CME British Pound Future March 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 |
1.5672 |
1.5740 |
0.0068 |
0.4% |
1.5855 |
| High |
1.5747 |
1.5899 |
0.0152 |
1.0% |
1.5899 |
| Low |
1.5648 |
1.5713 |
0.0065 |
0.4% |
1.5645 |
| Close |
1.5713 |
1.5884 |
0.0171 |
1.1% |
1.5884 |
| Range |
0.0099 |
0.0186 |
0.0087 |
87.9% |
0.0254 |
| ATR |
0.0116 |
0.0121 |
0.0005 |
4.3% |
0.0000 |
| Volume |
92,032 |
134,261 |
42,229 |
45.9% |
481,897 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6390 |
1.6323 |
1.5986 |
|
| R3 |
1.6204 |
1.6137 |
1.5935 |
|
| R2 |
1.6018 |
1.6018 |
1.5918 |
|
| R1 |
1.5951 |
1.5951 |
1.5901 |
1.5985 |
| PP |
1.5832 |
1.5832 |
1.5832 |
1.5849 |
| S1 |
1.5765 |
1.5765 |
1.5867 |
1.5799 |
| S2 |
1.5646 |
1.5646 |
1.5850 |
|
| S3 |
1.5460 |
1.5579 |
1.5833 |
|
| S4 |
1.5274 |
1.5393 |
1.5782 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6571 |
1.6482 |
1.6024 |
|
| R3 |
1.6317 |
1.6228 |
1.5954 |
|
| R2 |
1.6063 |
1.6063 |
1.5931 |
|
| R1 |
1.5974 |
1.5974 |
1.5907 |
1.6019 |
| PP |
1.5809 |
1.5809 |
1.5809 |
1.5832 |
| S1 |
1.5720 |
1.5720 |
1.5861 |
1.5765 |
| S2 |
1.5555 |
1.5555 |
1.5837 |
|
| S3 |
1.5301 |
1.5466 |
1.5814 |
|
| S4 |
1.5047 |
1.5212 |
1.5744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5899 |
1.5645 |
0.0254 |
1.6% |
0.0131 |
0.8% |
94% |
True |
False |
113,465 |
| 10 |
1.5899 |
1.5641 |
0.0258 |
1.6% |
0.0123 |
0.8% |
94% |
True |
False |
102,935 |
| 20 |
1.5924 |
1.5635 |
0.0289 |
1.8% |
0.0116 |
0.7% |
86% |
False |
False |
95,142 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0122 |
0.8% |
94% |
False |
False |
86,745 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0125 |
0.8% |
94% |
False |
False |
68,632 |
| 80 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0121 |
0.8% |
74% |
False |
False |
51,493 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0117 |
0.7% |
74% |
False |
False |
41,203 |
| 120 |
1.6175 |
1.5222 |
0.0953 |
6.0% |
0.0104 |
0.7% |
69% |
False |
False |
34,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6690 |
|
2.618 |
1.6386 |
|
1.618 |
1.6200 |
|
1.000 |
1.6085 |
|
0.618 |
1.6014 |
|
HIGH |
1.5899 |
|
0.618 |
1.5828 |
|
0.500 |
1.5806 |
|
0.382 |
1.5784 |
|
LOW |
1.5713 |
|
0.618 |
1.5598 |
|
1.000 |
1.5527 |
|
1.618 |
1.5412 |
|
2.618 |
1.5226 |
|
4.250 |
1.4923 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5858 |
1.5847 |
| PP |
1.5832 |
1.5809 |
| S1 |
1.5806 |
1.5772 |
|