CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5887 |
1.5818 |
-0.0069 |
-0.4% |
1.5855 |
| High |
1.5895 |
1.5907 |
0.0012 |
0.1% |
1.5899 |
| Low |
1.5808 |
1.5798 |
-0.0010 |
-0.1% |
1.5645 |
| Close |
1.5817 |
1.5886 |
0.0069 |
0.4% |
1.5884 |
| Range |
0.0087 |
0.0109 |
0.0022 |
25.3% |
0.0254 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
84,623 |
82,375 |
-2,248 |
-2.7% |
481,897 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6191 |
1.6147 |
1.5946 |
|
| R3 |
1.6082 |
1.6038 |
1.5916 |
|
| R2 |
1.5973 |
1.5973 |
1.5906 |
|
| R1 |
1.5929 |
1.5929 |
1.5896 |
1.5951 |
| PP |
1.5864 |
1.5864 |
1.5864 |
1.5875 |
| S1 |
1.5820 |
1.5820 |
1.5876 |
1.5842 |
| S2 |
1.5755 |
1.5755 |
1.5866 |
|
| S3 |
1.5646 |
1.5711 |
1.5856 |
|
| S4 |
1.5537 |
1.5602 |
1.5826 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6571 |
1.6482 |
1.6024 |
|
| R3 |
1.6317 |
1.6228 |
1.5954 |
|
| R2 |
1.6063 |
1.6063 |
1.5931 |
|
| R1 |
1.5974 |
1.5974 |
1.5907 |
1.6019 |
| PP |
1.5809 |
1.5809 |
1.5809 |
1.5832 |
| S1 |
1.5720 |
1.5720 |
1.5861 |
1.5765 |
| S2 |
1.5555 |
1.5555 |
1.5837 |
|
| S3 |
1.5301 |
1.5466 |
1.5814 |
|
| S4 |
1.5047 |
1.5212 |
1.5744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5907 |
1.5645 |
0.0262 |
1.6% |
0.0130 |
0.8% |
92% |
True |
False |
104,684 |
| 10 |
1.5907 |
1.5641 |
0.0266 |
1.7% |
0.0122 |
0.8% |
92% |
True |
False |
104,726 |
| 20 |
1.5924 |
1.5641 |
0.0283 |
1.8% |
0.0117 |
0.7% |
87% |
False |
False |
95,456 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0117 |
0.7% |
95% |
False |
False |
87,597 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0121 |
0.8% |
95% |
False |
False |
71,326 |
| 80 |
1.6101 |
1.5222 |
0.0879 |
5.5% |
0.0119 |
0.8% |
76% |
False |
False |
53,580 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0117 |
0.7% |
74% |
False |
False |
42,873 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0106 |
0.7% |
74% |
False |
False |
35,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6370 |
|
2.618 |
1.6192 |
|
1.618 |
1.6083 |
|
1.000 |
1.6016 |
|
0.618 |
1.5974 |
|
HIGH |
1.5907 |
|
0.618 |
1.5865 |
|
0.500 |
1.5853 |
|
0.382 |
1.5840 |
|
LOW |
1.5798 |
|
0.618 |
1.5731 |
|
1.000 |
1.5689 |
|
1.618 |
1.5622 |
|
2.618 |
1.5513 |
|
4.250 |
1.5335 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5875 |
1.5861 |
| PP |
1.5864 |
1.5835 |
| S1 |
1.5853 |
1.5810 |
|