CME British Pound Future March 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 |
1.5740 |
1.5887 |
0.0147 |
0.9% |
1.5855 |
| High |
1.5899 |
1.5895 |
-0.0004 |
0.0% |
1.5899 |
| Low |
1.5713 |
1.5808 |
0.0095 |
0.6% |
1.5645 |
| Close |
1.5884 |
1.5817 |
-0.0067 |
-0.4% |
1.5884 |
| Range |
0.0186 |
0.0087 |
-0.0099 |
-53.2% |
0.0254 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
134,261 |
84,623 |
-49,638 |
-37.0% |
481,897 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6101 |
1.6046 |
1.5865 |
|
| R3 |
1.6014 |
1.5959 |
1.5841 |
|
| R2 |
1.5927 |
1.5927 |
1.5833 |
|
| R1 |
1.5872 |
1.5872 |
1.5825 |
1.5856 |
| PP |
1.5840 |
1.5840 |
1.5840 |
1.5832 |
| S1 |
1.5785 |
1.5785 |
1.5809 |
1.5769 |
| S2 |
1.5753 |
1.5753 |
1.5801 |
|
| S3 |
1.5666 |
1.5698 |
1.5793 |
|
| S4 |
1.5579 |
1.5611 |
1.5769 |
|
|
| 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% |
0.0133 |
0.8% |
68% |
False |
False |
113,304 |
| 10 |
1.5899 |
1.5641 |
0.0258 |
1.6% |
0.0120 |
0.8% |
68% |
False |
False |
103,595 |
| 20 |
1.5924 |
1.5641 |
0.0283 |
1.8% |
0.0115 |
0.7% |
62% |
False |
False |
94,524 |
| 40 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0118 |
0.7% |
85% |
False |
False |
86,896 |
| 60 |
1.5924 |
1.5222 |
0.0702 |
4.4% |
0.0123 |
0.8% |
85% |
False |
False |
70,013 |
| 80 |
1.6101 |
1.5222 |
0.0879 |
5.6% |
0.0120 |
0.8% |
68% |
False |
False |
52,551 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.7% |
66% |
False |
False |
42,049 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0105 |
0.7% |
66% |
False |
False |
35,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6265 |
|
2.618 |
1.6123 |
|
1.618 |
1.6036 |
|
1.000 |
1.5982 |
|
0.618 |
1.5949 |
|
HIGH |
1.5895 |
|
0.618 |
1.5862 |
|
0.500 |
1.5852 |
|
0.382 |
1.5841 |
|
LOW |
1.5808 |
|
0.618 |
1.5754 |
|
1.000 |
1.5721 |
|
1.618 |
1.5667 |
|
2.618 |
1.5580 |
|
4.250 |
1.5438 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5852 |
1.5803 |
| PP |
1.5840 |
1.5788 |
| S1 |
1.5829 |
1.5774 |
|