CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5703 |
1.5664 |
-0.0039 |
-0.2% |
1.5785 |
| High |
1.5739 |
1.5715 |
-0.0024 |
-0.2% |
1.5895 |
| Low |
1.5632 |
1.5660 |
0.0028 |
0.2% |
1.5719 |
| Close |
1.5641 |
1.5675 |
0.0034 |
0.2% |
1.5722 |
| Range |
0.0107 |
0.0055 |
-0.0052 |
-48.6% |
0.0176 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
53 |
198 |
145 |
273.6% |
235 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5848 |
1.5817 |
1.5705 |
|
| R3 |
1.5793 |
1.5762 |
1.5690 |
|
| R2 |
1.5738 |
1.5738 |
1.5685 |
|
| R1 |
1.5707 |
1.5707 |
1.5680 |
1.5723 |
| PP |
1.5683 |
1.5683 |
1.5683 |
1.5691 |
| S1 |
1.5652 |
1.5652 |
1.5670 |
1.5668 |
| S2 |
1.5628 |
1.5628 |
1.5665 |
|
| S3 |
1.5573 |
1.5597 |
1.5660 |
|
| S4 |
1.5518 |
1.5542 |
1.5645 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6307 |
1.6190 |
1.5819 |
|
| R3 |
1.6131 |
1.6014 |
1.5770 |
|
| R2 |
1.5955 |
1.5955 |
1.5754 |
|
| R1 |
1.5838 |
1.5838 |
1.5738 |
1.5809 |
| PP |
1.5779 |
1.5779 |
1.5779 |
1.5764 |
| S1 |
1.5662 |
1.5662 |
1.5706 |
1.5633 |
| S2 |
1.5603 |
1.5603 |
1.5690 |
|
| S3 |
1.5427 |
1.5486 |
1.5674 |
|
| S4 |
1.5251 |
1.5310 |
1.5625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5845 |
1.5632 |
0.0213 |
1.4% |
0.0073 |
0.5% |
20% |
False |
False |
89 |
| 10 |
1.5895 |
1.5632 |
0.0263 |
1.7% |
0.0076 |
0.5% |
16% |
False |
False |
68 |
| 20 |
1.5895 |
1.5417 |
0.0478 |
3.0% |
0.0073 |
0.5% |
54% |
False |
False |
43 |
| 40 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0073 |
0.5% |
66% |
False |
False |
37 |
| 60 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0053 |
0.3% |
66% |
False |
False |
26 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0040 |
0.3% |
51% |
False |
False |
20 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0032 |
0.2% |
51% |
False |
False |
16 |
| 120 |
1.6352 |
1.5240 |
0.1112 |
7.1% |
0.0027 |
0.2% |
39% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5949 |
|
2.618 |
1.5859 |
|
1.618 |
1.5804 |
|
1.000 |
1.5770 |
|
0.618 |
1.5749 |
|
HIGH |
1.5715 |
|
0.618 |
1.5694 |
|
0.500 |
1.5688 |
|
0.382 |
1.5681 |
|
LOW |
1.5660 |
|
0.618 |
1.5626 |
|
1.000 |
1.5605 |
|
1.618 |
1.5571 |
|
2.618 |
1.5516 |
|
4.250 |
1.5426 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5688 |
1.5721 |
| PP |
1.5683 |
1.5705 |
| S1 |
1.5679 |
1.5690 |
|