.0000 |
| Volume |
92,274 |
112,333 |
20,059 |
21.7% |
409,088 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6237 |
1.6179 |
1.5887 |
|
| R3 |
1.6076 |
1.6018 |
1.5842 |
|
| R2 |
1.5915 |
1.5915 |
1.5828 |
|
| R1 |
1.5857 |
1.5857 |
1.5813 |
1.5886 |
| PP |
1.5754 |
1.5754 |
1.5754 |
1.5769 |
| S1 |
1.5696 |
1.5696 |
1.5783 |
1.5725 |
| S2 |
1.5593 |
1.5593 |
1.5768 |
|
| S3 |
1.5432 |
1.5535 |
1.5754 |
|
| S4 |
1.5271 |
1.5374 |
1.5709 |
|
|
| 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 |
1.5845 |
1.5641 |
0.0204 |
1.3% |
0.0116 |
0.7% |
77% |
False |
False |
92,406 |
| 10 |
1.5924 |
1.5641 |
0.0283 |
1.8% |
0.0114 |
0.7% |
55% |
False |
False |
89,195 |
| 20 |
1.5924 |
1.5443 |
0.0481 |
3.0% |
0.0111 |
0.7% |
74% |
False |
False |
89,004 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0120 |
0.8% |
82% |
False |
False |
79,428 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0123 |
0.8% |
82% |
False |
False |
59,191 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.7% |
64% |
False |
False |
44,405 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0115 |
0.7% |
64% |
False |
False |
35,530 |
| 120 |
1.6371 |
1.5222 |
0.1149 |
7.3% |
0.0099 |
0.6% |
50% |
False |
False |
29,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6497 |
|
2.618 |
1.6234 |
|
1.618 |
1.6073 |
|
1.000 |
1.5974 |
|
0.618 |
1.5912 |
|
HIGH |
1.5813 |
|
0.618 |
1.5751 |
|
0.500 |
1.5733 |
|
0.382 |
1.5714 |
|
LOW |
1.5652 |
|
0.618 |
1.5553 |
|
1.000 |
1.5491 |
|
1.618 |
1.5392 |
|
2.618 |
1.5231 |
|
4.250 |
1.4968 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5776 |
1.5774 |
| PP |
1.5754 |
1.5751 |
| S1 |
1.5733 |
1.5727 |
|