CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5759 |
1.5697 |
-0.0062 |
-0.4% |
1.5521 |
| High |
1.5768 |
1.5859 |
0.0091 |
0.6% |
1.5715 |
| Low |
1.5735 |
1.5697 |
-0.0038 |
-0.2% |
1.5505 |
| Close |
1.5735 |
1.5816 |
0.0081 |
0.5% |
1.5702 |
| Range |
0.0033 |
0.0162 |
0.0129 |
390.9% |
0.0210 |
| ATR |
0.0084 |
0.0090 |
0.0006 |
6.6% |
0.0000 |
| Volume |
11 |
14 |
3 |
27.3% |
74 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6277 |
1.6208 |
1.5905 |
|
| R3 |
1.6115 |
1.6046 |
1.5861 |
|
| R2 |
1.5953 |
1.5953 |
1.5846 |
|
| R1 |
1.5884 |
1.5884 |
1.5831 |
1.5919 |
| PP |
1.5791 |
1.5791 |
1.5791 |
1.5808 |
| S1 |
1.5722 |
1.5722 |
1.5801 |
1.5757 |
| S2 |
1.5629 |
1.5629 |
1.5786 |
|
| S3 |
1.5467 |
1.5560 |
1.5771 |
|
| S4 |
1.5305 |
1.5398 |
1.5727 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6271 |
1.6196 |
1.5818 |
|
| R3 |
1.6061 |
1.5986 |
1.5760 |
|
| R2 |
1.5851 |
1.5851 |
1.5741 |
|
| R1 |
1.5776 |
1.5776 |
1.5721 |
1.5814 |
| PP |
1.5641 |
1.5641 |
1.5641 |
1.5659 |
| S1 |
1.5566 |
1.5566 |
1.5683 |
1.5604 |
| S2 |
1.5431 |
1.5431 |
1.5664 |
|
| S3 |
1.5221 |
1.5356 |
1.5644 |
|
| S4 |
1.5011 |
1.5146 |
1.5587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5859 |
1.5626 |
0.0233 |
1.5% |
0.0076 |
0.5% |
82% |
True |
False |
24 |
| 10 |
1.5859 |
1.5417 |
0.0442 |
2.8% |
0.0069 |
0.4% |
90% |
True |
False |
18 |
| 20 |
1.5859 |
1.5240 |
0.0619 |
3.9% |
0.0076 |
0.5% |
93% |
True |
False |
26 |
| 40 |
1.5859 |
1.5240 |
0.0619 |
3.9% |
0.0057 |
0.4% |
93% |
True |
False |
21 |
| 60 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0041 |
0.3% |
69% |
False |
False |
15 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0031 |
0.2% |
67% |
False |
False |
11 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0025 |
0.2% |
67% |
False |
False |
9 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.1% |
0.0021 |
0.1% |
45% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6548 |
|
2.618 |
1.6283 |
|
1.618 |
1.6121 |
|
1.000 |
1.6021 |
|
0.618 |
1.5959 |
|
HIGH |
1.5859 |
|
0.618 |
1.5797 |
|
0.500 |
1.5778 |
|
0.382 |
1.5759 |
|
LOW |
1.5697 |
|
0.618 |
1.5597 |
|
1.000 |
1.5535 |
|
1.618 |
1.5435 |
|
2.618 |
1.5273 |
|
4.250 |
1.5009 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5803 |
1.5795 |
| PP |
1.5791 |
1.5774 |
| S1 |
1.5778 |
1.5754 |
|