CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5862 |
1.5765 |
-0.0097 |
-0.6% |
1.5775 |
| High |
1.5914 |
1.5766 |
-0.0148 |
-0.9% |
1.5846 |
| Low |
1.5762 |
1.5636 |
-0.0126 |
-0.8% |
1.5632 |
| Close |
1.5770 |
1.5657 |
-0.0113 |
-0.7% |
1.5825 |
| Range |
0.0152 |
0.0130 |
-0.0022 |
-14.5% |
0.0214 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.0% |
0.0000 |
| Volume |
184 |
234 |
50 |
27.2% |
746 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6076 |
1.5997 |
1.5729 |
|
| R3 |
1.5946 |
1.5867 |
1.5693 |
|
| R2 |
1.5816 |
1.5816 |
1.5681 |
|
| R1 |
1.5737 |
1.5737 |
1.5669 |
1.5712 |
| PP |
1.5686 |
1.5686 |
1.5686 |
1.5674 |
| S1 |
1.5607 |
1.5607 |
1.5645 |
1.5582 |
| S2 |
1.5556 |
1.5556 |
1.5633 |
|
| S3 |
1.5426 |
1.5477 |
1.5621 |
|
| S4 |
1.5296 |
1.5347 |
1.5586 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6331 |
1.5943 |
|
| R3 |
1.6196 |
1.6117 |
1.5884 |
|
| R2 |
1.5982 |
1.5982 |
1.5864 |
|
| R1 |
1.5903 |
1.5903 |
1.5845 |
1.5943 |
| PP |
1.5768 |
1.5768 |
1.5768 |
1.5787 |
| S1 |
1.5689 |
1.5689 |
1.5805 |
1.5729 |
| S2 |
1.5554 |
1.5554 |
1.5786 |
|
| S3 |
1.5340 |
1.5475 |
1.5766 |
|
| S4 |
1.5126 |
1.5261 |
1.5707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5914 |
1.5636 |
0.0278 |
1.8% |
0.0110 |
0.7% |
8% |
False |
True |
198 |
| 10 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0096 |
0.6% |
9% |
False |
False |
130 |
| 20 |
1.5914 |
1.5525 |
0.0389 |
2.5% |
0.0087 |
0.6% |
34% |
False |
False |
80 |
| 40 |
1.5914 |
1.5240 |
0.0674 |
4.3% |
0.0079 |
0.5% |
62% |
False |
False |
53 |
| 60 |
1.5914 |
1.5240 |
0.0674 |
4.3% |
0.0062 |
0.4% |
62% |
False |
False |
39 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0046 |
0.3% |
49% |
False |
False |
30 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0037 |
0.2% |
49% |
False |
False |
24 |
| 120 |
1.6186 |
1.5240 |
0.0946 |
6.0% |
0.0031 |
0.2% |
44% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6319 |
|
2.618 |
1.6106 |
|
1.618 |
1.5976 |
|
1.000 |
1.5896 |
|
0.618 |
1.5846 |
|
HIGH |
1.5766 |
|
0.618 |
1.5716 |
|
0.500 |
1.5701 |
|
0.382 |
1.5686 |
|
LOW |
1.5636 |
|
0.618 |
1.5556 |
|
1.000 |
1.5506 |
|
1.618 |
1.5426 |
|
2.618 |
1.5296 |
|
4.250 |
1.5084 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5701 |
1.5775 |
| PP |
1.5686 |
1.5736 |
| S1 |
1.5672 |
1.5696 |
|