CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5781 |
1.5672 |
-0.0109 |
-0.7% |
1.5790 |
| High |
1.5813 |
1.5747 |
-0.0066 |
-0.4% |
1.5860 |
| Low |
1.5645 |
1.5648 |
0.0003 |
0.0% |
1.5641 |
| Close |
1.5669 |
1.5713 |
0.0044 |
0.3% |
1.5838 |
| Range |
0.0168 |
0.0099 |
-0.0069 |
-41.1% |
0.0219 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
130,130 |
92,032 |
-38,098 |
-29.3% |
469,434 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6000 |
1.5955 |
1.5767 |
|
| R3 |
1.5901 |
1.5856 |
1.5740 |
|
| R2 |
1.5802 |
1.5802 |
1.5731 |
|
| R1 |
1.5757 |
1.5757 |
1.5722 |
1.5780 |
| PP |
1.5703 |
1.5703 |
1.5703 |
1.5714 |
| S1 |
1.5658 |
1.5658 |
1.5704 |
1.5681 |
| S2 |
1.5604 |
1.5604 |
1.5695 |
|
| S3 |
1.5505 |
1.5559 |
1.5686 |
|
| S4 |
1.5406 |
1.5460 |
1.5659 |
|
|
| 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 |
1.5645 |
0.0250 |
1.6% |
0.0126 |
0.8% |
27% |
False |
False |
109,080 |
| 10 |
1.5895 |
1.5641 |
0.0254 |
1.6% |
0.0114 |
0.7% |
28% |
False |
False |
98,126 |
| 20 |
1.5924 |
1.5635 |
0.0289 |
1.8% |
0.0111 |
0.7% |
27% |
False |
False |
93,121 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0118 |
0.8% |
70% |
False |
False |
83,887 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0123 |
0.8% |
70% |
False |
False |
66,401 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0119 |
0.8% |
55% |
False |
False |
49,816 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0116 |
0.7% |
55% |
False |
False |
39,860 |
| 120 |
1.6175 |
1.5222 |
0.0953 |
6.1% |
0.0103 |
0.7% |
52% |
False |
False |
33,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6168 |
|
2.618 |
1.6006 |
|
1.618 |
1.5907 |
|
1.000 |
1.5846 |
|
0.618 |
1.5808 |
|
HIGH |
1.5747 |
|
0.618 |
1.5709 |
|
0.500 |
1.5698 |
|
0.382 |
1.5686 |
|
LOW |
1.5648 |
|
0.618 |
1.5587 |
|
1.000 |
1.5549 |
|
1.618 |
1.5488 |
|
2.618 |
1.5389 |
|
4.250 |
1.5227 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5708 |
1.5770 |
| PP |
1.5703 |
1.5751 |
| S1 |
1.5698 |
1.5732 |
|