CME British Pound Future March 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 |
1.5855 |
1.5781 |
-0.0074 |
-0.5% |
1.5790 |
| High |
1.5895 |
1.5813 |
-0.0082 |
-0.5% |
1.5860 |
| Low |
1.5769 |
1.5645 |
-0.0124 |
-0.8% |
1.5641 |
| Close |
1.5782 |
1.5669 |
-0.0113 |
-0.7% |
1.5838 |
| Range |
0.0126 |
0.0168 |
0.0042 |
33.3% |
0.0219 |
| ATR |
0.0113 |
0.0117 |
0.0004 |
3.4% |
0.0000 |
| Volume |
125,474 |
130,130 |
4,656 |
3.7% |
469,434 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6213 |
1.6109 |
1.5761 |
|
| R3 |
1.6045 |
1.5941 |
1.5715 |
|
| R2 |
1.5877 |
1.5877 |
1.5700 |
|
| R1 |
1.5773 |
1.5773 |
1.5684 |
1.5741 |
| PP |
1.5709 |
1.5709 |
1.5709 |
1.5693 |
| S1 |
1.5605 |
1.5605 |
1.5654 |
1.5573 |
| S2 |
1.5541 |
1.5541 |
1.5638 |
|
| S3 |
1.5373 |
1.5437 |
1.5623 |
|
| S4 |
1.5205 |
1.5269 |
1.5577 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6437 |
1.6356 |
1.5958 |
|
| R3 |
1.6218 |
1.6137 |
1.5898 |
|
| R2 |
1.5999 |
1.5999 |
1.5878 |
|
| R1 |
1.5918 |
1.5918 |
1.5858 |
1.5959 |
| PP |
1.5780 |
1.5780 |
1.5780 |
1.5800 |
| S1 |
1.5699 |
1.5699 |
1.5818 |
1.5740 |
| S2 |
1.5561 |
1.5561 |
1.5798 |
|
| S3 |
1.5342 |
1.5480 |
1.5778 |
|
| S4 |
1.5123 |
1.5261 |
1.5718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5895 |
1.5645 |
0.0250 |
1.6% |
0.0122 |
0.8% |
10% |
False |
True |
109,128 |
| 10 |
1.5924 |
1.5641 |
0.0283 |
1.8% |
0.0117 |
0.7% |
10% |
False |
False |
97,601 |
| 20 |
1.5924 |
1.5525 |
0.0399 |
2.5% |
0.0113 |
0.7% |
36% |
False |
False |
93,841 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0119 |
0.8% |
64% |
False |
False |
82,555 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.5% |
0.0124 |
0.8% |
64% |
False |
False |
64,869 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0120 |
0.8% |
50% |
False |
False |
48,666 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0115 |
0.7% |
50% |
False |
False |
38,940 |
| 120 |
1.6204 |
1.5222 |
0.0982 |
6.3% |
0.0102 |
0.6% |
46% |
False |
False |
32,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6527 |
|
2.618 |
1.6253 |
|
1.618 |
1.6085 |
|
1.000 |
1.5981 |
|
0.618 |
1.5917 |
|
HIGH |
1.5813 |
|
0.618 |
1.5749 |
|
0.500 |
1.5729 |
|
0.382 |
1.5709 |
|
LOW |
1.5645 |
|
0.618 |
1.5541 |
|
1.000 |
1.5477 |
|
1.618 |
1.5373 |
|
2.618 |
1.5205 |
|
4.250 |
1.4931 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5729 |
1.5770 |
| PP |
1.5709 |
1.5736 |
| S1 |
1.5689 |
1.5703 |
|