CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5818 |
1.5900 |
0.0082 |
0.5% |
1.5855 |
| High |
1.5907 |
1.5991 |
0.0084 |
0.5% |
1.5899 |
| Low |
1.5798 |
1.5898 |
0.0100 |
0.6% |
1.5645 |
| Close |
1.5886 |
1.5919 |
0.0033 |
0.2% |
1.5884 |
| Range |
0.0109 |
0.0093 |
-0.0016 |
-14.7% |
0.0254 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
82,375 |
135,406 |
53,031 |
64.4% |
481,897 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6215 |
1.6160 |
1.5970 |
|
| R3 |
1.6122 |
1.6067 |
1.5945 |
|
| R2 |
1.6029 |
1.6029 |
1.5936 |
|
| R1 |
1.5974 |
1.5974 |
1.5928 |
1.6002 |
| PP |
1.5936 |
1.5936 |
1.5936 |
1.5950 |
| S1 |
1.5881 |
1.5881 |
1.5910 |
1.5909 |
| S2 |
1.5843 |
1.5843 |
1.5902 |
|
| S3 |
1.5750 |
1.5788 |
1.5893 |
|
| S4 |
1.5657 |
1.5695 |
1.5868 |
|
|
| 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 |
1.5991 |
1.5648 |
0.0343 |
2.2% |
0.0115 |
0.7% |
79% |
True |
False |
105,739 |
| 10 |
1.5991 |
1.5645 |
0.0346 |
2.2% |
0.0118 |
0.7% |
79% |
True |
False |
107,434 |
| 20 |
1.5991 |
1.5641 |
0.0350 |
2.2% |
0.0116 |
0.7% |
79% |
True |
False |
97,193 |
| 40 |
1.5991 |
1.5222 |
0.0769 |
4.8% |
0.0115 |
0.7% |
91% |
True |
False |
89,642 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.8% |
0.0121 |
0.8% |
91% |
True |
False |
73,570 |
| 80 |
1.6101 |
1.5222 |
0.0879 |
5.5% |
0.0119 |
0.7% |
79% |
False |
False |
55,272 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.6% |
0.0118 |
0.7% |
78% |
False |
False |
44,226 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.6% |
0.0107 |
0.7% |
78% |
False |
False |
36,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6386 |
|
2.618 |
1.6234 |
|
1.618 |
1.6141 |
|
1.000 |
1.6084 |
|
0.618 |
1.6048 |
|
HIGH |
1.5991 |
|
0.618 |
1.5955 |
|
0.500 |
1.5945 |
|
0.382 |
1.5934 |
|
LOW |
1.5898 |
|
0.618 |
1.5841 |
|
1.000 |
1.5805 |
|
1.618 |
1.5748 |
|
2.618 |
1.5655 |
|
4.250 |
1.5503 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5945 |
1.5911 |
| PP |
1.5936 |
1.5903 |
| S1 |
1.5928 |
1.5895 |
|