CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5800 |
1.5880 |
0.0080 |
0.5% |
1.5649 |
| High |
1.5894 |
1.5895 |
0.0001 |
0.0% |
1.5859 |
| Low |
1.5788 |
1.5793 |
0.0005 |
0.0% |
1.5648 |
| Close |
1.5878 |
1.5799 |
-0.0079 |
-0.5% |
1.5811 |
| Range |
0.0106 |
0.0102 |
-0.0004 |
-3.8% |
0.0211 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.3% |
0.0000 |
| Volume |
24 |
66 |
42 |
175.0% |
157 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6135 |
1.6069 |
1.5855 |
|
| R3 |
1.6033 |
1.5967 |
1.5827 |
|
| R2 |
1.5931 |
1.5931 |
1.5818 |
|
| R1 |
1.5865 |
1.5865 |
1.5808 |
1.5847 |
| PP |
1.5829 |
1.5829 |
1.5829 |
1.5820 |
| S1 |
1.5763 |
1.5763 |
1.5790 |
1.5745 |
| S2 |
1.5727 |
1.5727 |
1.5780 |
|
| S3 |
1.5625 |
1.5661 |
1.5771 |
|
| S4 |
1.5523 |
1.5559 |
1.5743 |
|
|
| 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 |
1.5895 |
1.5719 |
0.0176 |
1.1% |
0.0079 |
0.5% |
45% |
True |
False |
47 |
| 10 |
1.5895 |
1.5626 |
0.0269 |
1.7% |
0.0077 |
0.5% |
64% |
True |
False |
35 |
| 20 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0081 |
0.5% |
85% |
True |
False |
35 |
| 40 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0067 |
0.4% |
85% |
True |
False |
27 |
| 60 |
1.6025 |
1.5240 |
0.0785 |
5.0% |
0.0047 |
0.3% |
71% |
False |
False |
19 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0036 |
0.2% |
65% |
False |
False |
14 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0029 |
0.2% |
65% |
False |
False |
12 |
| 120 |
1.6455 |
1.5240 |
0.1215 |
7.7% |
0.0024 |
0.2% |
46% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6329 |
|
2.618 |
1.6162 |
|
1.618 |
1.6060 |
|
1.000 |
1.5997 |
|
0.618 |
1.5958 |
|
HIGH |
1.5895 |
|
0.618 |
1.5856 |
|
0.500 |
1.5844 |
|
0.382 |
1.5832 |
|
LOW |
1.5793 |
|
0.618 |
1.5730 |
|
1.000 |
1.5691 |
|
1.618 |
1.5628 |
|
2.618 |
1.5526 |
|
4.250 |
1.5360 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5844 |
1.5807 |
| PP |
1.5829 |
1.5804 |
| S1 |
1.5814 |
1.5802 |
|