CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5765 |
1.5662 |
-0.0103 |
-0.7% |
1.5775 |
| High |
1.5766 |
1.5725 |
-0.0041 |
-0.3% |
1.5846 |
| Low |
1.5636 |
1.5651 |
0.0015 |
0.1% |
1.5632 |
| Close |
1.5657 |
1.5702 |
0.0045 |
0.3% |
1.5825 |
| Range |
0.0130 |
0.0074 |
-0.0056 |
-43.1% |
0.0214 |
| ATR |
0.0097 |
0.0096 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
234 |
143 |
-91 |
-38.9% |
746 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5882 |
1.5743 |
|
| R3 |
1.5841 |
1.5808 |
1.5722 |
|
| R2 |
1.5767 |
1.5767 |
1.5716 |
|
| R1 |
1.5734 |
1.5734 |
1.5709 |
1.5751 |
| PP |
1.5693 |
1.5693 |
1.5693 |
1.5701 |
| S1 |
1.5660 |
1.5660 |
1.5695 |
1.5677 |
| S2 |
1.5619 |
1.5619 |
1.5688 |
|
| S3 |
1.5545 |
1.5586 |
1.5682 |
|
| S4 |
1.5471 |
1.5512 |
1.5661 |
|
|
| 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% |
0.0114 |
0.7% |
24% |
False |
False |
187 |
| 10 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0094 |
0.6% |
25% |
False |
False |
138 |
| 20 |
1.5914 |
1.5626 |
0.0288 |
1.8% |
0.0085 |
0.5% |
26% |
False |
False |
87 |
| 40 |
1.5914 |
1.5240 |
0.0674 |
4.3% |
0.0080 |
0.5% |
69% |
False |
False |
57 |
| 60 |
1.5914 |
1.5240 |
0.0674 |
4.3% |
0.0061 |
0.4% |
69% |
False |
False |
42 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0047 |
0.3% |
54% |
False |
False |
31 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0038 |
0.2% |
54% |
False |
False |
25 |
| 120 |
1.6153 |
1.5240 |
0.0913 |
5.8% |
0.0032 |
0.2% |
51% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6040 |
|
2.618 |
1.5919 |
|
1.618 |
1.5845 |
|
1.000 |
1.5799 |
|
0.618 |
1.5771 |
|
HIGH |
1.5725 |
|
0.618 |
1.5697 |
|
0.500 |
1.5688 |
|
0.382 |
1.5679 |
|
LOW |
1.5651 |
|
0.618 |
1.5605 |
|
1.000 |
1.5577 |
|
1.618 |
1.5531 |
|
2.618 |
1.5457 |
|
4.250 |
1.5337 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5697 |
1.5775 |
| PP |
1.5693 |
1.5751 |
| S1 |
1.5688 |
1.5726 |
|