CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5662 |
1.5737 |
0.0075 |
0.5% |
1.5862 |
| High |
1.5725 |
1.5884 |
0.0159 |
1.0% |
1.5914 |
| Low |
1.5651 |
1.5712 |
0.0061 |
0.4% |
1.5636 |
| Close |
1.5702 |
1.5872 |
0.0170 |
1.1% |
1.5872 |
| Range |
0.0074 |
0.0172 |
0.0098 |
132.4% |
0.0278 |
| ATR |
0.0096 |
0.0102 |
0.0006 |
6.5% |
0.0000 |
| Volume |
143 |
210 |
67 |
46.9% |
771 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6339 |
1.6277 |
1.5967 |
|
| R3 |
1.6167 |
1.6105 |
1.5919 |
|
| R2 |
1.5995 |
1.5995 |
1.5904 |
|
| R1 |
1.5933 |
1.5933 |
1.5888 |
1.5964 |
| PP |
1.5823 |
1.5823 |
1.5823 |
1.5838 |
| S1 |
1.5761 |
1.5761 |
1.5856 |
1.5792 |
| S2 |
1.5651 |
1.5651 |
1.5840 |
|
| S3 |
1.5479 |
1.5589 |
1.5825 |
|
| S4 |
1.5307 |
1.5417 |
1.5777 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6641 |
1.6535 |
1.6025 |
|
| R3 |
1.6363 |
1.6257 |
1.5948 |
|
| R2 |
1.6085 |
1.6085 |
1.5923 |
|
| R1 |
1.5979 |
1.5979 |
1.5897 |
1.6032 |
| PP |
1.5807 |
1.5807 |
1.5807 |
1.5834 |
| S1 |
1.5701 |
1.5701 |
1.5847 |
1.5754 |
| S2 |
1.5529 |
1.5529 |
1.5821 |
|
| S3 |
1.5251 |
1.5423 |
1.5796 |
|
| S4 |
1.4973 |
1.5145 |
1.5719 |
|
|
| 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% |
0.0119 |
0.7% |
85% |
False |
False |
207 |
| 10 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0106 |
0.7% |
85% |
False |
False |
153 |
| 20 |
1.5914 |
1.5626 |
0.0288 |
1.8% |
0.0091 |
0.6% |
85% |
False |
False |
96 |
| 40 |
1.5914 |
1.5240 |
0.0674 |
4.2% |
0.0084 |
0.5% |
94% |
False |
False |
62 |
| 60 |
1.5914 |
1.5240 |
0.0674 |
4.2% |
0.0063 |
0.4% |
94% |
False |
False |
44 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0050 |
0.3% |
74% |
False |
False |
34 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0040 |
0.2% |
74% |
False |
False |
27 |
| 120 |
1.6153 |
1.5240 |
0.0913 |
5.8% |
0.0033 |
0.2% |
69% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6615 |
|
2.618 |
1.6334 |
|
1.618 |
1.6162 |
|
1.000 |
1.6056 |
|
0.618 |
1.5990 |
|
HIGH |
1.5884 |
|
0.618 |
1.5818 |
|
0.500 |
1.5798 |
|
0.382 |
1.5778 |
|
LOW |
1.5712 |
|
0.618 |
1.5606 |
|
1.000 |
1.5540 |
|
1.618 |
1.5434 |
|
2.618 |
1.5262 |
|
4.250 |
1.4981 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5847 |
1.5835 |
| PP |
1.5823 |
1.5797 |
| S1 |
1.5798 |
1.5760 |
|