CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5785 |
1.5800 |
0.0015 |
0.1% |
1.5649 |
| High |
1.5808 |
1.5894 |
0.0086 |
0.5% |
1.5859 |
| Low |
1.5719 |
1.5788 |
0.0069 |
0.4% |
1.5648 |
| Close |
1.5808 |
1.5878 |
0.0070 |
0.4% |
1.5811 |
| Range |
0.0089 |
0.0106 |
0.0017 |
19.1% |
0.0211 |
| ATR |
0.0085 |
0.0087 |
0.0001 |
1.8% |
0.0000 |
| Volume |
69 |
24 |
-45 |
-65.2% |
157 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6171 |
1.6131 |
1.5936 |
|
| R3 |
1.6065 |
1.6025 |
1.5907 |
|
| R2 |
1.5959 |
1.5959 |
1.5897 |
|
| R1 |
1.5919 |
1.5919 |
1.5888 |
1.5939 |
| PP |
1.5853 |
1.5853 |
1.5853 |
1.5864 |
| S1 |
1.5813 |
1.5813 |
1.5868 |
1.5833 |
| S2 |
1.5747 |
1.5747 |
1.5859 |
|
| S3 |
1.5641 |
1.5707 |
1.5849 |
|
| S4 |
1.5535 |
1.5601 |
1.5820 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6406 |
1.6319 |
1.5927 |
|
| R3 |
1.6195 |
1.6108 |
1.5869 |
|
| R2 |
1.5984 |
1.5984 |
1.5850 |
|
| R1 |
1.5897 |
1.5897 |
1.5830 |
1.5941 |
| PP |
1.5773 |
1.5773 |
1.5773 |
1.5794 |
| S1 |
1.5686 |
1.5686 |
1.5792 |
1.5730 |
| S2 |
1.5562 |
1.5562 |
1.5772 |
|
| S3 |
1.5351 |
1.5475 |
1.5753 |
|
| S4 |
1.5140 |
1.5264 |
1.5695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5894 |
1.5697 |
0.0197 |
1.2% |
0.0091 |
0.6% |
92% |
True |
False |
37 |
| 10 |
1.5894 |
1.5525 |
0.0369 |
2.3% |
0.0077 |
0.5% |
96% |
True |
False |
30 |
| 20 |
1.5894 |
1.5240 |
0.0654 |
4.1% |
0.0077 |
0.5% |
98% |
True |
False |
31 |
| 40 |
1.5894 |
1.5240 |
0.0654 |
4.1% |
0.0065 |
0.4% |
98% |
True |
False |
25 |
| 60 |
1.6025 |
1.5240 |
0.0785 |
4.9% |
0.0046 |
0.3% |
81% |
False |
False |
18 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0034 |
0.2% |
75% |
False |
False |
13 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0028 |
0.2% |
75% |
False |
False |
11 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.0% |
0.0023 |
0.1% |
50% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6345 |
|
2.618 |
1.6172 |
|
1.618 |
1.6066 |
|
1.000 |
1.6000 |
|
0.618 |
1.5960 |
|
HIGH |
1.5894 |
|
0.618 |
1.5854 |
|
0.500 |
1.5841 |
|
0.382 |
1.5828 |
|
LOW |
1.5788 |
|
0.618 |
1.5722 |
|
1.000 |
1.5682 |
|
1.618 |
1.5616 |
|
2.618 |
1.5510 |
|
4.250 |
1.5338 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5866 |
1.5854 |
| PP |
1.5853 |
1.5830 |
| S1 |
1.5841 |
1.5807 |
|