CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5682 |
1.5797 |
0.0115 |
0.7% |
1.5790 |
| High |
1.5813 |
1.5860 |
0.0047 |
0.3% |
1.5860 |
| Low |
1.5652 |
1.5786 |
0.0134 |
0.9% |
1.5641 |
| Close |
1.5798 |
1.5838 |
0.0040 |
0.3% |
1.5838 |
| Range |
0.0161 |
0.0074 |
-0.0087 |
-54.0% |
0.0219 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
112,333 |
85,432 |
-26,901 |
-23.9% |
469,434 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6050 |
1.6018 |
1.5879 |
|
| R3 |
1.5976 |
1.5944 |
1.5858 |
|
| R2 |
1.5902 |
1.5902 |
1.5852 |
|
| R1 |
1.5870 |
1.5870 |
1.5845 |
1.5886 |
| PP |
1.5828 |
1.5828 |
1.5828 |
1.5836 |
| S1 |
1.5796 |
1.5796 |
1.5831 |
1.5812 |
| S2 |
1.5754 |
1.5754 |
1.5824 |
|
| S3 |
1.5680 |
1.5722 |
1.5818 |
|
| S4 |
1.5606 |
1.5648 |
1.5797 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6437 |
1.6356 |
1.5958 |
|
| R3 |
1.6218 |
1.6137 |
1.5898 |
|
| R2 |
1.5999 |
1.5999 |
1.5878 |
|
| R1 |
1.5918 |
1.5918 |
1.5858 |
1.5959 |
| PP |
1.5780 |
1.5780 |
1.5780 |
1.5800 |
| S1 |
1.5699 |
1.5699 |
1.5818 |
1.5740 |
| S2 |
1.5561 |
1.5561 |
1.5798 |
|
| S3 |
1.5342 |
1.5480 |
1.5778 |
|
| S4 |
1.5123 |
1.5261 |
1.5718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5860 |
1.5641 |
0.0219 |
1.4% |
0.0106 |
0.7% |
90% |
True |
False |
93,886 |
| 10 |
1.5924 |
1.5641 |
0.0283 |
1.8% |
0.0111 |
0.7% |
70% |
False |
False |
87,852 |
| 20 |
1.5924 |
1.5510 |
0.0414 |
2.6% |
0.0108 |
0.7% |
79% |
False |
False |
88,883 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0117 |
0.7% |
88% |
False |
False |
79,334 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0122 |
0.8% |
88% |
False |
False |
60,613 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.7% |
69% |
False |
False |
45,473 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0114 |
0.7% |
69% |
False |
False |
36,384 |
| 120 |
1.6371 |
1.5222 |
0.1149 |
7.3% |
0.0099 |
0.6% |
54% |
False |
False |
30,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6175 |
|
2.618 |
1.6054 |
|
1.618 |
1.5980 |
|
1.000 |
1.5934 |
|
0.618 |
1.5906 |
|
HIGH |
1.5860 |
|
0.618 |
1.5832 |
|
0.500 |
1.5823 |
|
0.382 |
1.5814 |
|
LOW |
1.5786 |
|
0.618 |
1.5740 |
|
1.000 |
1.5712 |
|
1.618 |
1.5666 |
|
2.618 |
1.5592 |
|
4.250 |
1.5472 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5833 |
1.5811 |
| PP |
1.5828 |
1.5783 |
| S1 |
1.5823 |
1.5756 |
|