CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5797 |
1.5855 |
0.0058 |
0.4% |
1.5790 |
| High |
1.5860 |
1.5895 |
0.0035 |
0.2% |
1.5860 |
| Low |
1.5786 |
1.5769 |
-0.0017 |
-0.1% |
1.5641 |
| Close |
1.5838 |
1.5782 |
-0.0056 |
-0.4% |
1.5838 |
| Range |
0.0074 |
0.0126 |
0.0052 |
70.3% |
0.0219 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
0.9% |
0.0000 |
| Volume |
85,432 |
125,474 |
40,042 |
46.9% |
469,434 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6193 |
1.6114 |
1.5851 |
|
| R3 |
1.6067 |
1.5988 |
1.5817 |
|
| R2 |
1.5941 |
1.5941 |
1.5805 |
|
| R1 |
1.5862 |
1.5862 |
1.5794 |
1.5839 |
| PP |
1.5815 |
1.5815 |
1.5815 |
1.5804 |
| S1 |
1.5736 |
1.5736 |
1.5770 |
1.5713 |
| S2 |
1.5689 |
1.5689 |
1.5759 |
|
| S3 |
1.5563 |
1.5610 |
1.5747 |
|
| S4 |
1.5437 |
1.5484 |
1.5713 |
|
|
| 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 |
1.5895 |
1.5641 |
0.0254 |
1.6% |
0.0114 |
0.7% |
56% |
True |
False |
104,769 |
| 10 |
1.5924 |
1.5641 |
0.0283 |
1.8% |
0.0112 |
0.7% |
50% |
False |
False |
93,146 |
| 20 |
1.5924 |
1.5525 |
0.0399 |
2.5% |
0.0110 |
0.7% |
64% |
False |
False |
91,312 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0117 |
0.7% |
80% |
False |
False |
80,519 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0123 |
0.8% |
80% |
False |
False |
62,704 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0119 |
0.8% |
62% |
False |
False |
47,041 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0115 |
0.7% |
62% |
False |
False |
37,639 |
| 120 |
1.6272 |
1.5222 |
0.1050 |
6.7% |
0.0100 |
0.6% |
53% |
False |
False |
31,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6431 |
|
2.618 |
1.6225 |
|
1.618 |
1.6099 |
|
1.000 |
1.6021 |
|
0.618 |
1.5973 |
|
HIGH |
1.5895 |
|
0.618 |
1.5847 |
|
0.500 |
1.5832 |
|
0.382 |
1.5817 |
|
LOW |
1.5769 |
|
0.618 |
1.5691 |
|
1.000 |
1.5643 |
|
1.618 |
1.5565 |
|
2.618 |
1.5439 |
|
4.250 |
1.5234 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5832 |
1.5779 |
| PP |
1.5815 |
1.5776 |
| S1 |
1.5799 |
1.5774 |
|