CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5737 |
1.5873 |
0.0136 |
0.9% |
1.5862 |
| High |
1.5884 |
1.5873 |
-0.0011 |
-0.1% |
1.5914 |
| Low |
1.5712 |
1.5805 |
0.0093 |
0.6% |
1.5636 |
| Close |
1.5872 |
1.5806 |
-0.0066 |
-0.4% |
1.5872 |
| Range |
0.0172 |
0.0068 |
-0.0104 |
-60.5% |
0.0278 |
| ATR |
0.0102 |
0.0099 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
210 |
482 |
272 |
129.5% |
771 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6032 |
1.5987 |
1.5843 |
|
| R3 |
1.5964 |
1.5919 |
1.5825 |
|
| R2 |
1.5896 |
1.5896 |
1.5818 |
|
| R1 |
1.5851 |
1.5851 |
1.5812 |
1.5840 |
| PP |
1.5828 |
1.5828 |
1.5828 |
1.5822 |
| S1 |
1.5783 |
1.5783 |
1.5800 |
1.5772 |
| S2 |
1.5760 |
1.5760 |
1.5794 |
|
| S3 |
1.5692 |
1.5715 |
1.5787 |
|
| S4 |
1.5624 |
1.5647 |
1.5769 |
|
|
| 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 |
0.8% |
61% |
False |
False |
250 |
| 10 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0103 |
0.7% |
62% |
False |
False |
199 |
| 20 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0090 |
0.6% |
62% |
False |
False |
119 |
| 40 |
1.5914 |
1.5240 |
0.0674 |
4.3% |
0.0084 |
0.5% |
84% |
False |
False |
73 |
| 60 |
1.5914 |
1.5240 |
0.0674 |
4.3% |
0.0064 |
0.4% |
84% |
False |
False |
52 |
| 80 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0050 |
0.3% |
68% |
False |
False |
40 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0040 |
0.3% |
66% |
False |
False |
32 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0034 |
0.2% |
66% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.6051 |
|
1.618 |
1.5983 |
|
1.000 |
1.5941 |
|
0.618 |
1.5915 |
|
HIGH |
1.5873 |
|
0.618 |
1.5847 |
|
0.500 |
1.5839 |
|
0.382 |
1.5831 |
|
LOW |
1.5805 |
|
0.618 |
1.5763 |
|
1.000 |
1.5737 |
|
1.618 |
1.5695 |
|
2.618 |
1.5627 |
|
4.250 |
1.5516 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5839 |
1.5793 |
| PP |
1.5828 |
1.5780 |
| S1 |
1.5817 |
1.5768 |
|